| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1279596.4213 | 1292401.9343 | -12805.513 | 760190.1492 | 1774009.6492 | -1013819.5 |
| Total P&L (%) | 1279.5964 | 1292.4019 | -12.8055 | 760.1901 | 1774.0096 | -1013.8195 |
| Avg Daily Profit (%) | 0.7038 | 0.7108 | -0.007 | 0.1184 | 0.1613 | 0 |
| Buy And Hold Return (%) | 731.8924 | 731.8924 | 731.8924 | 731.8924 | 731.8924 | 731.8924 |
| Max Trade Drawdown | -122681 | -112139 | -73402 | -2069885 | -1710607 | -1255674 |
| Profit Factor | 3.3141 | 5.2162 | 0.948 | 1.1126 | 1.4744 | 0.6636 |
| Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
| Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
| Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
| Profitability (%) | 41.3333 | 40.5405 | 42.1053 | 41.3333 | 40.5405 | 42.1053 |
| Ratio Avg Win / Avg Loss | 4.7039 | 7.6505 | 1.3035 | 1.5791 | 2.1625 | 0.9125 |
| Largest Winning Trade | 689714 | 689714 | 72105 | 1962827 | 1962827 | 621315 |
| Largest Losing Trade | -58293 | -58293 | -27563 | -440051 | -437723 | -440051 |
| Avg Bars in Trades | 140 | 160 | 119 | 140 | 160 | 119 |
| Avg Bars in Winners | 197 | 223 | 172 | 197 | 223 | 172 |
| Avg Bars in Losers | 100 | 118 | 81 | 100 | 118 | 81 |
| Bars Traded | 10515 | 5956 | 4559 | 10515 | 5956 | 4559 |
| Profit Streak | 21.7721 | 90.4388 | 21.7721 | 21.7721 | 90.4388 | 21.7721 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -53487 | 330980 | -581618 | -347426 | 114893 | -583285 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10909,
"evaluation_days": 1818.17,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1604232000000,
"last_datapoint_time": 1757822400000,
"evaluation_time": 1757831511843,
"expiration_time": 1762535088000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 243,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 143,
"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": [
[
1279596.4212612472,
1292401.9342513527,
-12805.5129901053,
760190.1492175343,
1774009.6491908242,
-1013819.4999732907
],
[
1279.596421,
1292.401934,
-12.805513,
760.190149,
1774.009649,
-1013.8195
],
[
0.703783,
0.710826,
-0.007043,
0.11843,
0.161318,
0
],
[
731.892411,
731.892411,
731.892411,
731.892411,
731.892411,
731.892411
],
[
-122681,
-112139,
-73402,
-2069885,
-1710607,
-1255674
],
[
3.31408,
5.216223,
0.948036,
1.112565,
1.474428,
0.663641
],
[
75,
37,
38,
75,
37,
38
],
[
31,
15,
16,
31,
15,
16
],
[
44,
22,
22,
44,
22,
22
],
[
41.333333,
40.540541,
42.105263,
41.333333,
40.540541,
42.105263
],
[
4.703855,
7.65046,
1.303549,
1.579124,
2.162494,
0.912506
],
[
689714,
689714,
72105,
1962827,
1962827,
621315
],
[
-58293,
-58293,
-27563,
-440051,
-437723,
-440051
],
[
140,
160,
119,
140,
160,
119
],
[
197,
223,
172,
197,
223,
172
],
[
100,
118,
81,
100,
118,
81
],
[
10515,
5956,
4559,
10515,
5956,
4559
],
[
21.772128,
90.438794,
21.772128,
21.772128,
90.438794,
21.772128
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-53487,
330980,
-581618,
-347426,
114893,
-583285
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10909,
"evaluation_days": 1818.17,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1604232000000,
"last_datapoint_time": 1757822400000,
"evaluation_time": 1757831511843,
"expiration_time": 1762535088000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 243,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 143,
"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) |
|---|