| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1457053.7883 | -14950.2337 | -1442103.5546 | -89935.7761 | 2831482.6523 | -2921418.4283 |
| Total P&L (%) | -1457.0538 | -14.9502 | -1442.1036 | -89.9358 | 2831.4827 | -2921.4184 |
| Avg Daily Profit (%) | -0.7973 | -0.0082 | -0.7891 | -0.1256 | 0.185 | 0 |
| Buy And Hold Return (%) | 664.3779 | 664.3779 | 664.3779 | 664.3779 | 664.3779 | 664.3779 |
| Max Trade Drawdown | -1628150 | -189101 | -1544484 | -4125964 | -543437 | -4132636 |
| Profit Factor | 0.4161 | 0.9749 | 0.2414 | 0.9906 | 2.5636 | 0.6222 |
| Total Trades | 227 | 114 | 113 | 227 | 114 | 113 |
| Winning Trades | 147 | 68 | 79 | 119 | 62 | 57 |
| Losing Trades | 80 | 46 | 34 | 108 | 52 | 56 |
| Profitability (%) | 64.7577 | 59.6491 | 69.9115 | 52.4229 | 54.386 | 50.4425 |
| Ratio Avg Win / Avg Loss | 0.2265 | 0.6595 | 0.1039 | 0.899 | 2.1501 | 0.6113 |
| Largest Winning Trade | 35132 | 35132 | 20020 | 3562379 | 1672775 | 3562379 |
| Largest Losing Trade | -1015264 | -58018 | -1015264 | -4088571 | -370438 | -4088571 |
| Avg Bars in Trades | 15 | 17 | 14 | 15 | 17 | 14 |
| Avg Bars in Winners | 8 | 9 | 7 | 16 | 19 | 12 |
| Avg Bars in Losers | 29 | 29 | 30 | 15 | 14 | 15 |
| Bars Traded | 3582 | 1969 | 1613 | 3582 | 1969 | 1613 |
| Profit Streak | 23.283 | 23.283 | 54.283 | 23.283 | 23.283 | 54.283 |
| Trades During Streak | 4 | 2 | 8 | 4 | 2 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575892 | -578464 | -576272 | -577491 | 447812 | -579074 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3655,
"evaluation_days": 1827.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602547200000,
"last_datapoint_time": 1758585600000,
"evaluation_time": 1758610050467,
"expiration_time": 1763322480000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.88889,
"nc": 0.1
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 43,
"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": [
[
-1457053.7882861807,
-14950.2336651662,
-1442103.5546210152,
-89935.7760716453,
2831482.652256715,
-2921418.4283283586
],
[
-1457.053788,
-14.950234,
-1442.103555,
-89.935776,
2831.482652,
-2921.418428
],
[
-0.797293,
-0.008181,
-0.789113,
-0.125567,
0.185019,
0
],
[
664.377902,
664.377902,
664.377902,
664.377902,
664.377902,
664.377902
],
[
-1628150,
-189101,
-1544484,
-4125964,
-543437,
-4132636
],
[
0.416148,
0.974859,
0.241374,
0.990577,
2.563634,
0.622237
],
[
227,
114,
113,
227,
114,
113
],
[
147,
68,
79,
119,
62,
57
],
[
80,
46,
34,
108,
52,
56
],
[
64.757709,
59.649123,
69.911504,
52.422907,
54.385965,
50.442478
],
[
0.226475,
0.659463,
0.103883,
0.899011,
2.150145,
0.611321
],
[
35132,
35132,
20020,
3562379,
1672775,
3562379
],
[
-1015264,
-58018,
-1015264,
-4088571,
-370438,
-4088571
],
[
15,
17,
14,
15,
17,
14
],
[
8,
9,
7,
16,
19,
12
],
[
29,
29,
30,
15,
14,
15
],
[
3582,
1969,
1613,
3582,
1969,
1613
],
[
23.282991,
23.282991,
54.282991,
23.282991,
23.282992,
54.282991
],
[
4,
2,
8,
4,
2,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575892,
-578464,
-576272,
-577491,
447812,
-579074
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3655,
"evaluation_days": 1827.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602547200000,
"last_datapoint_time": 1758585600000,
"evaluation_time": 1758610050467,
"expiration_time": 1763322480000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.88889,
"nc": 0.1
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 43,
"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) |
|---|