| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1197445.4528 | 1179409.0865 | 18036.3663 | 1487618.7972 | 2428983.44 | -941364.6428 |
| Total P&L (%) | 1197.4455 | 1179.4091 | 18.0364 | 1487.6188 | 2428.9834 | -941.3646 |
| Avg Daily Profit (%) | 0.6587 | 0.6487 | 0.0099 | 0.1522 | 0.1778 | 0 |
| Buy And Hold Return (%) | 622.9264 | 622.9264 | 622.9264 | 622.9264 | 622.9264 | 622.9264 |
| Max Trade Drawdown | -123660 | -73102 | -77888 | -3151800 | -1640032 | -1711483 |
| Profit Factor | 2.8698 | 5.3362 | 1.049 | 1.1701 | 1.7079 | 0.8229 |
| Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Winning Trades | 40 | 22 | 18 | 40 | 22 | 18 |
| Losing Trades | 49 | 22 | 27 | 49 | 22 | 27 |
| Profitability (%) | 44.9438 | 50 | 40 | 44.9438 | 50 | 40 |
| Ratio Avg Win / Avg Loss | 3.5155 | 5.3362 | 1.5734 | 1.4333 | 1.7079 | 1.2344 |
| Largest Winning Trade | 661965 | 661965 | 76108 | 2089005 | 2089005 | 916929 |
| Largest Losing Trade | -43656 | -35059 | -43656 | -1095875 | -607410 | -1095875 |
| Avg Bars in Trades | 79 | 75 | 83 | 79 | 75 | 83 |
| Avg Bars in Winners | 118 | 109 | 130 | 118 | 109 | 130 |
| Avg Bars in Losers | 47 | 41 | 52 | 47 | 41 | 52 |
| Bars Traded | 7085 | 3316 | 3769 | 7085 | 3316 | 3769 |
| Profit Streak | 0 | 105.3725 | 0 | 0 | 105.3725 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 298835 | 494200 | -514744 | -31845 | 366709 | -582934 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7272,
"evaluation_days": 1818,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602892800000,
"last_datapoint_time": 1757808000000,
"evaluation_time": 1757818585343,
"expiration_time": 1762520256000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 25,
"offset": 0,
"a": 0.74047
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
1197445.4527556575,
1179409.0864985613,
18036.3662570956,
1487618.797200651,
2428983.4399965876,
-941364.6427959368
],
[
1197.445453,
1179.409086,
18.036366,
1487.618797,
2428.98344,
-941.364643
],
[
0.658661,
0.64874,
0.009921,
0.152196,
0.177848,
0
],
[
622.926406,
622.926406,
622.926406,
622.926406,
622.926406,
622.926406
],
[
-123660,
-73102,
-77888,
-3151800,
-1640032,
-1711483
],
[
2.869771,
5.336183,
1.048955,
1.170075,
1.707902,
0.822904
],
[
89,
44,
45,
89,
44,
45
],
[
40,
22,
18,
40,
22,
18
],
[
49,
22,
27,
49,
22,
27
],
[
44.94382,
50,
40,
44.94382,
50,
40
],
[
3.515469,
5.336183,
1.573432,
1.433342,
1.707902,
1.234357
],
[
661965,
661965,
76108,
2089005,
2089005,
916929
],
[
-43656,
-35059,
-43656,
-1095875,
-607410,
-1095875
],
[
79,
75,
83,
79,
75,
83
],
[
118,
109,
130,
118,
109,
130
],
[
47,
41,
52,
47,
41,
52
],
[
7085,
3316,
3769,
7085,
3316,
3769
],
[
0,
105.372515,
0,
0,
105.372516,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
298835,
494200,
-514744,
-31845,
366709,
-582934
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7272,
"evaluation_days": 1818,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602892800000,
"last_datapoint_time": 1757808000000,
"evaluation_time": 1757818585343,
"expiration_time": 1762520256000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 25,
"offset": 0,
"a": 0.74047
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|