| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 373184.1458 | 454768.6101 | -81584.4643 | -13579.4418 | 2743480.1997 | -2757059.6416 |
| Total P&L (%) | 373.1841 | 454.7686 | -81.5845 | -13.5794 | 2743.4802 | -2757.0596 |
| Avg Daily Profit (%) | 0.2053 | 0.2502 | -0.0449 | -0.008 | 0.1844 | 0 |
| Buy And Hold Return (%) | 531.416 | 531.416 | 531.416 | 531.416 | 531.416 | 531.416 |
| Max Trade Drawdown | -202430 | -153460 | -179797 | -3279224 | -1702364 | -4012680 |
| Profit Factor | 1.1946 | 1.4784 | 0.9156 | 0.9991 | 1.3927 | 0.676 |
| Total Trades | 517 | 258 | 259 | 517 | 258 | 259 |
| Winning Trades | 292 | 144 | 148 | 292 | 144 | 148 |
| Losing Trades | 225 | 114 | 111 | 225 | 114 | 111 |
| Profitability (%) | 56.4797 | 55.814 | 57.1429 | 56.4797 | 55.814 | 57.1429 |
| Ratio Avg Win / Avg Loss | 0.9205 | 1.1704 | 0.6867 | 0.7699 | 1.1025 | 0.507 |
| Largest Winning Trade | 86019 | 86019 | 39364 | 603697 | 603697 | 320972 |
| Largest Losing Trade | -68386 | -47610 | -68386 | -2301640 | -509849 | -2301640 |
| Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
| Avg Bars in Winners | 8 | 7 | 9 | 8 | 7 | 9 |
| Avg Bars in Losers | 12 | 13 | 11 | 12 | 13 | 11 |
| Bars Traded | 5446 | 2719 | 2727 | 5446 | 2719 | 2727 |
| 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 | -162406 | -154727 | -578774 | -576958 | 329585 | -578774 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5452,
"evaluation_days": 1817.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1600732800000,
"last_datapoint_time": 1757721600000,
"evaluation_time": 1757740090964,
"expiration_time": 1762432128000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
{
"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": [
[
373184.1458021981,
454768.6100705153,
-81584.4642683181,
-13579.4418496831,
2743480.19974147,
-2757059.6415911536
],
[
373.184146,
454.76861,
-81.584464,
-13.579442,
2743.4802,
-2757.059642
],
[
0.205347,
0.25024,
-0.044892,
-0.00803,
0.184375,
0
],
[
531.416001,
531.416001,
531.416001,
531.416001,
531.416001,
531.416001
],
[
-202430,
-153460,
-179797,
-3279224,
-1702364,
-4012680
],
[
1.194617,
1.478365,
0.915619,
0.999124,
1.392675,
0.676031
],
[
517,
258,
259,
517,
258,
259
],
[
292,
144,
148,
292,
144,
148
],
[
225,
114,
111,
225,
114,
111
],
[
56.479691,
55.813953,
57.142857,
56.479691,
55.813953,
57.142857
],
[
0.92051,
1.170372,
0.686714,
0.769873,
1.102535,
0.507023
],
[
86019,
86019,
39364,
603697,
603697,
320972
],
[
-68386,
-47610,
-68386,
-2301640,
-509849,
-2301640
],
[
10,
10,
10,
10,
10,
10
],
[
8,
7,
9,
8,
7,
9
],
[
12,
13,
11,
12,
13,
11
],
[
5446,
2719,
2727,
5446,
2719,
2727
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-162406,
-154727,
-578774,
-576958,
329585,
-578774
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5452,
"evaluation_days": 1817.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1600732800000,
"last_datapoint_time": 1757721600000,
"evaluation_time": 1757740090964,
"expiration_time": 1762432128000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|