| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1247930.0343 | 1206959.649 | 40970.3853 | 2402811.6731 | 4193129.1146 | -1790317.4415 |
| Total P&L (%) | 1247.93 | 1206.9596 | 40.9704 | 2402.8117 | 4193.1291 | -1790.3174 |
| Avg Daily Profit (%) | 0.6858 | 0.6633 | 0.0225 | 0.1771 | 0.2068 | 0 |
| Buy And Hold Return (%) | 545.1247 | 545.1247 | 545.1247 | 545.1247 | 545.1247 | 545.1247 |
| Max Trade Drawdown | -110048 | -54078 | -78497 | -6988474 | -3490986 | -3556104 |
| Profit Factor | 3.2233 | 6.2179 | 1.1242 | 1.1492 | 1.6953 | 0.8223 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
| Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
| Profitability (%) | 41.0256 | 43.5897 | 38.4615 | 41.0256 | 43.5897 | 38.4615 |
| Ratio Avg Win / Avg Loss | 4.6336 | 8.0467 | 1.7987 | 1.652 | 2.1939 | 1.3157 |
| Largest Winning Trade | 735519 | 735519 | 75950 | 4839486 | 4839486 | 2360259 |
| Largest Losing Trade | -45545 | -25133 | -45545 | -2224943 | -930751 | -2224943 |
| Avg Bars in Trades | 67 | 62 | 73 | 67 | 62 | 73 |
| Avg Bars in Winners | 110 | 94 | 128 | 110 | 94 | 128 |
| Avg Bars in Losers | 38 | 37 | 38 | 38 | 37 | 38 |
| Bars Traded | 5278 | 2426 | 2852 | 5278 | 2426 | 2852 |
| Profit Streak | 0 | 112.6382 | 0 | 0 | 112.6382 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -28877 | 473573 | -415867 | -91584 | 338360 | -583577 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5459,
"evaluation_days": 1819.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602518400000,
"last_datapoint_time": 1757923200000,
"evaluation_time": 1757949538939,
"expiration_time": 1762639776000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 63,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 79,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
1247930.0343209147,
1206959.649027659,
40970.3852932552,
2402811.6730935527,
4193129.1145689487,
-1790317.441475396
],
[
1247.930034,
1206.959649,
40.970385,
2402.811673,
4193.129115,
-1790.317441
],
[
0.6858,
0.663285,
0.022515,
0.177112,
0.206823,
0
],
[
545.124717,
545.124717,
545.124717,
545.124717,
545.124717,
545.124717
],
[
-110048,
-54078,
-78497,
-6988474,
-3490986,
-3556104
],
[
3.223344,
6.217872,
1.124163,
1.149197,
1.695301,
0.822289
],
[
78,
39,
39,
78,
39,
39
],
[
32,
17,
15,
32,
17,
15
],
[
46,
22,
24,
46,
22,
24
],
[
41.025641,
43.589744,
38.461538,
41.025641,
43.589744,
38.461538
],
[
4.633557,
8.046657,
1.798661,
1.651971,
2.193919,
1.315662
],
[
735519,
735519,
75950,
4839486,
4839486,
2360259
],
[
-45545,
-25133,
-45545,
-2224943,
-930751,
-2224943
],
[
67,
62,
73,
67,
62,
73
],
[
110,
94,
128,
110,
94,
128
],
[
38,
37,
38,
38,
37,
38
],
[
5278,
2426,
2852,
5278,
2426,
2852
],
[
0,
112.638182,
0,
0,
112.638182,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-28877,
473573,
-415867,
-91584,
338360,
-583577
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5459,
"evaluation_days": 1819.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602518400000,
"last_datapoint_time": 1757923200000,
"evaluation_time": 1757949538939,
"expiration_time": 1762639776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 63,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 79,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|