| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1238632.6356 | 1201388.3212 | 37244.3144 | 2423836.7825 | 2520054.0963 | -96217.3138 |
| Total P&L (%) | 1238.6326 | 1201.3883 | 37.2443 | 2423.8368 | 2520.0541 | -96.2173 |
| Avg Daily Profit (%) | 0.6811 | 0.6606 | 0.0205 | 0.1777 | 0.1797 | -0.1799 |
| Buy And Hold Return (%) | 602.1222 | 602.1222 | 602.1222 | 602.1222 | 602.1222 | 602.1222 |
| Max Trade Drawdown | -119107 | -60772 | -104977 | -3437718 | -1670822 | -1958620 |
| Profit Factor | 3.2869 | 5.7379 | 1.1293 | 1.2539 | 1.5683 | 0.9812 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
| Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
| Profitability (%) | 42.5 | 45 | 40 | 42.5 | 45 | 40 |
| Ratio Avg Win / Avg Loss | 4.447 | 7.013 | 1.694 | 1.6965 | 1.9168 | 1.4718 |
| Largest Winning Trade | 729990 | 729990 | 77442 | 2627470 | 2627470 | 1634460 |
| Largest Losing Trade | -29485 | -29485 | -23037 | -979768 | -979768 | -755645 |
| Avg Bars in Trades | 66 | 57 | 75 | 66 | 57 | 75 |
| Avg Bars in Winners | 108 | 93 | 125 | 108 | 93 | 125 |
| Avg Bars in Losers | 34 | 26 | 41 | 34 | 26 | 41 |
| Bars Traded | 5286 | 2281 | 3005 | 5286 | 2281 | 3005 |
| 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 | -14769 | 413051 | -412325 | -20133 | 242106 | -582972 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5456,
"evaluation_days": 1818.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1603670400000,
"last_datapoint_time": 1757836800000,
"evaluation_time": 1757843097288,
"expiration_time": 1762550784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 103,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 32,
"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": [
[
1238632.6355955333,
1201388.3211886159,
37244.3144069175,
2423836.78254603,
2520054.0963086467,
-96217.3137626156
],
[
1238.632636,
1201.388321,
37.244314,
2423.836783,
2520.054096,
-96.217314
],
[
0.681065,
0.660586,
0.020479,
0.17767,
0.179731,
-0.1799
],
[
602.122207,
602.122207,
602.122207,
602.122207,
602.122207,
602.122207
],
[
-119107,
-60772,
-104977,
-3437718,
-1670822,
-1958620
],
[
3.286919,
5.737875,
1.1293,
1.253943,
1.568286,
0.981172
],
[
80,
40,
40,
80,
40,
40
],
[
34,
18,
16,
34,
18,
16
],
[
46,
22,
24,
46,
22,
24
],
[
42.5,
45,
40,
42.5,
45,
40
],
[
4.447008,
7.012959,
1.69395,
1.696511,
1.916794,
1.471758
],
[
729990,
729990,
77442,
2627470,
2627470,
1634460
],
[
-29485,
-29485,
-23037,
-979768,
-979768,
-755645
],
[
66,
57,
75,
66,
57,
75
],
[
108,
93,
125,
108,
93,
125
],
[
34,
26,
41,
34,
26,
41
],
[
5286,
2281,
3005,
5286,
2281,
3005
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-14769,
413051,
-412325,
-20133,
242106,
-582972
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5456,
"evaluation_days": 1818.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1603670400000,
"last_datapoint_time": 1757836800000,
"evaluation_time": 1757843097288,
"expiration_time": 1762550784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 103,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 32,
"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) |
|---|