| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1049027.5789 | 12863.099 | -1061890.6779 | -1068936.2578 | -6029115.2596 | 4960179.0017 |
| Total P&L (%) | -1049.0276 | 12.8631 | -1061.8907 | -1068.9363 | -6029.1153 | 4960.179 |
| Avg Daily Profit (%) | -0.5791 | 0.0071 | -0.5862 | 0 | 0 | 0.2169 |
| Buy And Hold Return (%) | 453.7908 | 453.7908 | 453.7908 | 453.7908 | 453.7908 | 453.7908 |
| Max Trade Drawdown | -1129711 | -176241 | -1101348 | -20523891 | -14650908 | -6424288 |
| Profit Factor | 0.3704 | 1.0433 | 0.2244 | 0.9655 | 0.6684 | 1.3875 |
| Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
| Winning Trades | 67 | 34 | 33 | 48 | 22 | 26 |
| Losing Trades | 28 | 14 | 14 | 47 | 26 | 21 |
| Profitability (%) | 70.5263 | 70.8333 | 70.2128 | 50.5263 | 45.8333 | 55.3191 |
| Ratio Avg Win / Avg Loss | 0.1548 | 0.4296 | 0.0952 | 0.9454 | 0.79 | 1.1207 |
| Largest Winning Trade | 36205 | 34472 | 36205 | 7426047 | 2235743 | 7426047 |
| Largest Losing Trade | -543924 | -75361 | -543924 | -12966409 | -12966409 | -5048957 |
| Avg Bars in Trades | 225 | 243 | 206 | 225 | 243 | 206 |
| Avg Bars in Winners | 95 | 88 | 102 | 208 | 217 | 201 |
| Avg Bars in Losers | 535 | 621 | 450 | 242 | 266 | 212 |
| Bars Traded | 21384 | 11696 | 9688 | 21384 | 11696 | 9688 |
| Profit Streak | 17.9939 | 59.5772 | 17.9939 | 0 | 0 | 0 |
| Trades During Streak | 5 | 4 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576009 | -519458 | -577010 | -580456 | -582309 | 344557 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21737,
"evaluation_days": 1811.42,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602583200000,
"last_datapoint_time": 1757296800000,
"evaluation_time": 1757303470806,
"expiration_time": 1762931030400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 32,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 216,
"offset": 39,
"a": 0.31245
}
}
}
{
"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": [
[
-1049027.5789117229,
12863.0989668991,
-1061890.6778786224,
-1068936.2578354012,
-6029115.259562324,
4960179.001726925
],
[
-1049.027579,
12.863099,
-1061.890678,
-1068.936258,
-6029.11526,
4960.179002
],
[
-0.579119,
0.007101,
-0.58622,
0,
0,
0.21686
],
[
453.79079,
453.79079,
453.79079,
453.79079,
453.79079,
453.79079
],
[
-1129711,
-176241,
-1101348,
-20523891,
-14650908,
-6424288
],
[
0.370441,
1.043281,
0.224383,
0.965501,
0.668433,
1.387494
],
[
95,
48,
47,
95,
48,
47
],
[
67,
34,
33,
48,
22,
26
],
[
28,
14,
14,
47,
26,
21
],
[
70.526316,
70.833333,
70.212766,
50.526316,
45.833333,
55.319149
],
[
0.154811,
0.429586,
0.095193,
0.945386,
0.789966,
1.120668
],
[
36205,
34472,
36205,
7426047,
2235743,
7426047
],
[
-543924,
-75361,
-543924,
-12966409,
-12966409,
-5048957
],
[
225,
243,
206,
225,
243,
206
],
[
95,
88,
102,
208,
217,
201
],
[
535,
621,
450,
242,
266,
212
],
[
21384,
11696,
9688,
21384,
11696,
9688
],
[
17.993875,
59.577208,
17.993875,
0,
0,
0
],
[
5,
4,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576009,
-519458,
-577010,
-580456,
-582309,
344557
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21737,
"evaluation_days": 1811.42,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602583200000,
"last_datapoint_time": 1757296800000,
"evaluation_time": 1757303470806,
"expiration_time": 1762931030400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 32,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 216,
"offset": 39,
"a": 0.31245
}
}
}
| # | 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) |
|---|