| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 953520.2114 | 857547.0271 | 95973.1844 | 4054134.9136 | 3015592.9988 | 1038541.9148 |
| Total P&L (%) | 953.5202 | 857.547 | 95.9732 | 4054.1349 | 3015.593 | 1038.5419 |
| Avg Daily Profit (%) | 0.5259 | 0.473 | 0.0529 | 0.2058 | 0.1899 | 0.1343 |
| Buy And Hold Return (%) | 513.1698 | 513.1698 | 513.1698 | 513.1698 | 513.1698 | 513.1698 |
| Max Trade Drawdown | -91680 | -101911 | -96668 | -2229272 | -1542858 | -1168735 |
| Profit Factor | 2.0595 | 2.8535 | 1.2194 | 1.3158 | 1.4226 | 1.1821 |
| Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
| Winning Trades | 82 | 38 | 44 | 82 | 38 | 44 |
| Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
| Profitability (%) | 49.1018 | 45.7831 | 52.381 | 49.1018 | 45.7831 | 52.381 |
| Ratio Avg Win / Avg Loss | 2.1348 | 3.3791 | 1.1086 | 1.3639 | 1.6847 | 1.0747 |
| Largest Winning Trade | 247300 | 247300 | 51079 | 1528302 | 1528302 | 900077 |
| Largest Losing Trade | -49023 | -32159 | -49023 | -760979 | -760979 | -722578 |
| Avg Bars in Trades | 32 | 36 | 27 | 32 | 36 | 27 |
| Avg Bars in Winners | 38 | 48 | 30 | 38 | 48 | 30 |
| Avg Bars in Losers | 25 | 27 | 23 | 25 | 27 | 23 |
| Bars Traded | 5344 | 3050 | 2293 | 5344 | 3050 | 2293 |
| Profit Streak | 0 | 80.653 | 0 | 0 | 80.653 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 267447 | 220763 | -288154 | 316545 | 307512 | -40038 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5439,
"evaluation_days": 1813,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602921600000,
"last_datapoint_time": 1757347200000,
"evaluation_time": 1757374816936,
"expiration_time": 1762046496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 75,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 77,
"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": [
[
953520.2114313857,
857547.0270553011,
95973.1843760838,
4054134.9136235886,
3015592.9987899507,
1038541.9148336363
],
[
953.520211,
857.547027,
95.973184,
4054.134914,
3015.592999,
1038.541915
],
[
0.525935,
0.472999,
0.052936,
0.205765,
0.189866,
0.134251
],
[
513.169821,
513.169821,
513.169821,
513.169821,
513.169821,
513.169821
],
[
-91680,
-101911,
-96668,
-2229272,
-1542858,
-1168735
],
[
2.059451,
2.853467,
1.219447,
1.315802,
1.422613,
1.182137
],
[
167,
83,
84,
167,
83,
84
],
[
82,
38,
44,
82,
38,
44
],
[
85,
45,
40,
85,
45,
40
],
[
49.101796,
45.783133,
52.380952,
49.101796,
45.783133,
52.380952
],
[
2.134797,
3.379106,
1.108588,
1.363941,
1.684674,
1.07467
],
[
247300,
247300,
51079,
1528302,
1528302,
900077
],
[
-49023,
-32159,
-49023,
-760979,
-760979,
-722578
],
[
32,
36,
27,
32,
36,
27
],
[
38,
48,
30,
38,
48,
30
],
[
25,
27,
23,
25,
27,
23
],
[
5344,
3050,
2293,
5344,
3050,
2293
],
[
0,
80.652974,
0,
0,
80.652974,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
267447,
220763,
-288154,
316545,
307512,
-40038
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5439,
"evaluation_days": 1813,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602921600000,
"last_datapoint_time": 1757347200000,
"evaluation_time": 1757374816936,
"expiration_time": 1762046496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 75,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 77,
"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) |
|---|