| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1295278.7215 | 1240772.9354 | 54505.7861 | 2979282.0498 | 3126168.0594 | -146886.0097 |
| Total P&L (%) | 1295.2787 | 1240.7729 | 54.5058 | 2979.2821 | 3126.1681 | -146.886 |
| Avg Daily Profit (%) | 0.7143 | 0.6843 | 0.0301 | 0.1892 | 0.1918 | 0 |
| Buy And Hold Return (%) | 463.7638 | 463.7638 | 463.7638 | 463.7638 | 463.7638 | 463.7638 |
| Max Trade Drawdown | -70087 | -61282 | -61466 | -3409268 | -2466843 | -2374484 |
| Profit Factor | 2.8758 | 5.0403 | 1.1422 | 1.1899 | 1.4539 | 0.9833 |
| Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
| Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
| Losing Trades | 92 | 47 | 45 | 92 | 47 | 45 |
| Profitability (%) | 33.3333 | 31.8841 | 34.7826 | 33.3333 | 31.8841 | 34.7826 |
| Ratio Avg Win / Avg Loss | 5.7517 | 10.7679 | 2.1416 | 2.3797 | 3.1061 | 1.8437 |
| Largest Winning Trade | 778014 | 778014 | 74623 | 2821427 | 2821427 | 1955727 |
| Largest Losing Trade | -46524 | -23352 | -46524 | -914696 | -823956 | -914696 |
| Avg Bars in Trades | 38 | 35 | 42 | 38 | 35 | 42 |
| Avg Bars in Winners | 80 | 72 | 87 | 80 | 72 | 87 |
| Avg Bars in Losers | 18 | 17 | 18 | 18 | 17 | 18 |
| Bars Traded | 5357 | 2427 | 2930 | 5357 | 2427 | 2930 |
| 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 | 306462 | -92401 | -489419 | -9117 | -99073 | -685876 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5440,
"evaluation_days": 1813.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602604800000,
"last_datapoint_time": 1757376000000,
"evaluation_time": 1757377512217,
"expiration_time": 1762076160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 66,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 6,
"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": [
[
1295278.7215065318,
1240772.935411771,
54505.786094761,
2979282.0497693475,
3126168.0594227947,
-146886.0096534464
],
[
1295.278722,
1240.772935,
54.505786,
2979.28205,
3126.168059,
-146.88601
],
[
0.714309,
0.684251,
0.030058,
0.189184,
0.191758,
0
],
[
463.763782,
463.763782,
463.763782,
463.763782,
463.763782,
463.763782
],
[
-70087,
-61282,
-61466,
-3409268,
-2466843,
-2374484
],
[
2.875844,
5.04027,
1.142163,
1.189867,
1.453907,
0.983316
],
[
138,
69,
69,
138,
69,
69
],
[
46,
22,
24,
46,
22,
24
],
[
92,
47,
45,
92,
47,
45
],
[
33.333333,
31.884058,
34.782609,
33.333333,
31.884058,
34.782609
],
[
5.751688,
10.76785,
2.141556,
2.379733,
3.106075,
1.843718
],
[
778014,
778014,
74623,
2821427,
2821427,
1955727
],
[
-46524,
-23352,
-46524,
-914696,
-823956,
-914696
],
[
38,
35,
42,
38,
35,
42
],
[
80,
72,
87,
80,
72,
87
],
[
18,
17,
18,
18,
17,
18
],
[
5357,
2427,
2930,
5357,
2427,
2930
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
306462,
-92401,
-489419,
-9117,
-99073,
-685876
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5440,
"evaluation_days": 1813.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602604800000,
"last_datapoint_time": 1757376000000,
"evaluation_time": 1757377512217,
"expiration_time": 1762076160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 66,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 6,
"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) |
|---|