| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1312046.4302 | 1335192.3161 | -23145.8859 | 271122.3332 | 733678.8929 | -462556.5597 |
| Total P&L (%) | 1312.0464 | 1335.1923 | -23.1459 | 271.1223 | 733.6789 | -462.5566 |
| Avg Daily Profit (%) | 0.7212 | 0.734 | -0.0127 | 0.0721 | 0.1166 | 0 |
| Buy And Hold Return (%) | 639.3738 | 639.3738 | 639.3738 | 639.3738 | 639.3738 | 639.3738 |
| Max Trade Drawdown | -222153 | -189911 | -78608 | -1959900 | -1694464 | -623664 |
| Profit Factor | 2.3519 | 2.9197 | 0.9158 | 1.0455 | 1.1724 | 0.729 |
| Total Trades | 219 | 109 | 110 | 219 | 109 | 110 |
| Winning Trades | 96 | 42 | 54 | 96 | 42 | 54 |
| Losing Trades | 123 | 67 | 56 | 123 | 67 | 56 |
| Profitability (%) | 43.8356 | 38.5321 | 49.0909 | 43.8356 | 38.5321 | 49.0909 |
| Ratio Avg Win / Avg Loss | 3.0134 | 4.6576 | 0.9497 | 1.3395 | 1.8703 | 0.756 |
| Largest Winning Trade | 753609 | 753609 | 20707 | 1130855 | 1130855 | 147593 |
| Largest Losing Trade | -49363 | -49363 | -17060 | -532825 | -532825 | -145038 |
| Avg Bars in Trades | 48 | 88 | 8 | 48 | 88 | 8 |
| Avg Bars in Winners | 63 | 134 | 9 | 63 | 134 | 9 |
| Avg Bars in Losers | 36 | 60 | 7 | 36 | 60 | 7 |
| Bars Traded | 10588 | 9664 | 924 | 10588 | 9664 | 924 |
| Profit Streak | 0 | 87.6008 | 0 | 0 | 87.6008 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 330459 | 277585 | -581115 | -434188 | -190668 | -581115 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10915,
"evaluation_days": 1819.17,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1601712000000,
"last_datapoint_time": 1757908800000,
"evaluation_time": 1757917512811,
"expiration_time": 1762624080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 68,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 14,
"offset": 0,
"std": 4.73048
}
}
}
{
"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": [
[
1312046.4302075696,
1335192.316136682,
-23145.8859291129,
271122.3331864216,
733678.8929344809,
-462556.5597480595
],
[
1312.04643,
1335.192316,
-23.145886,
271.122333,
733.678893,
-462.55656
],
[
0.721234,
0.733957,
-0.012723,
0.072112,
0.116642,
0
],
[
639.373823,
639.373823,
639.373823,
639.373823,
639.373823,
639.373823
],
[
-222153,
-189911,
-78608,
-1959900,
-1694464,
-623664
],
[
2.351933,
2.919666,
0.915822,
1.045477,
1.172427,
0.728971
],
[
219,
109,
110,
219,
109,
110
],
[
96,
42,
54,
96,
42,
54
],
[
123,
67,
56,
123,
67,
56
],
[
43.835616,
38.53211,
49.090909,
43.835616,
38.53211,
49.090909
],
[
3.013414,
4.657562,
0.949741,
1.339518,
1.8703,
0.75597
],
[
753609,
753609,
20707,
1130855,
1130855,
147593
],
[
-49363,
-49363,
-17060,
-532825,
-532825,
-145038
],
[
48,
88,
8,
48,
88,
8
],
[
63,
134,
9,
63,
134,
9
],
[
36,
60,
7,
36,
60,
7
],
[
10588,
9664,
924,
10588,
9664,
924
],
[
0,
87.600843,
0,
0,
87.600843,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
330459,
277585,
-581115,
-434188,
-190668,
-581115
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10915,
"evaluation_days": 1819.17,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1601712000000,
"last_datapoint_time": 1757908800000,
"evaluation_time": 1757917512811,
"expiration_time": 1762624080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 68,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 14,
"offset": 0,
"std": 4.73048
}
}
}
| # | 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) |
|---|