| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1235124.972 | 1179115.5601 | 56009.4118 | 3595131.1047 | 4194075.0689 | -598943.9642 |
| Total P&L (%) | 1235.125 | 1179.1156 | 56.0094 | 3595.1311 | 4194.0751 | -598.944 |
| Avg Daily Profit (%) | 0.6778 | 0.6471 | 0.0307 | 0.1983 | 0.2065 | 0 |
| Buy And Hold Return (%) | 469.5314 | 469.5314 | 469.5314 | 469.5314 | 469.5314 | 469.5314 |
| Max Trade Drawdown | -103044 | -48515 | -89788 | -5483921 | -2901295 | -3778222 |
| Profit Factor | 2.2248 | 3.6014 | 1.1009 | 1.1259 | 1.2941 | 0.9581 |
| Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
| Winning Trades | 131 | 66 | 65 | 131 | 66 | 65 |
| Losing Trades | 177 | 88 | 89 | 177 | 88 | 89 |
| Profitability (%) | 42.5325 | 42.8571 | 42.2078 | 42.5325 | 42.8571 | 42.2078 |
| Ratio Avg Win / Avg Loss | 3.006 | 4.8019 | 1.5074 | 1.5213 | 1.7254 | 1.3118 |
| Largest Winning Trade | 612250 | 612250 | 75354 | 4299429 | 4299429 | 2116613 |
| Largest Losing Trade | -25874 | -22735 | -25874 | -1933692 | -979930 | -1933692 |
| Avg Bars in Trades | 23 | 22 | 24 | 23 | 22 | 24 |
| Avg Bars in Winners | 37 | 34 | 40 | 37 | 34 | 40 |
| Avg Bars in Losers | 13 | 12 | 13 | 13 | 12 | 13 |
| Bars Traded | 7232 | 3439 | 3793 | 7232 | 3439 | 3793 |
| Profit Streak | 19.4091 | 19.4091 | 21.9091 | 19.4091 | 19.4091 | 21.9091 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 481384 | 482111 | -427501 | -72411 | 272224 | -580565 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7289,
"evaluation_days": 1822.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1600754400000,
"last_datapoint_time": 1758175200000,
"evaluation_time": 1758188950016,
"expiration_time": 1762898472000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 188,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.23181,
"nb": 0.38511,
"nc": 0.29745
}
}
} {
"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": [
[
1235124.9719757119,
1179115.5601323678,
56009.4118433437,
3595131.1046613003,
4194075.0688603166,
-598943.9641990149
],
[
1235.124972,
1179.11556,
56.009412,
3595.131105,
4194.075069,
-598.943964
],
[
0.677802,
0.647066,
0.030736,
0.198281,
0.206542,
0
],
[
469.531372,
469.531372,
469.531372,
469.531372,
469.531372,
469.531372
],
[
-103044,
-48515,
-89788,
-5483921,
-2901295,
-3778222
],
[
2.224785,
3.601448,
1.100884,
1.125933,
1.294073,
0.958075
],
[
308,
154,
154,
308,
154,
154
],
[
131,
66,
65,
131,
66,
65
],
[
177,
88,
89,
177,
88,
89
],
[
42.532468,
42.857143,
42.207792,
42.532468,
42.857143,
42.207792
],
[
3.006007,
4.801931,
1.507364,
1.521299,
1.725431,
1.311825
],
[
612250,
612250,
75354,
4299429,
4299429,
2116613
],
[
-25874,
-22735,
-25874,
-1933692,
-979930,
-1933692
],
[
23,
22,
24,
23,
22,
24
],
[
37,
34,
40,
37,
34,
40
],
[
13,
12,
13,
13,
12,
13
],
[
7232,
3439,
3793,
7232,
3439,
3793
],
[
19.409144,
19.409144,
21.909144,
19.409144,
19.409144,
21.909144
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
481384,
482111,
-427501,
-72411,
272224,
-580565
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7289,
"evaluation_days": 1822.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1600754400000,
"last_datapoint_time": 1758175200000,
"evaluation_time": 1758188950016,
"expiration_time": 1762898472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 188,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.23181,
"nb": 0.38511,
"nc": 0.29745
}
}
}
| # | 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) |
|---|