| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1159794.3873 | 984662.1537 | 175132.2335 | 35796813.9802 | 28277536.9695 | 7519277.0107 |
| Total P&L (%) | 1159.7944 | 984.6622 | 175.1322 | 35796.814 | 28277.537 | 7519.277 |
| Avg Daily Profit (%) | 0.6316 | 0.5363 | 0.0954 | 0.3209 | 0.3081 | 0.2363 |
| Buy And Hold Return (%) | 681.3725 | 681.3725 | 681.3725 | 681.3725 | 681.3725 | 681.3725 |
| Max Trade Drawdown | -95605 | -70259 | -67010 | -52991397 | -35313845 | -38540635 |
| Profit Factor | 1.9536 | 2.9013 | 1.2508 | 1.125 | 1.2199 | 1.0476 |
| Total Trades | 543 | 271 | 272 | 543 | 271 | 272 |
| Winning Trades | 277 | 133 | 144 | 277 | 133 | 144 |
| Losing Trades | 266 | 138 | 128 | 266 | 138 | 128 |
| Profitability (%) | 51.0129 | 49.0775 | 52.9412 | 51.0129 | 49.0775 | 52.9412 |
| Ratio Avg Win / Avg Loss | 1.876 | 3.0104 | 1.1118 | 1.0803 | 1.2658 | 0.9312 |
| Largest Winning Trade | 246919 | 246919 | 57847 | 24918094 | 24918094 | 16745711 |
| Largest Losing Trade | -33715 | -20651 | -33715 | -9261696 | -7454441 | -9261696 |
| Avg Bars in Trades | 40 | 38 | 41 | 40 | 38 | 41 |
| Avg Bars in Winners | 53 | 52 | 53 | 53 | 52 | 53 |
| Avg Bars in Losers | 27 | 25 | 28 | 27 | 25 | 28 |
| Bars Traded | 21905 | 10519 | 11386 | 21905 | 10519 | 11386 |
| Profit Streak | 0 | 25.8151 | 0 | 0 | 25.8151 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 343137 | -9322 | -230380 | -71020 | 362859 | -160201 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22034,
"evaluation_days": 1836.17,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601654400000,
"last_datapoint_time": 1759435200000,
"evaluation_time": 1759440821744,
"expiration_time": 1765146412800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 125
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
1159794.3872588922,
984662.1537301552,
175132.2335287375,
35796813.98018006,
28277536.969490845,
7519277.01068923
],
[
1159.794387,
984.662154,
175.132234,
35796.81398,
28277.536969,
7519.277011
],
[
0.631638,
0.536259,
0.095379,
0.320922,
0.30808,
0.236274
],
[
681.372524,
681.372524,
681.372524,
681.372524,
681.372524,
681.372524
],
[
-95605,
-70259,
-67010,
-52991397,
-35313845,
-38540635
],
[
1.953592,
2.901346,
1.250776,
1.12497,
1.219911,
1.047633
],
[
543,
271,
272,
543,
271,
272
],
[
277,
133,
144,
277,
133,
144
],
[
266,
138,
128,
266,
138,
128
],
[
51.012891,
49.077491,
52.941176,
51.012891,
49.077491,
52.941176
],
[
1.876013,
3.010419,
1.111801,
1.080296,
1.265772,
0.93123
],
[
246919,
246919,
57847,
24918094,
24918094,
16745711
],
[
-33715,
-20651,
-33715,
-9261696,
-7454441,
-9261696
],
[
40,
38,
41,
40,
38,
41
],
[
53,
52,
53,
53,
52,
53
],
[
27,
25,
28,
27,
25,
28
],
[
21905,
10519,
11386,
21905,
10519,
11386
],
[
0,
25.815066,
0,
0,
25.815066,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
343137,
-9322,
-230380,
-71020,
362859,
-160201
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22034,
"evaluation_days": 1836.17,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601654400000,
"last_datapoint_time": 1759435200000,
"evaluation_time": 1759440821744,
"expiration_time": 1765146412800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 125
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|