| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1124486.2357 | 1159309.6442 | -34823.4085 | 410548.6577 | 956956.7487 | -546408.0911 |
| Total P&L (%) | 1124.4862 | 1159.3096 | -34.8234 | 410.5487 | 956.9567 | -546.4081 |
| Avg Daily Profit (%) | 0.6186 | 0.6377 | -0.0192 | 0.0897 | 0.1298 | 0 |
| Buy And Hold Return (%) | 700.4306 | 700.4306 | 700.4306 | 700.4306 | 700.4306 | 700.4306 |
| Max Trade Drawdown | -168773 | -103105 | -136060 | -1131711 | -730833 | -675284 |
| Profit Factor | 2.8452 | 4.8005 | 0.8856 | 1.1385 | 1.6574 | 0.6376 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
| Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
| Profitability (%) | 41.6667 | 43.3333 | 40 | 41.6667 | 43.3333 | 40 |
| Ratio Avg Win / Avg Loss | 3.9833 | 6.2776 | 1.3284 | 1.594 | 2.1674 | 0.9564 |
| Largest Winning Trade | 715531 | 715531 | 77021 | 681262 | 681262 | 269586 |
| Largest Losing Trade | -39570 | -39570 | -32993 | -249018 | -249018 | -240520 |
| Avg Bars in Trades | 172 | 165 | 179 | 172 | 165 | 179 |
| Avg Bars in Winners | 294 | 273 | 316 | 294 | 273 | 316 |
| Avg Bars in Losers | 85 | 81 | 88 | 85 | 81 | 88 |
| Bars Traded | 10344 | 4950 | 5394 | 10344 | 4950 | 5394 |
| Profit Streak | 0 | 162.0159 | 0 | 0 | 162.0159 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -169490 | 308358 | -583047 | -482983 | -69697 | -584714 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10907,
"evaluation_days": 1817.83,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1604044800000,
"last_datapoint_time": 1757793600000,
"evaluation_time": 1757794974132,
"expiration_time": 1762505424000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 62,
"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": [
[
1124486.235734908,
1159309.6442420783,
-34823.4085071704,
410548.6576589113,
956956.7487185947,
-546408.0910596839
],
[
1124.486236,
1159.309644,
-34.823409,
410.548658,
956.956749,
-546.408091
],
[
0.618587,
0.637744,
-0.019157,
0.089725,
0.129798,
0
],
[
700.430628,
700.430628,
700.430628,
700.430628,
700.430628,
700.430628
],
[
-168773,
-103105,
-136060,
-1131711,
-730833,
-675284
],
[
2.845238,
4.800494,
0.885584,
1.138547,
1.657421,
0.637572
],
[
60,
30,
30,
60,
30,
30
],
[
25,
13,
12,
25,
13,
12
],
[
35,
17,
18,
35,
17,
18
],
[
41.666667,
43.333333,
40,
41.666667,
43.333333,
40
],
[
3.983333,
6.27757,
1.328376,
1.593965,
2.167397,
0.956358
],
[
715531,
715531,
77021,
681262,
681262,
269586
],
[
-39570,
-39570,
-32993,
-249018,
-249018,
-240520
],
[
172,
165,
179,
172,
165,
179
],
[
294,
273,
316,
294,
273,
316
],
[
85,
81,
88,
85,
81,
88
],
[
10344,
4950,
5394,
10344,
4950,
5394
],
[
0,
162.015904,
0,
0,
162.015904,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-169490,
308358,
-583047,
-482983,
-69697,
-584714
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10907,
"evaluation_days": 1817.83,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1604044800000,
"last_datapoint_time": 1757793600000,
"evaluation_time": 1757794974132,
"expiration_time": 1762505424000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 62,
"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) |
|---|