| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1103310.7248 | 973455.8137 | 129854.9111 | 8034974.2928 | 4375008.5817 | 3659965.7111 |
| Total P&L (%) | 1103.3107 | 973.4558 | 129.8549 | 8034.9743 | 4375.0086 | 3659.9657 |
| Avg Daily Profit (%) | 0.6087 | 0.5371 | 0.0716 | 0.243 | 0.2099 | 0.2003 |
| Buy And Hold Return (%) | 488.8372 | 488.8372 | 488.8372 | 488.8372 | 488.8372 | 488.8372 |
| Max Trade Drawdown | -103337 | -106756 | -56389 | -8358559 | -8283676 | -3272080 |
| Profit Factor | 2.4252 | 3.2617 | 1.3778 | 1.2295 | 1.217 | 1.2466 |
| Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
| Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Losing Trades | 85 | 43 | 42 | 85 | 43 | 42 |
| Profitability (%) | 45.1613 | 44.8718 | 45.4545 | 45.1613 | 44.8718 | 45.4545 |
| Ratio Avg Win / Avg Loss | 2.9449 | 4.0073 | 1.6533 | 1.493 | 1.4952 | 1.4959 |
| Largest Winning Trade | 347449 | 347449 | 46184 | 3139243 | 3139243 | 3106857 |
| Largest Losing Trade | -46899 | -46899 | -35307 | -5390619 | -5390619 | -1614268 |
| Avg Bars in Trades | 69 | 78 | 59 | 69 | 78 | 59 |
| Avg Bars in Winners | 89 | 95 | 84 | 89 | 95 | 84 |
| Avg Bars in Losers | 52 | 65 | 38 | 52 | 65 | 38 |
| Bars Traded | 10746 | 6157 | 4588 | 10746 | 6157 | 4588 |
| Profit Streak | 11.4396 | 11.4396 | 16.1062 | 11.4396 | 11.4396 | 16.1062 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 395902 | -25611 | -304537 | 290852 | -28120 | -35351 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10875,
"evaluation_days": 1812.5,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602475200000,
"last_datapoint_time": 1757332800000,
"evaluation_time": 1757341977351,
"expiration_time": 1762030800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 121,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 24,
"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": [
[
1103310.7247541612,
973455.8136684799,
129854.9110856817,
8034974.292826563,
4375008.581731103,
3659965.711095461
],
[
1103.310725,
973.455814,
129.854911,
8034.974293,
4375.008582,
3659.965711
],
[
0.608723,
0.537079,
0.071644,
0.242985,
0.209936,
0.20031
],
[
488.837209,
488.837209,
488.837209,
488.837209,
488.837209,
488.837209
],
[
-103337,
-106756,
-56389,
-8358559,
-8283676,
-3272080
],
[
2.425185,
3.261737,
1.377759,
1.229533,
1.217,
1.246554
],
[
155,
78,
77,
155,
78,
77
],
[
70,
35,
35,
70,
35,
35
],
[
85,
43,
42,
85,
43,
42
],
[
45.16129,
44.871795,
45.454545,
45.16129,
44.871795,
45.454545
],
[
2.944868,
4.007277,
1.653311,
1.493004,
1.495172,
1.495865
],
[
347449,
347449,
46184,
3139243,
3139243,
3106857
],
[
-46899,
-46899,
-35307,
-5390619,
-5390619,
-1614268
],
[
69,
78,
59,
69,
78,
59
],
[
89,
95,
84,
89,
95,
84
],
[
52,
65,
38,
52,
65,
38
],
[
10746,
6157,
4588,
10746,
6157,
4588
],
[
11.439553,
11.439553,
16.106219,
11.439553,
11.439553,
16.106219
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
395902,
-25611,
-304537,
290852,
-28120,
-35351
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10875,
"evaluation_days": 1812.5,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602475200000,
"last_datapoint_time": 1757332800000,
"evaluation_time": 1757341977351,
"expiration_time": 1762030800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 121,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 24,
"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) |
|---|