| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1308785.0093 | -35167.6624 | -1273617.347 | -407829.4445 | -5680428.7194 | 5272599.2749 |
| Total P&L (%) | -1308.785 | -35.1677 | -1273.6173 | -407.8294 | -5680.4287 | 5272.5993 |
| Avg Daily Profit (%) | -0.7158 | -0.0192 | -0.6965 | 0 | 0 | 0.2181 |
| Buy And Hold Return (%) | 731.0229 | 731.0229 | 731.0229 | 731.0229 | 731.0229 | 731.0229 |
| Max Trade Drawdown | -1421930 | -216232 | -1333692 | -19232277 | -15566820 | -3758412 |
| Profit Factor | 0.3397 | 0.9103 | 0.199 | 0.9861 | 0.7004 | 1.505 |
| Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
| Winning Trades | 127 | 62 | 65 | 84 | 41 | 43 |
| Losing Trades | 41 | 22 | 19 | 84 | 43 | 41 |
| Profitability (%) | 75.5952 | 73.8095 | 77.381 | 50 | 48.8095 | 51.1905 |
| Ratio Avg Win / Avg Loss | 0.1097 | 0.323 | 0.0582 | 0.9861 | 0.7346 | 1.435 |
| Largest Winning Trade | 27007 | 27007 | 18391 | 6581032 | 2104104 | 6581032 |
| Largest Losing Trade | -764187 | -75874 | -764187 | -13455456 | -13455456 | -3028436 |
| Avg Bars in Trades | 42 | 48 | 35 | 42 | 48 | 35 |
| Avg Bars in Winners | 14 | 13 | 15 | 41 | 47 | 35 |
| Avg Bars in Losers | 129 | 149 | 106 | 42 | 49 | 35 |
| Bars Traded | 7087 | 4089 | 2998 | 7087 | 4089 | 2998 |
| Profit Streak | 56.786 | 78.786 | 56.786 | 0 | 0 | 0 |
| Trades During Streak | 17 | 9 | 8 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574782 | -576120 | -575661 | -579897 | -581570 | 336744 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7314,
"evaluation_days": 1828.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603648800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758912708736,
"expiration_time": 1763454672000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 135,
"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": [
[
-1308785.0093488279,
-35167.6623804903,
-1273617.3469683381,
-407829.4445327116,
-5680428.719400694,
5272599.274867983
],
[
-1308.785009,
-35.167662,
-1273.617347,
-407.829445,
-5680.428719,
5272.599275
],
[
-0.71577,
-0.019233,
-0.696537,
0,
0,
0.218115
],
[
731.022927,
731.022927,
731.022927,
731.022927,
731.022927,
731.022927
],
[
-1421930,
-216232,
-1333692,
-19232277,
-15566820,
-3758412
],
[
0.33965,
0.910277,
0.198982,
0.98613,
0.700434,
1.504971
],
[
168,
84,
84,
168,
84,
84
],
[
127,
62,
65,
84,
41,
43
],
[
41,
22,
19,
84,
43,
41
],
[
75.595238,
73.809524,
77.380952,
50,
48.809524,
51.190476
],
[
0.109651,
0.323001,
0.058164,
0.98613,
0.734601,
1.434972
],
[
27007,
27007,
18391,
6581032,
2104104,
6581032
],
[
-764187,
-75874,
-764187,
-13455456,
-13455456,
-3028436
],
[
42,
48,
35,
42,
48,
35
],
[
14,
13,
15,
41,
47,
35
],
[
129,
149,
106,
42,
49,
35
],
[
7087,
4089,
2998,
7087,
4089,
2998
],
[
56.785981,
78.785981,
56.785981,
0,
0,
0
],
[
17,
9,
8,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574782,
-576120,
-575661,
-579897,
-581570,
336744
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7314,
"evaluation_days": 1828.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603648800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758912708736,
"expiration_time": 1763454672000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 135,
"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) |
|---|