| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1306036.789 | 1268078.8383 | 37957.9507 | 2971909.0493 | 5497327.6199 | -2525418.5706 |
| Total P&L (%) | 1306.0368 | 1268.0788 | 37.958 | 2971.909 | 5497.3276 | -2525.4186 |
| Avg Daily Profit (%) | 0.7178 | 0.6969 | 0.0209 | 0.1884 | 0.2215 | 0 |
| Buy And Hold Return (%) | 414.2253 | 414.2253 | 414.2253 | 414.2253 | 414.2253 | 414.2253 |
| Max Trade Drawdown | -80230 | -75762 | -67291 | -5715433 | -3101270 | -2940399 |
| Profit Factor | 2.9554 | 4.9198 | 1.1102 | 1.1292 | 1.4898 | 0.7855 |
| Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
| Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Losing Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Profitability (%) | 38.961 | 38.961 | 38.961 | 38.961 | 38.961 | 38.961 |
| Ratio Avg Win / Avg Loss | 4.6302 | 7.7076 | 1.7393 | 1.7691 | 2.3339 | 1.2306 |
| Largest Winning Trade | 779385 | 779385 | 70792 | 5794776 | 5794776 | 1907386 |
| Largest Losing Trade | -29759 | -29759 | -29173 | -1174198 | -1174198 | -984251 |
| Avg Bars in Trades | 22 | 19 | 24 | 22 | 19 | 24 |
| Avg Bars in Winners | 40 | 35 | 45 | 40 | 35 | 45 |
| Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
| Bars Traded | 3414 | 1535 | 1878 | 3414 | 1535 | 1878 |
| Profit Streak | 18.6636 | 0 | 37.1636 | 18.6636 | 0 | 37.1636 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 449477 | -29008 | -474375 | -71965 | -35397 | -624540 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3639,
"evaluation_days": 1819.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1600732800000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1757908533559,
"expiration_time": 1762610544000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 246,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.78405,
"nc": 0.36153
}
}
} {
"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": [
[
1306036.789043784,
1268078.8383344521,
37957.9507093322,
2971909.0493066306,
5497327.619920533,
-2525418.5706139025
],
[
1306.036789,
1268.078838,
37.957951,
2971.909049,
5497.32762,
-2525.418571
],
[
0.7178,
0.696938,
0.020862,
0.188409,
0.221453,
0
],
[
414.225281,
414.225281,
414.225281,
414.225281,
414.225281,
414.225281
],
[
-80230,
-75762,
-67291,
-5715433,
-3101270,
-2940399
],
[
2.955418,
4.919761,
1.110216,
1.129235,
1.489751,
0.785461
],
[
154,
77,
77,
154,
77,
77
],
[
60,
30,
30,
60,
30,
30
],
[
94,
47,
47,
94,
47,
47
],
[
38.961039,
38.961039,
38.961039,
38.961039,
38.961039,
38.961039
],
[
4.630155,
7.707626,
1.739338,
1.769135,
2.333944,
1.230556
],
[
779385,
779385,
70792,
5794776,
5794776,
1907386
],
[
-29759,
-29759,
-29173,
-1174198,
-1174198,
-984251
],
[
22,
19,
24,
22,
19,
24
],
[
40,
35,
45,
40,
35,
45
],
[
10,
10,
11,
10,
10,
11
],
[
3414,
1535,
1878,
3414,
1535,
1878
],
[
18.663583,
0,
37.163583,
18.663583,
0,
37.163583
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
449477,
-29008,
-474375,
-71965,
-35397,
-624540
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3639,
"evaluation_days": 1819.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1600732800000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1757908533559,
"expiration_time": 1762610544000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 246,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.78405,
"nc": 0.36153
}
}
}
| # | 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) |
|---|