| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1522323.0013 | 1462669.9341 | 59653.0673 | 2195907.5728 | 2771195.7541 | -575288.1813 |
| Total P&L (%) | 1522.323 | 1462.6699 | 59.6531 | 2195.9076 | 2771.1958 | -575.2882 |
| Avg Daily Profit (%) | 0.8399 | 0.807 | 0.0329 | 0.173 | 0.1854 | 0 |
| Buy And Hold Return (%) | 585.4928 | 585.4928 | 585.4928 | 585.4928 | 585.4928 | 585.4928 |
| Max Trade Drawdown | -128639 | -97304 | -58528 | -8295385 | -6723543 | -2690218 |
| Profit Factor | 2.7424 | 3.5095 | 1.2051 | 1.0648 | 1.1225 | 0.9488 |
| Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
| Winning Trades | 70 | 25 | 45 | 70 | 25 | 45 |
| Losing Trades | 156 | 88 | 68 | 156 | 88 | 68 |
| Profitability (%) | 30.9735 | 22.1239 | 39.823 | 30.9735 | 22.1239 | 39.823 |
| Ratio Avg Win / Avg Loss | 6.1116 | 12.3534 | 1.821 | 2.3731 | 3.9511 | 1.4338 |
| Largest Winning Trade | 991403 | 991403 | 35115 | 8036249 | 8036249 | 974467 |
| Largest Losing Trade | -27737 | -27737 | -14040 | -1837633 | -1837633 | -882776 |
| Avg Bars in Trades | 15 | 24 | 6 | 15 | 24 | 6 |
| Avg Bars in Winners | 30 | 65 | 11 | 30 | 65 | 11 |
| Avg Bars in Losers | 9 | 13 | 3 | 9 | 13 | 3 |
| Bars Traded | 3558 | 2810 | 748 | 3558 | 2810 | 748 |
| 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 | 325015 | -26160 | -318019 | -148675 | -120815 | -583044 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3625,
"evaluation_days": 1812.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1601942400000,
"last_datapoint_time": 1757289600000,
"evaluation_time": 1757313410648,
"expiration_time": 1761987600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 154,
"offset": 0,
"std": 1.21408
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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": [
[
1522323.0013492692,
1462669.934088481,
59653.0672607891,
2195907.572782178,
2771195.754054554,
-575288.1812723796
],
[
1522.323001,
1462.669934,
59.653067,
2195.907573,
2771.195754,
-575.288181
],
[
0.839902,
0.80699,
0.032912,
0.173044,
0.185403,
0
],
[
585.492802,
585.492802,
585.492802,
585.492802,
585.492802,
585.492802
],
[
-128639,
-97304,
-58528,
-8295385,
-6723543,
-2690218
],
[
2.742389,
3.509498,
1.205103,
1.064833,
1.122477,
0.948837
],
[
226,
113,
113,
226,
113,
113
],
[
70,
25,
45,
70,
25,
45
],
[
156,
88,
68,
156,
88,
68
],
[
30.973451,
22.123894,
39.823009,
30.973451,
22.123894,
39.823009
],
[
6.11161,
12.353432,
1.821044,
2.373055,
3.95112,
1.433798
],
[
991403,
991403,
35115,
8036249,
8036249,
974467
],
[
-27737,
-27737,
-14040,
-1837633,
-1837633,
-882776
],
[
15,
24,
6,
15,
24,
6
],
[
30,
65,
11,
30,
65,
11
],
[
9,
13,
3,
9,
13,
3
],
[
3558,
2810,
748,
3558,
2810,
748
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
325015,
-26160,
-318019,
-148675,
-120815,
-583044
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3625,
"evaluation_days": 1812.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1601942400000,
"last_datapoint_time": 1757289600000,
"evaluation_time": 1757313410648,
"expiration_time": 1761987600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 154,
"offset": 0,
"std": 1.21408
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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) |
|---|