| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1644264.867 | 1513634.3292 | 130630.5378 | 16060206.6447 | 14588034.6922 | 1472171.9525 |
| Total P&L (%) | 1644.2649 | 1513.6343 | 130.6305 | 16060.2066 | 14588.0347 | 1472.172 |
| Avg Daily Profit (%) | 0.9059 | 0.834 | 0.072 | 0.2806 | 0.2753 | 0.1519 |
| Buy And Hold Return (%) | 646.8231 | 646.8231 | 646.8231 | 646.8231 | 646.8231 | 646.8231 |
| Max Trade Drawdown | -110115 | -61747 | -64926 | -26742116 | -20037764 | -13297203 |
| Profit Factor | 3.0792 | 4.9924 | 1.3173 | 1.1625 | 1.2995 | 1.0294 |
| Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
| Winning Trades | 64 | 34 | 30 | 64 | 34 | 30 |
| Losing Trades | 152 | 74 | 78 | 152 | 74 | 78 |
| Profitability (%) | 29.6296 | 31.4815 | 27.7778 | 29.6296 | 31.4815 | 27.7778 |
| Ratio Avg Win / Avg Loss | 7.313 | 10.8657 | 3.425 | 2.7608 | 2.8284 | 2.6763 |
| Largest Winning Trade | 889719 | 889719 | 68465 | 17220546 | 17220546 | 8833485 |
| Largest Losing Trade | -22398 | -20429 | -22398 | -5589105 | -4913850 | -5589105 |
| Avg Bars in Trades | 49 | 44 | 54 | 49 | 44 | 54 |
| Avg Bars in Winners | 123 | 103 | 145 | 123 | 103 | 145 |
| Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
| Bars Traded | 10757 | 4854 | 5903 | 10757 | 4854 | 5903 |
| 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 | 264346 | 320216 | -279158 | -40274 | 86577 | -202390 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10890,
"evaluation_days": 1815,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602216000000,
"last_datapoint_time": 1757548800000,
"evaluation_time": 1757553904795,
"expiration_time": 1762253280000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 103,
"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": [
[
1644264.86698566,
1513634.3291723817,
130630.5378132777,
16060206.644721543,
14588034.692198016,
1472171.9525235374
],
[
1644.264867,
1513.634329,
130.630538,
16060.206645,
14588.034692,
1472.171953
],
[
0.905931,
0.833958,
0.071973,
0.280566,
0.275288,
0.151908
],
[
646.823119,
646.823119,
646.823119,
646.823119,
646.823119,
646.823119
],
[
-110115,
-61747,
-64926,
-26742116,
-20037764,
-13297203
],
[
3.079152,
4.992367,
1.317294,
1.16245,
1.299522,
1.029351
],
[
216,
108,
108,
216,
108,
108
],
[
64,
34,
30,
64,
34,
30
],
[
152,
74,
78,
152,
74,
78
],
[
29.62963,
31.481481,
27.777778,
29.62963,
31.481481,
27.777778
],
[
7.312986,
10.86574,
3.424964,
2.760818,
2.828371,
2.676312
],
[
889719,
889719,
68465,
17220546,
17220546,
8833485
],
[
-22398,
-20429,
-22398,
-5589105,
-4913850,
-5589105
],
[
49,
44,
54,
49,
44,
54
],
[
123,
103,
145,
123,
103,
145
],
[
18,
17,
19,
18,
17,
19
],
[
10757,
4854,
5903,
10757,
4854,
5903
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
264346,
320216,
-279158,
-40274,
86577,
-202390
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10890,
"evaluation_days": 1815,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602216000000,
"last_datapoint_time": 1757548800000,
"evaluation_time": 1757553904795,
"expiration_time": 1762253280000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 103,
"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) |
|---|