| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1669532.807 | 1509544.3838 | 159988.4232 | 36271575.9463 | 24669134.9787 | 11602440.9676 |
| Total P&L (%) | 1669.5328 | 1509.5444 | 159.9884 | 36271.5759 | 24669.135 | 11602.441 |
| Avg Daily Profit (%) | 0.9137 | 0.8261 | 0.0876 | 0.3232 | 0.3021 | 0.261 |
| Buy And Hold Return (%) | 695.3025 | 695.3025 | 695.3025 | 695.3025 | 695.3025 | 695.3025 |
| Max Trade Drawdown | -80099 | -48793 | -52434 | -30623777 | -20911096 | -19706712 |
| Profit Factor | 3.6614 | 5.915 | 1.4997 | 1.3055 | 1.4068 | 1.1998 |
| Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
| Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
| Losing Trades | 117 | 60 | 57 | 117 | 60 | 57 |
| Profitability (%) | 30.7692 | 28.5714 | 32.9412 | 30.7692 | 28.5714 | 32.9412 |
| Ratio Avg Win / Avg Loss | 8.2382 | 14.7875 | 3.0529 | 2.9374 | 3.517 | 2.4424 |
| Largest Winning Trade | 864658 | 864658 | 78263 | 23097732 | 23097732 | 12340352 |
| Largest Losing Trade | -15637 | -15637 | -13587 | -7127783 | -5070872 | -7127783 |
| Avg Bars in Trades | 42 | 39 | 44 | 42 | 39 | 44 |
| Avg Bars in Winners | 99 | 96 | 103 | 99 | 96 | 103 |
| Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
| Bars Traded | 7131 | 3323 | 3807 | 7131 | 3323 | 3807 |
| 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 | 333724 | 54097 | -246386 | 134141 | -3645 | 69483 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7309,
"evaluation_days": 1827.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602590400000,
"last_datapoint_time": 1758607200000,
"evaluation_time": 1758619109334,
"expiration_time": 1763343432000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 86,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"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": [
[
1669532.8070394155,
1509544.383829674,
159988.423209742,
36271575.94626709,
24669134.978701074,
11602440.967566015
],
[
1669.532807,
1509.544384,
159.988423,
36271.575946,
24669.134979,
11602.440968
],
[
0.913686,
0.826129,
0.087557,
0.323212,
0.302121,
0.260971
],
[
695.302546,
695.302546,
695.302546,
695.302546,
695.302546,
695.302546
],
[
-80099,
-48793,
-52434,
-30623777,
-20911096,
-19706712
],
[
3.66144,
5.915013,
1.499691,
1.305516,
1.406789,
1.199771
],
[
169,
84,
85,
169,
84,
85
],
[
52,
24,
28,
52,
24,
28
],
[
117,
60,
57,
117,
60,
57
],
[
30.769231,
28.571429,
32.941176,
30.769231,
28.571429,
32.941176
],
[
8.238241,
14.787534,
3.052942,
2.937412,
3.516974,
2.442391
],
[
864658,
864658,
78263,
23097732,
23097732,
12340352
],
[
-15637,
-15637,
-13587,
-7127783,
-5070872,
-7127783
],
[
42,
39,
44,
42,
39,
44
],
[
99,
96,
103,
99,
96,
103
],
[
16,
16,
16,
16,
16,
16
],
[
7131,
3323,
3807,
7131,
3323,
3807
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
333724,
54097,
-246386,
134141,
-3645,
69483
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7309,
"evaluation_days": 1827.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602590400000,
"last_datapoint_time": 1758607200000,
"evaluation_time": 1758619109334,
"expiration_time": 1763343432000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 86,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"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) |
|---|