| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1317574.7003 | 1259732.0212 | 57842.679 | 2696932.3773 | 1760266.1887 | 936666.1886 |
| Total P&L (%) | 1317.5747 | 1259.732 | 57.8427 | 2696.9324 | 1760.2662 | 936.6662 |
| Avg Daily Profit (%) | 0.7261 | 0.6942 | 0.0319 | 0.1837 | 0.1612 | 0.129 |
| Buy And Hold Return (%) | 582.0941 | 582.0941 | 582.0941 | 582.0941 | 582.0941 | 582.0941 |
| Max Trade Drawdown | -136071 | -130082 | -114671 | -989665 | -969538 | -602631 |
| Profit Factor | 2.7879 | 4.1799 | 1.1697 | 1.5273 | 1.6053 | 1.4245 |
| Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
| Winning Trades | 80 | 34 | 46 | 80 | 34 | 46 |
| Losing Trades | 117 | 64 | 53 | 117 | 64 | 53 |
| Profitability (%) | 40.6091 | 34.6939 | 46.4646 | 40.6091 | 34.6939 | 46.4646 |
| Ratio Avg Win / Avg Loss | 4.0773 | 7.868 | 1.3477 | 2.2337 | 3.0217 | 1.6413 |
| Largest Winning Trade | 629618 | 629618 | 74497 | 761948 | 761948 | 646097 |
| Largest Losing Trade | -45263 | -45263 | -36018 | -361063 | -288507 | -361063 |
| Avg Bars in Trades | 53 | 58 | 49 | 53 | 58 | 49 |
| Avg Bars in Winners | 96 | 119 | 80 | 96 | 119 | 80 |
| Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
| Bars Traded | 10630 | 5687 | 4943 | 10630 | 5687 | 4943 |
| Profit Streak | 11.768 | 0 | 18.9346 | 11.768 | 0 | 18.9346 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 386255 | 266951 | -351011 | 245878 | 50754 | -29093 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10888,
"evaluation_days": 1814.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603598400000,
"last_datapoint_time": 1757520000000,
"evaluation_time": 1757528753210,
"expiration_time": 1762223616000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 198
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 13,
"offset": 0,
"std": 2.48956
}
}
}
{
"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": [
[
1317574.7002893891,
1259732.0212426751,
57842.6790467149,
2696932.3773333235,
1760266.1886899224,
936666.1886434015
],
[
1317.5747,
1259.732021,
57.842679,
2696.932377,
1760.266189,
936.666189
],
[
0.726068,
0.694193,
0.031875,
0.183734,
0.161223,
0.128955
],
[
582.094136,
582.094136,
582.094136,
582.094136,
582.094136,
582.094136
],
[
-136071,
-130082,
-114671,
-989665,
-969538,
-602631
],
[
2.787887,
4.179877,
1.169732,
1.527287,
1.605285,
1.42449
],
[
197,
98,
99,
197,
98,
99
],
[
80,
34,
46,
80,
34,
46
],
[
117,
64,
53,
117,
64,
53
],
[
40.609137,
34.693878,
46.464646,
40.609137,
34.693878,
46.464646
],
[
4.077285,
7.868004,
1.347735,
2.233658,
3.021713,
1.64126
],
[
629618,
629618,
74497,
761948,
761948,
646097
],
[
-45263,
-45263,
-36018,
-361063,
-288507,
-361063
],
[
53,
58,
49,
53,
58,
49
],
[
96,
119,
80,
96,
119,
80
],
[
24,
25,
23,
24,
25,
23
],
[
10630,
5687,
4943,
10630,
5687,
4943
],
[
11.767977,
0,
18.934644,
11.767977,
0,
18.934644
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
386255,
266951,
-351011,
245878,
50754,
-29093
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10888,
"evaluation_days": 1814.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603598400000,
"last_datapoint_time": 1757520000000,
"evaluation_time": 1757528753210,
"expiration_time": 1762223616000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 198
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 13,
"offset": 0,
"std": 2.48956
}
}
}
| # | 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) |
|---|