| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1353524.0431 | 1488560.0356 | -135035.9925 | -44889.9991 | 971391.73 | -1016281.7291 |
| Total P&L (%) | 1353.524 | 1488.56 | -135.036 | -44.89 | 971.3917 | -1016.2817 |
| Avg Daily Profit (%) | 0.7448 | 0.8191 | -0.0743 | -0.0328 | 0.1306 | 0 |
| Buy And Hold Return (%) | 734.5938 | 734.5938 | 734.5938 | 734.5938 | 734.5938 | 734.5938 |
| Max Trade Drawdown | -260468 | -163302 | -220755 | -2702246 | -1894311 | -1390574 |
| Profit Factor | 2.0311 | 3.148 | 0.7821 | 0.9944 | 1.2392 | 0.74 |
| Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
| Winning Trades | 97 | 46 | 51 | 97 | 46 | 51 |
| Losing Trades | 125 | 65 | 60 | 125 | 65 | 60 |
| Profitability (%) | 43.6937 | 41.4414 | 45.9459 | 43.6937 | 41.4414 | 45.9459 |
| Ratio Avg Win / Avg Loss | 2.6173 | 4.4482 | 0.9201 | 1.2814 | 1.751 | 0.8705 |
| Largest Winning Trade | 1276531 | 1276531 | 69390 | 1424802 | 1424802 | 1011514 |
| Largest Losing Trade | -49204 | -32778 | -49204 | -804798 | -674272 | -804798 |
| Avg Bars in Trades | 23 | 24 | 22 | 23 | 24 | 22 |
| Avg Bars in Winners | 29 | 31 | 27 | 29 | 31 | 27 |
| Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
| Bars Traded | 5200 | 2671 | 2529 | 5200 | 2671 | 2529 |
| 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 | 273701 | 330323 | -582335 | -580124 | -86258 | -582335 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5452,
"evaluation_days": 1817.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606752000000,
"last_datapoint_time": 1757721600000,
"evaluation_time": 1757748278604,
"expiration_time": 1762432128000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 210,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.25148
}
}
}
{
"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": [
[
1353524.0430602538,
1488560.0355972974,
-135035.9925370442,
-44889.9990615244,
971391.7300360897,
-1016281.7290976143
],
[
1353.524043,
1488.560036,
-135.035993,
-44.889999,
971.39173,
-1016.281729
],
[
0.744787,
0.819092,
-0.074305,
-0.032781,
0.130581,
0
],
[
734.593777,
734.593777,
734.593777,
734.593777,
734.593777,
734.593777
],
[
-260468,
-163302,
-220755,
-2702246,
-1894311,
-1390574
],
[
2.031059,
3.147978,
0.782111,
0.994367,
1.239196,
0.739958
],
[
222,
111,
111,
222,
111,
111
],
[
97,
46,
51,
97,
46,
51
],
[
125,
65,
60,
125,
65,
60
],
[
43.693694,
41.441441,
45.945946,
43.693694,
41.441441,
45.945946
],
[
2.617344,
4.448229,
0.92013,
1.281401,
1.751038,
0.870538
],
[
1276531,
1276531,
69390,
1424802,
1424802,
1011514
],
[
-49204,
-32778,
-49204,
-804798,
-674272,
-804798
],
[
23,
24,
22,
23,
24,
22
],
[
29,
31,
27,
29,
31,
27
],
[
18,
18,
18,
18,
18,
18
],
[
5200,
2671,
2529,
5200,
2671,
2529
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
273701,
330323,
-582335,
-580124,
-86258,
-582335
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5452,
"evaluation_days": 1817.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606752000000,
"last_datapoint_time": 1757721600000,
"evaluation_time": 1757748278604,
"expiration_time": 1762432128000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 210,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.25148
}
}
}
| # | 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) |
|---|