| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -980740.0554 | 83114.1023 | -1063854.1577 | -1496703.1964 | -11264855.9015 | 9768152.7051 |
| Total P&L (%) | -980.7401 | 83.1141 | -1063.8542 | -1496.7032 | -11264.8559 | 9768.1527 |
| Avg Daily Profit (%) | -0.5384 | 0.0456 | -0.584 | 0 | 0 | 0.2524 |
| Buy And Hold Return (%) | 695.3281 | 695.3281 | 695.3281 | 695.3281 | 695.3281 | 695.3281 |
| Max Trade Drawdown | -1057761 | -148592 | -1104611 | -25230175 | -18962174 | -6843558 |
| Profit Factor | 0.4106 | 1.2983 | 0.232 | 0.9623 | 0.5257 | 1.6143 |
| Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Winning Trades | 40 | 22 | 18 | 31 | 15 | 16 |
| Losing Trades | 27 | 12 | 15 | 36 | 19 | 17 |
| Profitability (%) | 59.7015 | 64.7059 | 54.5455 | 46.2687 | 44.1176 | 48.4848 |
| Ratio Avg Win / Avg Loss | 0.2771 | 0.7082 | 0.1933 | 1.1175 | 0.6659 | 1.7152 |
| Largest Winning Trade | 63069 | 39645 | 63069 | 13612075 | 2900144 | 13612075 |
| Largest Losing Trade | -673186 | -75996 | -673186 | -16833468 | -16833468 | -5591058 |
| Avg Bars in Trades | 78 | 79 | 77 | 78 | 79 | 77 |
| Avg Bars in Winners | 42 | 43 | 42 | 81 | 88 | 75 |
| Avg Bars in Losers | 130 | 144 | 119 | 75 | 71 | 79 |
| Bars Traded | 5249 | 2693 | 2556 | 5249 | 2693 | 2556 |
| Profit Streak | 38.3482 | 69.0149 | 0 | 0 | 0 | 163.6816 |
| Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -699974 | -296896 | -580213 | -701839 | -583082 | 428171 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5465,
"evaluation_days": 1821.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1603987200000,
"last_datapoint_time": 1758096000000,
"evaluation_time": 1758097287286,
"expiration_time": 1762817760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 38,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 114,
"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": [
[
-980740.055370273,
83114.1023156831,
-1063854.1576859565,
-1496703.1963924658,
-11264855.90153274,
9768152.705140268
],
[
-980.740055,
83.114102,
-1063.854158,
-1496.703196,
-11264.855902,
9768.152705
],
[
-0.538374,
0.045625,
-0.583999,
0,
0,
0.252389
],
[
695.328142,
695.328142,
695.328142,
695.328142,
695.328142,
695.328142
],
[
-1057761,
-148592,
-1104611,
-25230175,
-18962174,
-6843558
],
[
0.410551,
1.29831,
0.231989,
0.962254,
0.525725,
1.614332
],
[
67,
34,
33,
67,
34,
33
],
[
40,
22,
18,
31,
15,
16
],
[
27,
12,
15,
36,
19,
17
],
[
59.701493,
64.705882,
54.545455,
46.268657,
44.117647,
48.484848
],
[
0.277122,
0.708169,
0.193324,
1.117456,
0.665918,
1.715228
],
[
63069,
39645,
63069,
13612075,
2900144,
13612075
],
[
-673186,
-75996,
-673186,
-16833468,
-16833468,
-5591058
],
[
78,
79,
77,
78,
79,
77
],
[
42,
43,
42,
81,
88,
75
],
[
130,
144,
119,
75,
71,
79
],
[
5249,
2693,
2556,
5249,
2693,
2556
],
[
38.348232,
69.014899,
0,
0,
0,
163.681566
],
[
1,
1,
0,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-699974,
-296896,
-580213,
-701839,
-583082,
428171
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5465,
"evaluation_days": 1821.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1603987200000,
"last_datapoint_time": 1758096000000,
"evaluation_time": 1758097287286,
"expiration_time": 1762817760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 38,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 114,
"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) |
|---|