| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1513635.1257 | 1413975.9819 | 99659.1438 | 4581443.6145 | 5208421.7496 | -626978.1351 |
| Total P&L (%) | 1513.6351 | 1413.976 | 99.6591 | 4581.4436 | 5208.4218 | -626.9781 |
| Avg Daily Profit (%) | 0.8346 | 0.7797 | 0.055 | 0.2123 | 0.2193 | 0 |
| Buy And Hold Return (%) | 601.5938 | 601.5938 | 601.5938 | 601.5938 | 601.5938 | 601.5938 |
| Max Trade Drawdown | -102738 | -92293 | -39980 | -7437065 | -5118039 | -2700642 |
| Profit Factor | 4.3982 | 5.8448 | 1.6489 | 1.2364 | 1.4409 | 0.9172 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
| Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
| Profitability (%) | 50 | 41.3793 | 58.6207 | 50 | 41.3793 | 58.6207 |
| Ratio Avg Win / Avg Loss | 4.3982 | 8.2801 | 1.164 | 1.2364 | 2.0413 | 0.6474 |
| Largest Winning Trade | 668248 | 668248 | 47998 | 7758986 | 7758986 | 1563263 |
| Largest Losing Trade | -45464 | -45464 | -30077 | -3084729 | -3084729 | -1957449 |
| Avg Bars in Trades | 116 | 185 | 48 | 116 | 185 | 48 |
| Avg Bars in Winners | 152 | 274 | 65 | 152 | 274 | 65 |
| Avg Bars in Losers | 81 | 122 | 23 | 81 | 122 | 23 |
| Bars Traded | 6779 | 5378 | 1401 | 6779 | 5378 | 1401 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -162491 | 484065 | -282238 | -171661 | 246635 | -579715 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7254,
"evaluation_days": 1813.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1605506400000,
"last_datapoint_time": 1757419200000,
"evaluation_time": 1757439952986,
"expiration_time": 1762119792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 221,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 237,
"offset": 0,
"std": 3.45081
}
}
}
{
"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": [
[
1513635.1256748708,
1413975.9819009802,
99659.1437738911,
4581443.614505728,
5208421.749627023,
-626978.1351212934
],
[
1513.635126,
1413.975982,
99.659144,
4581.443615,
5208.42175,
-626.978135
],
[
0.834649,
0.779695,
0.054954,
0.212312,
0.219257,
0
],
[
601.593797,
601.593797,
601.593797,
601.593797,
601.593797,
601.593797
],
[
-102738,
-92293,
-39980,
-7437065,
-5118039,
-2700642
],
[
4.398165,
5.844773,
1.648944,
1.236359,
1.440936,
0.917189
],
[
58,
29,
29,
58,
29,
29
],
[
29,
12,
17,
29,
12,
17
],
[
29,
17,
12,
29,
17,
12
],
[
50,
41.37931,
58.62069,
50,
41.37931,
58.62069
],
[
4.398165,
8.280096,
1.16396,
1.236359,
2.041325,
0.647427
],
[
668248,
668248,
47998,
7758986,
7758986,
1563263
],
[
-45464,
-45464,
-30077,
-3084729,
-3084729,
-1957449
],
[
116,
185,
48,
116,
185,
48
],
[
152,
274,
65,
152,
274,
65
],
[
81,
122,
23,
81,
122,
23
],
[
6779,
5378,
1401,
6779,
5378,
1401
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-162491,
484065,
-282238,
-171661,
246635,
-579715
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7254,
"evaluation_days": 1813.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1605506400000,
"last_datapoint_time": 1757419200000,
"evaluation_time": 1757439952986,
"expiration_time": 1762119792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 221,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 237,
"offset": 0,
"std": 3.45081
}
}
}
| # | 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) |
|---|