| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1223708.6642 | -74590.3259 | -1149118.3383 | -581535.4108 | -4480470.8624 | 3898935.4516 |
| Total P&L (%) | -1223.7087 | -74.5903 | -1149.1183 | -581.5354 | -4480.4709 | 3898.9355 |
| Avg Daily Profit (%) | -0.6738 | -0.0411 | -0.6328 | 0 | 0 | 0.2033 |
| Buy And Hold Return (%) | 600.9592 | 600.9592 | 600.9592 | 600.9592 | 600.9592 | 600.9592 |
| Max Trade Drawdown | -1311485 | -216886 | -1192268 | -13647313 | -9221636 | -6630602 |
| Profit Factor | 0.3247 | 0.8064 | 0.1945 | 0.9775 | 0.6839 | 1.335 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 39 | 18 | 21 | 42 | 21 | 21 |
| Losing Trades | 41 | 22 | 19 | 38 | 19 | 19 |
| Profitability (%) | 48.75 | 45 | 52.5 | 52.5 | 52.5 | 52.5 |
| Ratio Avg Win / Avg Loss | 0.3413 | 0.9856 | 0.176 | 0.8844 | 0.6187 | 1.2079 |
| Largest Winning Trade | 49732 | 37075 | 49732 | 7550037 | 1834438 | 7550037 |
| Largest Losing Trade | -587085 | -51686 | -587085 | -5363089 | -5363089 | -5334420 |
| Avg Bars in Trades | 85 | 56 | 115 | 85 | 56 | 115 |
| Avg Bars in Winners | 70 | 34 | 101 | 79 | 49 | 109 |
| Avg Bars in Losers | 100 | 74 | 130 | 92 | 64 | 121 |
| Bars Traded | 6867 | 2259 | 4608 | 6867 | 2259 | 4608 |
| Profit Streak | 82.7782 | 83.5282 | 0 | 0 | 0 | 96.0282 |
| Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -604483 | -582136 | -580425 | -604231 | -580425 | 336013 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7264,
"evaluation_days": 1816,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603778400000,
"last_datapoint_time": 1757635200000,
"evaluation_time": 1757637632749,
"expiration_time": 1762342272000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 46,
"offset": 0,
"std": 1.28984
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 141,
"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": [
[
-1223708.6642418033,
-74590.3259223929,
-1149118.3383194108,
-581535.410824213,
-4480470.862406199,
3898935.451581984
],
[
-1223.708664,
-74.590326,
-1149.118338,
-581.535411,
-4480.470862,
3898.935452
],
[
-0.673848,
-0.041074,
-0.632774,
0,
0,
0.203324
],
[
600.959233,
600.959233,
600.959233,
600.959233,
600.959233,
600.959233
],
[
-1311485,
-216886,
-1192268,
-13647313,
-9221636,
-6630602
],
[
0.324657,
0.806423,
0.194536,
0.977469,
0.683866,
1.335035
],
[
80,
40,
40,
80,
40,
40
],
[
39,
18,
21,
42,
21,
21
],
[
41,
22,
19,
38,
19,
19
],
[
48.75,
45,
52.5,
52.5,
52.5,
52.5
],
[
0.341306,
0.985629,
0.176009,
0.884376,
0.618736,
1.207889
],
[
49732,
37075,
49732,
7550037,
1834438,
7550037
],
[
-587085,
-51686,
-587085,
-5363089,
-5363089,
-5334420
],
[
85,
56,
115,
85,
56,
115
],
[
70,
34,
101,
79,
49,
109
],
[
100,
74,
130,
92,
64,
121
],
[
6867,
2259,
4608,
6867,
2259,
4608
],
[
82.778157,
83.528157,
0,
0,
0,
96.028157
],
[
1,
1,
0,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-604483,
-582136,
-580425,
-604231,
-580425,
336013
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7264,
"evaluation_days": 1816,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603778400000,
"last_datapoint_time": 1757635200000,
"evaluation_time": 1757637632749,
"expiration_time": 1762342272000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 46,
"offset": 0,
"std": 1.28984
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 141,
"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) |
|---|