| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1074646.8557 | 1080539.6009 | -5892.7451 | 1066379.7113 | 1846781.7947 | -780402.0833 |
| Total P&L (%) | 1074.6469 | 1080.5396 | -5.8927 | 1066.3797 | 1846.7818 | -780.4021 |
| Avg Daily Profit (%) | 0.5825 | 0.5857 | -0.0032 | 0.1332 | 0.161 | 0 |
| Buy And Hold Return (%) | 533.5608 | 533.5608 | 533.5608 | 533.5608 | 533.5608 | 533.5608 |
| Max Trade Drawdown | -139763 | -77734 | -109529 | -1640859 | -860225 | -881603 |
| Profit Factor | 2.7163 | 5.1178 | 0.9838 | 1.207 | 1.8927 | 0.7468 |
| Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
| Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
| Profitability (%) | 44.0476 | 47.619 | 40.4762 | 44.0476 | 47.619 | 40.4762 |
| Ratio Avg Win / Avg Loss | 3.4504 | 5.6296 | 1.4468 | 1.5333 | 2.0819 | 1.0982 |
| Largest Winning Trade | 597428 | 597428 | 75248 | 1232675 | 1232675 | 523200 |
| Largest Losing Trade | -49116 | -34357 | -49116 | -532280 | -400247 | -532280 |
| Avg Bars in Trades | 64 | 60 | 67 | 64 | 60 | 67 |
| Avg Bars in Winners | 95 | 88 | 104 | 95 | 88 | 104 |
| Avg Bars in Losers | 39 | 35 | 42 | 39 | 35 | 42 |
| Bars Traded | 5387 | 2543 | 2843 | 5387 | 2543 | 2843 |
| Profit Streak | 57.4927 | 132.1594 | 57.4927 | 57.4927 | 132.1594 | 57.4927 |
| Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 324088 | 466652 | -582210 | -21710 | 326345 | -582210 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5535,
"evaluation_days": 1845,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602979200000,
"last_datapoint_time": 1760112000000,
"evaluation_time": 1760125768902,
"expiration_time": 1764894240000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 20,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 72,
"offset": 0
}
}
} {
"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": [
[
1074646.8557337776,
1080539.600864443,
-5892.7451306659,
1066379.71134283,
1846781.7946916246,
-780402.0833487953
],
[
1074.646856,
1080.539601,
-5.892745,
1066.379711,
1846.781795,
-780.402083
],
[
0.582464,
0.585658,
-0.003194,
0.133232,
0.161038,
0
],
[
533.560827,
533.560827,
533.560827,
533.560827,
533.560827,
533.560827
],
[
-139763,
-77734,
-109529,
-1640859,
-860225,
-881603
],
[
2.716279,
5.117795,
0.9838,
1.207042,
1.892656,
0.746762
],
[
84,
42,
42,
84,
42,
42
],
[
37,
20,
17,
37,
20,
17
],
[
47,
22,
25,
47,
22,
25
],
[
44.047619,
47.619048,
40.47619,
44.047619,
47.619048,
40.47619
],
[
3.450408,
5.629574,
1.446764,
1.533269,
2.081921,
1.098179
],
[
597428,
597428,
75248,
1232675,
1232675,
523200
],
[
-49116,
-34357,
-49116,
-532280,
-400247,
-532280
],
[
64,
60,
67,
64,
60,
67
],
[
95,
88,
104,
95,
88,
104
],
[
39,
35,
42,
39,
35,
42
],
[
5387,
2543,
2843,
5387,
2543,
2843
],
[
57.492696,
132.159362,
57.492696,
57.492696,
132.159362,
57.492696
],
[
3,
3,
1,
3,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
324088,
466652,
-582210,
-21710,
326345,
-582210
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5535,
"evaluation_days": 1845,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602979200000,
"last_datapoint_time": 1760112000000,
"evaluation_time": 1760125768902,
"expiration_time": 1764894240000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 20,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 72,
"offset": 0
}
}
}
| # | 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) |
|---|