| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -939601.4586 | 141629.5633 | -1081231.0219 | -6546175.1746 | -17070733.8742 | 10524558.6995 |
| Total P&L (%) | -939.6015 | 141.6296 | -1081.231 | -6546.1752 | -17070.7339 | 10524.5587 |
| Avg Daily Profit (%) | -0.518 | 0.0781 | -0.5961 | 0 | 0 | 0.2576 |
| Buy And Hold Return (%) | 583.2282 | 583.2282 | 583.2282 | 583.2282 | 583.2282 | 583.2282 |
| Max Trade Drawdown | -1089822 | -129537 | -1159549 | -47797674 | -33895840 | -18849700 |
| Profit Factor | 0.4774 | 1.4145 | 0.2576 | 0.9309 | 0.6878 | 1.2625 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 60 | 31 | 29 | 47 | 21 | 26 |
| Losing Trades | 32 | 15 | 17 | 45 | 25 | 20 |
| Profitability (%) | 65.2174 | 67.3913 | 63.0435 | 51.087 | 45.6522 | 56.5217 |
| Ratio Avg Win / Avg Loss | 0.2546 | 0.6845 | 0.151 | 0.8913 | 0.8189 | 0.9712 |
| Largest Winning Trade | 46654 | 46654 | 35782 | 24846091 | 7002888 | 24846091 |
| Largest Losing Trade | -802392 | -56468 | -802392 | -21683576 | -21683576 | -14371638 |
| Avg Bars in Trades | 116 | 120 | 111 | 116 | 120 | 111 |
| Avg Bars in Winners | 67 | 71 | 63 | 101 | 124 | 82 |
| Avg Bars in Losers | 207 | 222 | 193 | 131 | 117 | 148 |
| Bars Traded | 10689 | 5562 | 5127 | 10689 | 5562 | 5127 |
| Profit Streak | 1.4705 | 61.4705 | 0 | 0 | 0 | 102.1372 |
| Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -580821 | -252053 | -579013 | -580391 | -582395 | 309419 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10883,
"evaluation_days": 1813.83,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603224000000,
"last_datapoint_time": 1757448000000,
"evaluation_time": 1757459854667,
"expiration_time": 1762149456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 87,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 173,
"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": [
[
-939601.4585898942,
141629.5633380826,
-1081231.0219279763,
-6546175.174635976,
-17070733.874183815,
10524558.699547835
],
[
-939.601459,
141.629563,
-1081.231022,
-6546.175175,
-17070.733874,
10524.5587
],
[
-0.518021,
0.078083,
-0.596104,
0,
0,
0.257563
],
[
583.228181,
583.228181,
583.228181,
583.228181,
583.228181,
583.228181
],
[
-1089822,
-129537,
-1159549,
-47797674,
-33895840,
-18849700
],
[
0.47744,
1.414529,
0.257605,
0.930932,
0.687846,
1.262513
],
[
92,
46,
46,
92,
46,
46
],
[
60,
31,
29,
47,
21,
26
],
[
32,
15,
17,
45,
25,
20
],
[
65.217391,
67.391304,
63.043478,
51.086957,
45.652174,
56.521739
],
[
0.254635,
0.68445,
0.15101,
0.891318,
0.818865,
0.971164
],
[
46654,
46654,
35782,
24846091,
7002888,
24846091
],
[
-802392,
-56468,
-802392,
-21683576,
-21683576,
-14371638
],
[
116,
120,
111,
116,
120,
111
],
[
67,
71,
63,
101,
124,
82
],
[
207,
222,
193,
131,
117,
148
],
[
10689,
5562,
5127,
10689,
5562,
5127
],
[
1.47054,
61.47054,
0,
0,
0,
102.137207
],
[
1,
2,
0,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-580821,
-252053,
-579013,
-580391,
-582395,
309419
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10883,
"evaluation_days": 1813.83,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603224000000,
"last_datapoint_time": 1757448000000,
"evaluation_time": 1757459854667,
"expiration_time": 1762149456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 87,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 173,
"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) |
|---|