| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1558060.9418 | 1442641.0031 | 115419.9387 | 12878801.9443 | 9554401.1516 | 3324400.7926 |
| Total P&L (%) | 1558.0609 | 1442.641 | 115.4199 | 12878.8019 | 9554.4012 | 3324.4008 |
| Avg Daily Profit (%) | 0.8556 | 0.7922 | 0.0634 | 0.2676 | 0.2513 | 0.1942 |
| Buy And Hold Return (%) | 647.2036 | 647.2036 | 647.2036 | 647.2036 | 647.2036 | 647.2036 |
| Max Trade Drawdown | -100035 | -60870 | -69389 | -13269751 | -8157850 | -9611095 |
| Profit Factor | 3.2478 | 5.2266 | 1.3281 | 1.2646 | 1.3936 | 1.1363 |
| Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
| Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
| Losing Trades | 111 | 56 | 55 | 111 | 56 | 55 |
| Profitability (%) | 31.4815 | 30.8642 | 32.0988 | 31.4815 | 30.8642 | 32.0988 |
| Ratio Avg Win / Avg Loss | 7.0687 | 11.7075 | 2.8094 | 2.7524 | 3.1218 | 2.4037 |
| Largest Winning Trade | 835607 | 835607 | 77406 | 8997822 | 8997822 | 4482958 |
| Largest Losing Trade | -23822 | -23822 | -16836 | -2493274 | -1995713 | -2493274 |
| Avg Bars in Trades | 22 | 20 | 23 | 22 | 20 | 23 |
| Avg Bars in Winners | 49 | 46 | 52 | 49 | 46 | 52 |
| Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
| Bars Traded | 3574 | 1668 | 1905 | 3574 | 1668 | 1905 |
| 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 | 330273 | -3423 | -291348 | 126682 | -8878 | -81412 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3642,
"evaluation_days": 1821,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602331200000,
"last_datapoint_time": 1758024000000,
"evaluation_time": 1758048516758,
"expiration_time": 1762744032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 238,
"offset": 0,
"std": 4.9937
}
},
"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": [
[
1558060.9417768784,
1442641.0030554691,
115419.9387214098,
12878801.944269389,
9554401.151649304,
3324400.7926200866
],
[
1558.060942,
1442.641003,
115.419939,
12878.801944,
9554.401152,
3324.400793
],
[
0.855607,
0.792225,
0.063383,
0.267568,
0.251276,
0.194231
],
[
647.203579,
647.203579,
647.203579,
647.203579,
647.203579,
647.203579
],
[
-100035,
-60870,
-69389,
-13269751,
-8157850,
-9611095
],
[
3.247778,
5.226557,
1.328057,
1.264631,
1.393646,
1.136272
],
[
162,
81,
81,
162,
81,
81
],
[
51,
25,
26,
51,
25,
26
],
[
111,
56,
55,
111,
56,
55
],
[
31.481481,
30.864198,
32.098765,
31.481481,
30.864198,
32.098765
],
[
7.068693,
11.707488,
2.809352,
2.752433,
3.121768,
2.403652
],
[
835607,
835607,
77406,
8997822,
8997822,
4482958
],
[
-23822,
-23822,
-16836,
-2493274,
-1995713,
-2493274
],
[
22,
20,
23,
22,
20,
23
],
[
49,
46,
52,
49,
46,
52
],
[
9,
8,
9,
9,
8,
9
],
[
3574,
1668,
1905,
3574,
1668,
1905
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
330273,
-3423,
-291348,
126682,
-8878,
-81412
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3642,
"evaluation_days": 1821,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602331200000,
"last_datapoint_time": 1758024000000,
"evaluation_time": 1758048516758,
"expiration_time": 1762744032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 238,
"offset": 0,
"std": 4.9937
}
},
"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) |
|---|