| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1623900.2341 | 1491344.7473 | 132555.4868 | 19893589.4214 | 14352096.8807 | 5541492.5407 |
| Total P&L (%) | 1623.9002 | 1491.3447 | 132.5555 | 19893.5894 | 14352.0969 | 5541.4925 |
| Avg Daily Profit (%) | 0.8927 | 0.8199 | 0.0729 | 0.2917 | 0.2738 | 0.2219 |
| Buy And Hold Return (%) | 692.2809 | 692.2809 | 692.2809 | 692.2809 | 692.2809 | 692.2809 |
| Max Trade Drawdown | -129050 | -62818 | -70646 | -63497416 | -37172714 | -29200161 |
| Profit Factor | 4.2861 | 6.8516 | 1.5539 | 1.1331 | 1.1787 | 1.0801 |
| Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
| Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
| Losing Trades | 69 | 33 | 36 | 69 | 33 | 36 |
| Profitability (%) | 33.0097 | 35.2941 | 30.7692 | 33.0097 | 35.2941 | 30.7692 |
| Ratio Avg Win / Avg Loss | 8.6983 | 12.5613 | 3.4963 | 2.2995 | 2.1609 | 2.4302 |
| Largest Winning Trade | 889556 | 889556 | 67374 | 31209355 | 31209355 | 26215048 |
| Largest Losing Trade | -26615 | -22766 | -26615 | -11942846 | -11942846 | -9782507 |
| Avg Bars in Trades | 50 | 53 | 47 | 50 | 53 | 47 |
| Avg Bars in Winners | 102 | 98 | 107 | 102 | 98 | 107 |
| Avg Bars in Losers | 24 | 28 | 21 | 24 | 28 | 21 |
| Bars Traded | 5211 | 2731 | 2480 | 5211 | 2731 | 2480 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 345622 | -169923 | -446485 | -70555 | -199967 | -310891 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5457,
"evaluation_days": 1819,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1607040000000,
"last_datapoint_time": 1757865600000,
"evaluation_time": 1757893507844,
"expiration_time": 1762580448000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 5,
"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": [
[
1623900.2340854406,
1491344.7472889442,
132555.4867964968,
19893589.421404622,
14352096.880684359,
5541492.54072026
],
[
1623.900234,
1491.344747,
132.555487,
19893.589421,
14352.096881,
5541.492541
],
[
0.892743,
0.819871,
0.072873,
0.291683,
0.273789,
0.221947
],
[
692.28089,
692.28089,
692.28089,
692.28089,
692.28089,
692.28089
],
[
-129050,
-62818,
-70646,
-63497416,
-37172714,
-29200161
],
[
4.286127,
6.851608,
1.553912,
1.133066,
1.178686,
1.080101
],
[
103,
51,
52,
103,
51,
52
],
[
34,
18,
16,
34,
18,
16
],
[
69,
33,
36,
69,
33,
36
],
[
33.009709,
35.294118,
30.769231,
33.009709,
35.294118,
30.769231
],
[
8.698317,
12.561281,
3.496303,
2.299458,
2.160925,
2.430228
],
[
889556,
889556,
67374,
31209355,
31209355,
26215048
],
[
-26615,
-22766,
-26615,
-11942846,
-11942846,
-9782507
],
[
50,
53,
47,
50,
53,
47
],
[
102,
98,
107,
102,
98,
107
],
[
24,
28,
21,
24,
28,
21
],
[
5211,
2731,
2480,
5211,
2731,
2480
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
345622,
-169923,
-446485,
-70555,
-199967,
-310891
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5457,
"evaluation_days": 1819,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1607040000000,
"last_datapoint_time": 1757865600000,
"evaluation_time": 1757893507844,
"expiration_time": 1762580448000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 5,
"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) |
|---|