| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1084019.7924 | 22284.7042 | -1106304.4967 | -1217336.1257 | -5077981.9796 | 3860645.8539 |
| Total P&L (%) | -1084.0198 | 22.2847 | -1106.3045 | -1217.3361 | -5077.982 | 3860.6459 |
| Avg Daily Profit (%) | -0.5928 | 0.0122 | -0.605 | 0 | 0 | 0.2014 |
| Buy And Hold Return (%) | 736.3054 | 736.3054 | 736.3054 | 736.3054 | 736.3054 | 736.3054 |
| Max Trade Drawdown | -1107895 | -138604 | -1119979 | -17587538 | -12740611 | -5761760 |
| Profit Factor | 0.3604 | 1.0782 | 0.2154 | 0.9538 | 0.6791 | 1.3676 |
| Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
| Winning Trades | 45 | 23 | 22 | 32 | 13 | 19 |
| Losing Trades | 24 | 12 | 12 | 37 | 22 | 15 |
| Profitability (%) | 65.2174 | 65.7143 | 64.7059 | 46.3768 | 37.1429 | 55.8824 |
| Ratio Avg Win / Avg Loss | 0.1922 | 0.5626 | 0.1175 | 1.1028 | 1.1492 | 1.0797 |
| Largest Winning Trade | 28514 | 28514 | 26751 | 4548683 | 1830630 | 4548683 |
| Largest Losing Trade | -607737 | -74479 | -607737 | -10503734 | -10503734 | -3207191 |
| Avg Bars in Trades | 102 | 109 | 96 | 102 | 109 | 96 |
| Avg Bars in Winners | 42 | 46 | 38 | 96 | 102 | 91 |
| Avg Bars in Losers | 214 | 228 | 200 | 108 | 112 | 101 |
| Bars Traded | 7079 | 3815 | 3264 | 7079 | 3815 | 3264 |
| Profit Streak | 23.506 | 184.006 | 0 | 0 | 0 | 175.756 |
| Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -684259 | -475095 | -578888 | -686797 | -584121 | 327243 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7314,
"evaluation_days": 1828.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603821600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758802120109,
"expiration_time": 1763454672000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 17,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 143,
"offset": 0,
"a": 0.6509
}
}
}
{
"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": [
[
-1084019.7924249263,
22284.7042444726,
-1106304.4966693986,
-1217336.1256798175,
-5077981.979585232,
3860645.853905416
],
[
-1084.019792,
22.284704,
-1106.304497,
-1217.336126,
-5077.98198,
3860.645854
],
[
-0.592846,
0.012187,
-0.605034,
0,
0,
0.201405
],
[
736.305408,
736.305408,
736.305408,
736.305408,
736.305408,
736.305408
],
[
-1107895,
-138604,
-1119979,
-17587538,
-12740611,
-5761760
],
[
0.360417,
1.078226,
0.215393,
0.953761,
0.679088,
1.367564
],
[
69,
35,
34,
69,
35,
34
],
[
45,
23,
22,
32,
13,
19
],
[
24,
12,
12,
37,
22,
15
],
[
65.217391,
65.714286,
64.705882,
46.376812,
37.142857,
55.882353
],
[
0.192222,
0.562553,
0.117487,
1.102786,
1.149226,
1.079656
],
[
28514,
28514,
26751,
4548683,
1830630,
4548683
],
[
-607737,
-74479,
-607737,
-10503734,
-10503734,
-3207191
],
[
102,
109,
96,
102,
109,
96
],
[
42,
46,
38,
96,
102,
91
],
[
214,
228,
200,
108,
112,
101
],
[
7079,
3815,
3264,
7079,
3815,
3264
],
[
23.50602,
184.00602,
0,
0,
0,
175.75602
],
[
1,
3,
0,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-684259,
-475095,
-578888,
-686797,
-584121,
327243
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7314,
"evaluation_days": 1828.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603821600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758802120109,
"expiration_time": 1763454672000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 17,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 143,
"offset": 0,
"a": 0.6509
}
}
}
| # | 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) |
|---|