| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1541303.0816 | 1469630.8078 | 71672.2738 | 1674834.002 | 3802138.3026 | -2127304.3005 |
| Total P&L (%) | 1541.3031 | 1469.6308 | 71.6723 | 1674.834 | 3802.1383 | -2127.3043 |
| Avg Daily Profit (%) | 0.8466 | 0.8072 | 0.0394 | 0.1581 | 0.2015 | 0 |
| Buy And Hold Return (%) | 683.3605 | 683.3605 | 683.3605 | 683.3605 | 683.3605 | 683.3605 |
| Max Trade Drawdown | -134007 | -81484 | -110750 | -3114415 | -987143 | -2990848 |
| Profit Factor | 3.9256 | 6.3044 | 1.287 | 1.2785 | 2.8883 | 0.4682 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
| Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
| Profitability (%) | 50 | 48.3871 | 51.6129 | 50 | 48.3871 | 51.6129 |
| Ratio Avg Win / Avg Loss | 3.9256 | 6.7247 | 1.2065 | 1.2785 | 3.0808 | 0.439 |
| Largest Winning Trade | 958233 | 958233 | 59161 | 2349323 | 2349323 | 353824 |
| Largest Losing Trade | -88037 | -37802 | -88037 | -2906307 | -569611 | -2906307 |
| Avg Bars in Trades | 82 | 111 | 53 | 82 | 111 | 53 |
| Avg Bars in Winners | 108 | 145 | 74 | 108 | 145 | 74 |
| Avg Bars in Losers | 56 | 79 | 31 | 56 | 79 | 31 |
| Bars Traded | 5115 | 3460 | 1655 | 5115 | 3460 | 1655 |
| Profit Streak | 119.638 | 119.638 | 302.3047 | 119.638 | 119.638 | 302.3047 |
| Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -142513 | 565671 | -304575 | -153792 | 450169 | -579261 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5462,
"evaluation_days": 1820.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606982400000,
"last_datapoint_time": 1758009600000,
"evaluation_time": 1758035923711,
"expiration_time": 1762728768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 188,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 218,
"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": [
[
1541303.08163858,
1469630.8078180728,
71672.2738205075,
1674834.002007782,
3802138.3025514307,
-2127304.3005436487
],
[
1541.303082,
1469.630808,
71.672274,
1674.834002,
3802.138303,
-2127.304301
],
[
0.846558,
0.807192,
0.039366,
0.158105,
0.201453,
0
],
[
683.360488,
683.360488,
683.360488,
683.360488,
683.360488,
683.360488
],
[
-134007,
-81484,
-110750,
-3114415,
-987143,
-2990848
],
[
3.925644,
6.304368,
1.286959,
1.278485,
2.888275,
0.468245
],
[
62,
31,
31,
62,
31,
31
],
[
31,
15,
16,
31,
15,
16
],
[
31,
16,
15,
31,
16,
15
],
[
50,
48.387097,
51.612903,
50,
48.387097,
51.612903
],
[
3.925644,
6.724659,
1.206524,
1.278485,
3.080827,
0.43898
],
[
958233,
958233,
59161,
2349323,
2349323,
353824
],
[
-88037,
-37802,
-88037,
-2906307,
-569611,
-2906307
],
[
82,
111,
53,
82,
111,
53
],
[
108,
145,
74,
108,
145,
74
],
[
56,
79,
31,
56,
79,
31
],
[
5115,
3460,
1655,
5115,
3460,
1655
],
[
119.638006,
119.638006,
302.304672,
119.638006,
119.638006,
302.304673
],
[
2,
1,
3,
2,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-142513,
565671,
-304575,
-153792,
450169,
-579261
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5462,
"evaluation_days": 1820.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606982400000,
"last_datapoint_time": 1758009600000,
"evaluation_time": 1758035923711,
"expiration_time": 1762728768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 188,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 218,
"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) |
|---|