| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1328887.8499 | 1247923.3619 | 80964.488 | 5324860.0354 | 6343216.5519 | -1018356.5165 |
| Total P&L (%) | 1328.8879 | 1247.9234 | 80.9645 | 5324.86 | 6343.2166 | -1018.3565 |
| Avg Daily Profit (%) | 0.7332 | 0.6886 | 0.0447 | 0.2206 | 0.2301 | 0 |
| Buy And Hold Return (%) | 525.3097 | 525.3097 | 525.3097 | 525.3097 | 525.3097 | 525.3097 |
| Max Trade Drawdown | -112674 | -54293 | -71564 | -13280708 | -5549640 | -8731031 |
| Profit Factor | 2.8694 | 5.0076 | 1.2027 | 1.121 | 1.3271 | 0.9586 |
| Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
| Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
| Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
| Profitability (%) | 44.697 | 40.9091 | 48.4848 | 44.697 | 40.9091 | 48.4848 |
| Ratio Avg Win / Avg Loss | 3.5503 | 7.2332 | 1.2778 | 1.387 | 1.917 | 1.0186 |
| Largest Winning Trade | 731815 | 731815 | 75677 | 6682341 | 6682341 | 4047752 |
| Largest Losing Trade | -38182 | -28914 | -38182 | -3552338 | -3117910 | -3552338 |
| Avg Bars in Trades | 162 | 139 | 184 | 162 | 139 | 184 |
| Avg Bars in Winners | 251 | 222 | 275 | 251 | 222 | 275 |
| Avg Bars in Losers | 90 | 82 | 98 | 90 | 82 | 98 |
| Bars Traded | 21403 | 9229 | 12174 | 21403 | 9229 | 12174 |
| 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 | 461944 | -112364 | -424299 | -80938 | -118337 | -703880 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21748,
"evaluation_days": 1812.33,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602360000000,
"last_datapoint_time": 1757376000000,
"evaluation_time": 1757378187169,
"expiration_time": 1763013081600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 144,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 224,
"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": [
[
1328887.8499169464,
1247923.3618917745,
80964.488025172,
5324860.035424862,
6343216.55191316,
-1018356.5164883034
],
[
1328.88785,
1247.923362,
80.964488,
5324.860035,
6343.216552,
-1018.356516
],
[
0.733248,
0.688574,
0.044674,
0.220599,
0.230113,
0
],
[
525.309682,
525.309682,
525.309682,
525.309682,
525.309682,
525.309682
],
[
-112674,
-54293,
-71564,
-13280708,
-5549640,
-8731031
],
[
2.86939,
5.007618,
1.202675,
1.120989,
1.327147,
0.958639
],
[
132,
66,
66,
132,
66,
66
],
[
59,
27,
32,
59,
27,
32
],
[
73,
39,
34,
73,
39,
34
],
[
44.69697,
40.909091,
48.484848,
44.69697,
40.909091,
48.484848
],
[
3.550263,
7.233226,
1.277842,
1.386987,
1.916989,
1.018554
],
[
731815,
731815,
75677,
6682341,
6682341,
4047752
],
[
-38182,
-28914,
-38182,
-3552338,
-3117910,
-3552338
],
[
162,
139,
184,
162,
139,
184
],
[
251,
222,
275,
251,
222,
275
],
[
90,
82,
98,
90,
82,
98
],
[
21403,
9229,
12174,
21403,
9229,
12174
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
461944,
-112364,
-424299,
-80938,
-118337,
-703880
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21748,
"evaluation_days": 1812.33,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602360000000,
"last_datapoint_time": 1757376000000,
"evaluation_time": 1757378187169,
"expiration_time": 1763013081600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 144,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 224,
"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) |
|---|