| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -710609.2037 | 143481.4372 | -854090.641 | -280969.7317 | -4353980.9315 | 4073011.1997 |
| Total P&L (%) | -710.6092 | 143.4814 | -854.0906 | -280.9697 | -4353.9809 | 4073.0112 |
| Avg Daily Profit (%) | -0.3892 | 0.0786 | -0.4677 | 0 | 0 | 0.2045 |
| Buy And Hold Return (%) | 755.2383 | 755.2383 | 755.2383 | 755.2383 | 755.2383 | 755.2383 |
| Max Trade Drawdown | -901061 | -196125 | -859469 | -9777438 | -6742725 | -3034713 |
| Profit Factor | 0.5937 | 1.3018 | 0.3294 | 0.9852 | 0.5867 | 1.4788 |
| Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
| Winning Trades | 92 | 46 | 46 | 105 | 50 | 55 |
| Losing Trades | 109 | 55 | 54 | 96 | 51 | 45 |
| Profitability (%) | 45.7711 | 45.5446 | 46 | 52.2388 | 49.505 | 55 |
| Ratio Avg Win / Avg Loss | 0.7034 | 1.5565 | 0.3867 | 0.9008 | 0.5984 | 1.21 |
| Largest Winning Trade | 124061 | 124061 | 55402 | 6596131 | 1852484 | 6596131 |
| Largest Losing Trade | -375395 | -78024 | -375395 | -5951765 | -5951765 | -1796519 |
| Avg Bars in Trades | 35 | 37 | 32 | 35 | 37 | 32 |
| Avg Bars in Winners | 31 | 31 | 31 | 34 | 37 | 31 |
| Avg Bars in Losers | 38 | 43 | 34 | 36 | 38 | 33 |
| Bars Traded | 7102 | 3830 | 3272 | 7102 | 3830 | 3272 |
| Profit Streak | 5.9006 | 6.6506 | 0 | 0 | 0 | 6.9006 |
| Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -580671 | -253938 | -582621 | -579435 | -581255 | 332197 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7304,
"evaluation_days": 1826,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1604296800000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758512210361,
"expiration_time": 1763232192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 41
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 165,
"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": [
[
-710609.2037375795,
143481.4372333736,
-854090.6409709533,
-280969.7317090081,
-4353980.931455327,
4073011.199746312
],
[
-710.609204,
143.481437,
-854.090641,
-280.969732,
-4353.980931,
4073.0112
],
[
-0.389162,
0.078577,
-0.467739,
0,
0,
0.204548
],
[
755.238301,
755.238301,
755.238301,
755.238301,
755.238301,
755.238301
],
[
-901061,
-196125,
-859469,
-9777438,
-6742725,
-3034713
],
[
0.593717,
1.301815,
0.329416,
0.985243,
0.586662,
1.478828
],
[
201,
101,
100,
201,
101,
100
],
[
92,
46,
46,
105,
50,
55
],
[
109,
55,
54,
96,
51,
45
],
[
45.771144,
45.544554,
46,
52.238806,
49.50495,
55
],
[
0.703425,
1.556518,
0.386706,
0.900794,
0.598396,
1.20995
],
[
124061,
124061,
55402,
6596131,
1852484,
6596131
],
[
-375395,
-78024,
-375395,
-5951765,
-5951765,
-1796519
],
[
35,
37,
32,
35,
37,
32
],
[
31,
31,
31,
34,
37,
31
],
[
38,
43,
34,
36,
38,
33
],
[
7102,
3830,
3272,
7102,
3830,
3272
],
[
5.900583,
6.650583,
0,
0,
0,
6.900583
],
[
1,
1,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-580671,
-253938,
-582621,
-579435,
-581255,
332197
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7304,
"evaluation_days": 1826,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1604296800000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758512210361,
"expiration_time": 1763232192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 41
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 165,
"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) |
|---|