| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 856257.037 | 925003.3965 | -68746.3595 | 129210.4639 | 487580.5331 | -358370.0692 |
| Total P&L (%) | 856.257 | 925.0034 | -68.7464 | 129.2105 | 487.5805 | -358.3701 |
| Avg Daily Profit (%) | 0.4718 | 0.5096 | -0.0379 | 0.0457 | 0.0976 | 0 |
| Buy And Hold Return (%) | 595.4373 | 595.4373 | 595.4373 | 595.4373 | 595.4373 | 595.4373 |
| Max Trade Drawdown | -157156 | -104401 | -165255 | -417718 | -222977 | -416625 |
| Profit Factor | 2.2425 | 4.0369 | 0.8212 | 1.0871 | 1.7792 | 0.582 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 35 | 20 | 15 | 35 | 20 | 15 |
| Losing Trades | 48 | 21 | 27 | 48 | 21 | 27 |
| Profitability (%) | 42.1687 | 48.7805 | 35.7143 | 42.1687 | 48.7805 | 35.7143 |
| Ratio Avg Win / Avg Loss | 3.0754 | 4.2387 | 1.4782 | 1.4909 | 1.8682 | 1.0476 |
| Largest Winning Trade | 532577 | 532577 | 77494 | 396894 | 396894 | 111730 |
| Largest Losing Trade | -47206 | -46709 | -47206 | -133090 | -124974 | -133090 |
| Avg Bars in Trades | 42 | 40 | 45 | 42 | 40 | 45 |
| Avg Bars in Winners | 63 | 53 | 77 | 63 | 53 | 77 |
| Avg Bars in Losers | 27 | 27 | 28 | 27 | 27 | 28 |
| Bars Traded | 3568 | 1645 | 1923 | 3568 | 1645 | 1923 |
| Profit Streak | 25.3008 | 104.3008 | 25.3008 | 25.3008 | 104.3008 | 25.3008 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -18172 | 303366 | -584080 | -425631 | -224537 | -584080 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3630,
"evaluation_days": 1815,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602763200000,
"last_datapoint_time": 1757505600000,
"evaluation_time": 1757531592437,
"expiration_time": 1762210080000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 48,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 17,
"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": [
[
856257.0370162327,
925003.3964963284,
-68746.3594800959,
129210.4639181368,
487580.5331344085,
-358370.0692162717
],
[
856.257037,
925.003396,
-68.746359,
129.210464,
487.580533,
-358.370069
],
[
0.471767,
0.509644,
-0.037877,
0.045711,
0.097615,
0
],
[
595.437253,
595.437253,
595.437253,
595.437253,
595.437253,
595.437253
],
[
-157156,
-104401,
-165255,
-417718,
-222977,
-416625
],
[
2.242508,
4.036866,
0.821227,
1.08712,
1.779191,
0.582018
],
[
83,
41,
42,
83,
41,
42
],
[
35,
20,
15,
35,
20,
15
],
[
48,
21,
27,
48,
21,
27
],
[
42.168675,
48.780488,
35.714286,
42.168675,
48.780488,
35.714286
],
[
3.075439,
4.238709,
1.478208,
1.490907,
1.868151,
1.047632
],
[
532577,
532577,
77494,
396894,
396894,
111730
],
[
-47206,
-46709,
-47206,
-133090,
-124974,
-133090
],
[
42,
40,
45,
42,
40,
45
],
[
63,
53,
77,
63,
53,
77
],
[
27,
27,
28,
27,
27,
28
],
[
3568,
1645,
1923,
3568,
1645,
1923
],
[
25.300838,
104.300838,
25.300838,
25.300838,
104.300838,
25.300838
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-18172,
303366,
-584080,
-425631,
-224537,
-584080
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3630,
"evaluation_days": 1815,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602763200000,
"last_datapoint_time": 1757505600000,
"evaluation_time": 1757531592437,
"expiration_time": 1762210080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 48,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 17,
"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) |
|---|