| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1598056.3189 | 1462581.4382 | 135474.8807 | 16844322.3184 | 10133401.6245 | 6710920.694 |
| Total P&L (%) | 1598.0563 | 1462.5814 | 135.4749 | 16844.3223 | 10133.4016 | 6710.9207 |
| Avg Daily Profit (%) | 0.8797 | 0.8051 | 0.0746 | 0.2829 | 0.2551 | 0.2326 |
| Buy And Hold Return (%) | 482.1248 | 482.1248 | 482.1248 | 482.1248 | 482.1248 | 482.1248 |
| Max Trade Drawdown | -96174 | -69073 | -51160 | -31601601 | -26094722 | -15351225 |
| Profit Factor | 3.2434 | 5.1141 | 1.3796 | 1.1568 | 1.1835 | 1.1285 |
| Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
| Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
| Losing Trades | 124 | 64 | 60 | 124 | 64 | 60 |
| Profitability (%) | 32.6087 | 30.4348 | 34.7826 | 32.6087 | 30.4348 | 34.7826 |
| Ratio Avg Win / Avg Loss | 6.7029 | 11.6893 | 2.5868 | 2.3906 | 2.7051 | 2.1159 |
| Largest Winning Trade | 1008884 | 1008884 | 69592 | 19044053 | 19044053 | 11124867 |
| Largest Losing Trade | -30457 | -14538 | -30457 | -5146502 | -5019650 | -5146502 |
| Avg Bars in Trades | 29 | 27 | 30 | 29 | 27 | 30 |
| Avg Bars in Winners | 65 | 64 | 67 | 65 | 64 | 67 |
| Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
| Bars Traded | 5361 | 2546 | 2815 | 5361 | 2546 | 2815 |
| 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 | 398930 | 371821 | -263698 | -43754 | -16710 | -75977 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5450,
"evaluation_days": 1816.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1600732800000,
"last_datapoint_time": 1757664000000,
"evaluation_time": 1757666003321,
"expiration_time": 1762372800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 120,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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": [
[
1598056.3189211343,
1462581.4382420103,
135474.8806791248,
16844322.31842757,
10133401.624464946,
6710920.693962613
],
[
1598.056319,
1462.581438,
135.474881,
16844.322318,
10133.401624,
6710.920694
],
[
0.879662,
0.805089,
0.074573,
0.282923,
0.25509,
0.232625
],
[
482.124817,
482.124817,
482.124817,
482.124817,
482.124817,
482.124817
],
[
-96174,
-69073,
-51160,
-31601601,
-26094722,
-15351225
],
[
3.243357,
5.114067,
1.379648,
1.156761,
1.183488,
1.128499
],
[
184,
92,
92,
184,
92,
92
],
[
60,
28,
32,
60,
28,
32
],
[
124,
64,
60,
124,
64,
60
],
[
32.608696,
30.434783,
34.782609,
32.608696,
30.434783,
34.782609
],
[
6.702938,
11.689297,
2.586841,
2.39064,
2.705115,
2.115936
],
[
1008884,
1008884,
69592,
19044053,
19044053,
11124867
],
[
-30457,
-14538,
-30457,
-5146502,
-5019650,
-5146502
],
[
29,
27,
30,
29,
27,
30
],
[
65,
64,
67,
65,
64,
67
],
[
11,
11,
11,
11,
11,
11
],
[
5361,
2546,
2815,
5361,
2546,
2815
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
398930,
371821,
-263698,
-43754,
-16710,
-75977
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5450,
"evaluation_days": 1816.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1600732800000,
"last_datapoint_time": 1757664000000,
"evaluation_time": 1757666003321,
"expiration_time": 1762372800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 120,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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) |
|---|