| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1139379.5529 | 1138177.0012 | 1202.5516 | 909285.2671 | 1358030.0728 | -448744.8057 |
| Total P&L (%) | 1139.3796 | 1138.177 | 1.2026 | 909.2853 | 1358.0301 | -448.7448 |
| Avg Daily Profit (%) | 0.6276 | 0.627 | 0.0007 | 0.1274 | 0.1477 | 0 |
| Buy And Hold Return (%) | 591.3091 | 591.3091 | 591.3091 | 591.3091 | 591.3091 | 591.3091 |
| Max Trade Drawdown | -136568 | -86126 | -89916 | -1239924 | -749983 | -639872 |
| Profit Factor | 2.8252 | 4.9658 | 1.0036 | 1.1783 | 1.5928 | 0.8403 |
| Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
| Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
| Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
| Profitability (%) | 40.5063 | 43.5897 | 37.5 | 40.5063 | 43.5897 | 37.5 |
| Ratio Avg Win / Avg Loss | 4.1495 | 6.4263 | 1.6726 | 1.7306 | 2.0613 | 1.4005 |
| Largest Winning Trade | 695360 | 695360 | 76583 | 1139960 | 1139960 | 490900 |
| Largest Losing Trade | -62684 | -36884 | -62684 | -460219 | -270912 | -460219 |
| Avg Bars in Trades | 134 | 132 | 136 | 134 | 132 | 136 |
| Avg Bars in Winners | 214 | 195 | 236 | 214 | 195 | 236 |
| Avg Bars in Losers | 79 | 82 | 77 | 79 | 82 | 77 |
| Bars Traded | 10626 | 5150 | 5476 | 10626 | 5150 | 5476 |
| 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 | -25260 | 345412 | -578027 | -90727 | 6259 | -583944 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10892,
"evaluation_days": 1815.33,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602993600000,
"last_datapoint_time": 1757577600000,
"evaluation_time": 1757587806535,
"expiration_time": 1762282944000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 157,
"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": [
[
1139379.5528510988,
1138177.0012193231,
1202.5516317756,
909285.2670740248,
1358030.0727820054,
-448744.8057079812
],
[
1139.379553,
1138.177001,
1.202552,
909.285267,
1358.030073,
-448.744806
],
[
0.627643,
0.626981,
0.000662,
0.127431,
0.147722,
0
],
[
591.30912,
591.30912,
591.30912,
591.30912,
591.30912,
591.30912
],
[
-136568,
-86126,
-89916,
-1239924,
-749983,
-639872
],
[
2.825202,
4.965777,
1.003566,
1.178282,
1.592804,
0.840271
],
[
79,
39,
40,
79,
39,
40
],
[
32,
17,
15,
32,
17,
15
],
[
47,
22,
25,
47,
22,
25
],
[
40.506329,
43.589744,
37.5,
40.506329,
43.589744,
37.5
],
[
4.149515,
6.4263,
1.67261,
1.730601,
2.061276,
1.400451
],
[
695360,
695360,
76583,
1139960,
1139960,
490900
],
[
-62684,
-36884,
-62684,
-460219,
-270912,
-460219
],
[
134,
132,
136,
134,
132,
136
],
[
214,
195,
236,
214,
195,
236
],
[
79,
82,
77,
79,
82,
77
],
[
10626,
5150,
5476,
10626,
5150,
5476
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-25260,
345412,
-578027,
-90727,
6259,
-583944
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10892,
"evaluation_days": 1815.33,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602993600000,
"last_datapoint_time": 1757577600000,
"evaluation_time": 1757587806535,
"expiration_time": 1762282944000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 157,
"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) |
|---|