| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 748329.9929 | 661139.3608 | 87190.6321 | 5657264.6767 | 5753719.9655 | -96455.2889 |
| Total P&L (%) | 748.33 | 661.1394 | 87.1906 | 5657.2647 | 5753.72 | -96.4553 |
| Avg Daily Profit (%) | 0.4115 | 0.3636 | 0.0479 | 0.2231 | 0.224 | -0.1835 |
| Buy And Hold Return (%) | 672.5322 | 672.5322 | 672.5322 | 672.5322 | 672.5322 | 672.5322 |
| Max Trade Drawdown | -90631 | -59261 | -95244 | -6134204 | -2331955 | -3882334 |
| Profit Factor | 1.6139 | 2.1917 | 1.1313 | 1.1826 | 1.4079 | 0.9943 |
| Total Trades | 456 | 228 | 228 | 456 | 228 | 228 |
| Winning Trades | 180 | 101 | 79 | 180 | 101 | 79 |
| Losing Trades | 276 | 127 | 149 | 276 | 127 | 149 |
| Profitability (%) | 39.4737 | 44.2982 | 34.6491 | 39.4737 | 44.2982 | 34.6491 |
| Ratio Avg Win / Avg Loss | 2.4746 | 2.7558 | 2.1336 | 1.8133 | 1.7703 | 1.8753 |
| Largest Winning Trade | 180166 | 180166 | 59441 | 2111854 | 2111854 | 1747536 |
| Largest Losing Trade | -21030 | -18657 | -21030 | -1494440 | -786801 | -1494440 |
| Avg Bars in Trades | 47 | 32 | 62 | 47 | 32 | 62 |
| Avg Bars in Winners | 84 | 48 | 132 | 84 | 48 | 132 |
| Avg Bars in Losers | 22 | 20 | 24 | 22 | 20 | 24 |
| Bars Traded | 21553 | 7411 | 14142 | 21553 | 7411 | 14142 |
| Profit Streak | 0 | 10.815 | 0 | 0 | 10.815 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -119523 | -152221 | -375016 | -12046 | 361719 | -583332 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21822,
"evaluation_days": 1818.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601892000000,
"last_datapoint_time": 1757908800000,
"evaluation_time": 1757914416451,
"expiration_time": 1763565062400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 9,
"offset": 0,
"std": 2.05655
}
}
}
{
"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": [
[
748329.9929236509,
661139.360840735,
87190.632082917,
5657264.676686626,
5753719.965537367,
-96455.2888507397
],
[
748.329993,
661.139361,
87.190632,
5657.264677,
5753.719966,
-96.455289
],
[
0.411509,
0.363563,
0.047946,
0.223127,
0.224043,
-0.183484
],
[
672.532189,
672.532189,
672.532189,
672.532189,
672.532189,
672.532189
],
[
-90631,
-59261,
-95244,
-6134204,
-2331955,
-3882334
],
[
1.613862,
2.191658,
1.131262,
1.182586,
1.407875,
0.994285
],
[
456,
228,
228,
456,
228,
228
],
[
180,
101,
79,
180,
101,
79
],
[
276,
127,
149,
276,
127,
149
],
[
39.473684,
44.298246,
34.649123,
39.473684,
44.298246,
34.649123
],
[
2.474588,
2.755847,
2.133647,
1.813298,
1.770298,
1.875297
],
[
180166,
180166,
59441,
2111854,
2111854,
1747536
],
[
-21030,
-18657,
-21030,
-1494440,
-786801,
-1494440
],
[
47,
32,
62,
47,
32,
62
],
[
84,
48,
132,
84,
48,
132
],
[
22,
20,
24,
22,
20,
24
],
[
21553,
7411,
14142,
21553,
7411,
14142
],
[
0,
10.815005,
0,
0,
10.815005,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-119523,
-152221,
-375016,
-12046,
361719,
-583332
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21822,
"evaluation_days": 1818.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601892000000,
"last_datapoint_time": 1757908800000,
"evaluation_time": 1757914416451,
"expiration_time": 1763565062400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 9,
"offset": 0,
"std": 2.05655
}
}
}
| # | 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) |
|---|