| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1371587.8303 | 1331177.9684 | 40409.862 | 1338181.8831 | 1119610.9463 | 218570.9368 |
| Total P&L (%) | 1371.5878 | 1331.178 | 40.4099 | 1338.1819 | 1119.6109 | 218.5709 |
| Avg Daily Profit (%) | 0.7552 | 0.7329 | 0.0222 | 0.1469 | 0.1378 | 0.0638 |
| Buy And Hold Return (%) | 595.4062 | 595.4062 | 595.4062 | 595.4062 | 595.4062 | 595.4062 |
| Max Trade Drawdown | -167237 | -105076 | -130489 | -1998894 | -1206837 | -902589 |
| Profit Factor | 2.9416 | 4.5587 | 1.1216 | 1.241 | 1.3591 | 1.0897 |
| Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
| Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
| Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
| Profitability (%) | 43.2692 | 36.5385 | 50 | 43.2692 | 36.5385 | 50 |
| Ratio Avg Win / Avg Loss | 3.8568 | 7.9178 | 1.1216 | 1.627 | 2.3606 | 1.0897 |
| Largest Winning Trade | 859379 | 859379 | 67373 | 1147123 | 1147123 | 849623 |
| Largest Losing Trade | -57929 | -30557 | -57929 | -946045 | -946045 | -902589 |
| Avg Bars in Trades | 67 | 69 | 65 | 67 | 69 | 65 |
| Avg Bars in Winners | 100 | 122 | 84 | 100 | 122 | 84 |
| Avg Bars in Losers | 42 | 38 | 46 | 42 | 38 | 46 |
| Bars Traded | 7023 | 3598 | 3425 | 7023 | 3598 | 3425 |
| Profit Streak | 104.4246 | 104.4246 | 142.4246 | 104.4246 | 104.4246 | 142.4246 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 451785 | -169982 | -594796 | -1924 | -199511 | -574422 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7265,
"evaluation_days": 1816.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603108800000,
"last_datapoint_time": 1757656800000,
"evaluation_time": 1757671887547,
"expiration_time": 1762364520000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 110,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 69,
"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": [
[
1371587.8303326122,
1331177.9683543432,
40409.8619782691,
1338181.8831031756,
1119610.946310979,
218570.9367921965
],
[
1371.58783,
1331.177968,
40.409862,
1338.181883,
1119.610946,
218.570937
],
[
0.755176,
0.732927,
0.022249,
0.146892,
0.137803,
0.063815
],
[
595.406223,
595.406223,
595.406223,
595.406223,
595.406223,
595.406223
],
[
-167237,
-105076,
-130489,
-1998894,
-1206837,
-902589
],
[
2.941606,
4.558727,
1.121585,
1.240964,
1.359148,
1.089724
],
[
104,
52,
52,
104,
52,
52
],
[
45,
19,
26,
45,
19,
26
],
[
59,
33,
26,
59,
33,
26
],
[
43.269231,
36.538462,
50,
43.269231,
36.538462,
50
],
[
3.856773,
7.917789,
1.121585,
1.627042,
2.360626,
1.089724
],
[
859379,
859379,
67373,
1147123,
1147123,
849623
],
[
-57929,
-30557,
-57929,
-946045,
-946045,
-902589
],
[
67,
69,
65,
67,
69,
65
],
[
100,
122,
84,
100,
122,
84
],
[
42,
38,
46,
42,
38,
46
],
[
7023,
3598,
3425,
7023,
3598,
3425
],
[
104.424624,
104.424624,
142.424624,
104.424624,
104.424624,
142.424624
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
451785,
-169982,
-594796,
-1924,
-199511,
-574422
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7265,
"evaluation_days": 1816.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603108800000,
"last_datapoint_time": 1757656800000,
"evaluation_time": 1757671887547,
"expiration_time": 1762364520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 110,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 69,
"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) |
|---|