| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1082372.5866 | -65681.4498 | -1016691.1368 | -482383.8918 | -2984861.9931 | 2502478.1013 |
| Total P&L (%) | -1082.3726 | -65.6815 | -1016.6911 | -482.3839 | -2984.862 | 2502.4781 |
| Avg Daily Profit (%) | -0.5951 | -0.0361 | -0.559 | 0 | 0 | 0.1794 |
| Buy And Hold Return (%) | 603.7152 | 603.7152 | 603.7152 | 603.7152 | 603.7152 | 603.7152 |
| Max Trade Drawdown | -1156422 | -153920 | -1064599 | -6419702 | -4465153 | -2175606 |
| Profit Factor | 0.2618 | 0.7366 | 0.1646 | 0.9466 | 0.4291 | 1.6575 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 33 | 15 | 18 | 32 | 17 | 15 |
| Losing Trades | 26 | 15 | 11 | 27 | 13 | 14 |
| Profitability (%) | 55.9322 | 50 | 62.069 | 54.2373 | 56.6667 | 51.7241 |
| Ratio Avg Win / Avg Loss | 0.2063 | 0.7366 | 0.1006 | 0.7987 | 0.3282 | 1.547 |
| Largest Winning Trade | 39695 | 39695 | 37596 | 3533163 | 949184 | 3533163 |
| Largest Losing Trade | -481105 | -71480 | -481105 | -3785494 | -3785494 | -2148771 |
| Avg Bars in Trades | 175 | 194 | 156 | 175 | 194 | 156 |
| Avg Bars in Winners | 69 | 74 | 65 | 167 | 175 | 159 |
| Avg Bars in Losers | 309 | 313 | 303 | 184 | 218 | 152 |
| Bars Traded | 10351 | 5821 | 4530 | 10351 | 5821 | 4530 |
| Profit Streak | 0 | 0 | 263.9416 | 103.1083 | 128.4416 | 0 |
| Trades During Streak | 0 | 0 | 3 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -759508 | -580825 | -577917 | -759167 | -579394 | 326727 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10912,
"evaluation_days": 1818.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603008000000,
"last_datapoint_time": 1757865600000,
"evaluation_time": 1757874957804,
"expiration_time": 1762579584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 50,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 158,
"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": [
[
-1082372.586630234,
-65681.4498319212,
-1016691.136798313,
-482383.8918047531,
-2984861.9931458547,
2502478.101341101
],
[
-1082.372587,
-65.68145,
-1016.691137,
-482.383892,
-2984.861993,
2502.478101
],
[
-0.595145,
-0.036115,
-0.55903,
0,
0,
0.17936
],
[
603.715178,
603.715178,
603.715178,
603.715178,
603.715178,
603.715178
],
[
-1156422,
-153920,
-1064599,
-6419702,
-4465153,
-2175606
],
[
0.26183,
0.736557,
0.164573,
0.946608,
0.429128,
1.657487
],
[
59,
30,
29,
59,
30,
29
],
[
33,
15,
18,
32,
17,
15
],
[
26,
15,
11,
27,
13,
14
],
[
55.932203,
50,
62.068966,
54.237288,
56.666667,
51.724138
],
[
0.20629,
0.736557,
0.100572,
0.7987,
0.328157,
1.546988
],
[
39695,
39695,
37596,
3533163,
949184,
3533163
],
[
-481105,
-71480,
-481105,
-3785494,
-3785494,
-2148771
],
[
175,
194,
156,
175,
194,
156
],
[
69,
74,
65,
167,
175,
159
],
[
309,
313,
303,
184,
218,
152
],
[
10351,
5821,
4530,
10351,
5821,
4530
],
[
0,
0,
263.941641,
103.108308,
128.441641,
0
],
[
0,
0,
3,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-759508,
-580825,
-577917,
-759167,
-579394,
326727
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10912,
"evaluation_days": 1818.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603008000000,
"last_datapoint_time": 1757865600000,
"evaluation_time": 1757874957804,
"expiration_time": 1762579584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 50,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 158,
"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) |
|---|