| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 410923.0647 | 485995.7696 | -75072.7049 | -48984.0208 | 285261.4383 | -334245.4591 |
| Total P&L (%) | 410.9231 | 485.9958 | -75.0727 | -48.984 | 285.2614 | -334.2455 |
| Avg Daily Profit (%) | 0.2267 | 0.2681 | -0.0414 | -0.0371 | 0.0744 | 0 |
| Buy And Hold Return (%) | 95.1373 | 95.1373 | 95.1373 | 95.1373 | 95.1373 | 95.1373 |
| Max Trade Drawdown | -163121 | -69122 | -161527 | -405219 | -201344 | -406847 |
| Profit Factor | 1.6297 | 2.7781 | 0.8021 | 0.9497 | 1.6757 | 0.3943 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
| Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
| Profitability (%) | 50 | 47.3684 | 52.6316 | 50 | 47.3684 | 52.6316 |
| Ratio Avg Win / Avg Loss | 1.6297 | 3.0868 | 0.7219 | 0.9497 | 1.8619 | 0.3549 |
| Largest Winning Trade | 261350 | 261350 | 77675 | 279116 | 279116 | 46949 |
| Largest Losing Trade | -64317 | -50604 | -64317 | -188624 | -114441 | -188624 |
| Avg Bars in Trades | 44 | 35 | 53 | 44 | 35 | 53 |
| Avg Bars in Winners | 53 | 36 | 67 | 53 | 36 | 67 |
| Avg Bars in Losers | 35 | 33 | 37 | 35 | 33 | 37 |
| Bars Traded | 3363 | 1331 | 2032 | 3363 | 1331 | 2032 |
| Profit Streak | 20.1462 | 84.6462 | 20.1462 | 20.1462 | 84.6462 | 20.1462 |
| Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -43311 | 453539 | -579868 | -633085 | -93134 | -579868 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3625,
"evaluation_days": 1812.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1611360000000,
"last_datapoint_time": 1757289600000,
"evaluation_time": 1757302230450,
"expiration_time": 1761987600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 247,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
410923.0647081017,
485995.7696254664,
-75072.7049173645,
-48984.0208027017,
285261.43827586,
-334245.4590785619
],
[
410.923065,
485.99577,
-75.072705,
-48.984021,
285.261438,
-334.245459
],
[
0.226716,
0.268136,
-0.041419,
-0.037126,
0.074442,
0
],
[
95.137255,
95.137255,
95.137255,
95.137255,
95.137255,
95.137255
],
[
-163121,
-69122,
-161527,
-405219,
-201344,
-406847
],
[
1.629688,
2.778116,
0.802056,
0.949708,
1.675747,
0.394327
],
[
76,
38,
38,
76,
38,
38
],
[
38,
18,
20,
38,
18,
20
],
[
38,
20,
18,
38,
20,
18
],
[
50,
47.368421,
52.631579,
50,
47.368421,
52.631579
],
[
1.629688,
3.086796,
0.72185,
0.949708,
1.861942,
0.354894
],
[
261350,
261350,
77675,
279116,
279116,
46949
],
[
-64317,
-50604,
-64317,
-188624,
-114441,
-188624
],
[
44,
35,
53,
44,
35,
53
],
[
53,
36,
67,
53,
36,
67
],
[
35,
33,
37,
35,
33,
37
],
[
3363,
1331,
2032,
3363,
1331,
2032
],
[
20.146186,
84.646186,
20.146186,
20.146186,
84.646186,
20.146186
],
[
3,
3,
1,
3,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-43311,
453539,
-579868,
-633085,
-93134,
-579868
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3625,
"evaluation_days": 1812.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1611360000000,
"last_datapoint_time": 1757289600000,
"evaluation_time": 1757302230450,
"expiration_time": 1761987600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 247,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|