| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1113612.1594 | 947930.3586 | 165681.8008 | 23925110.2495 | 17951455.7634 | 5973654.4861 |
| Total P&L (%) | 1113.6122 | 947.9304 | 165.6818 | 23925.1103 | 17951.4558 | 5973.6545 |
| Avg Daily Profit (%) | 0.609 | 0.5184 | 0.0906 | 0.3002 | 0.2846 | 0.2248 |
| Buy And Hold Return (%) | 744.8238 | 744.8238 | 744.8238 | 744.8238 | 744.8238 | 744.8238 |
| Max Trade Drawdown | -104173 | -69087 | -58537 | -33996305 | -21087840 | -21593995 |
| Profit Factor | 2.6738 | 3.7126 | 1.5245 | 1.2215 | 1.3323 | 1.1106 |
| Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
| Winning Trades | 62 | 26 | 36 | 62 | 26 | 36 |
| Losing Trades | 83 | 46 | 37 | 83 | 46 | 37 |
| Profitability (%) | 42.7586 | 36.1111 | 49.3151 | 42.7586 | 36.1111 | 49.3151 |
| Ratio Avg Win / Avg Loss | 3.5794 | 6.5685 | 1.5669 | 1.6352 | 2.3572 | 1.1415 |
| Largest Winning Trade | 298497 | 298497 | 64115 | 12598120 | 12598120 | 10150800 |
| Largest Losing Trade | -32965 | -20633 | -32965 | -11514097 | -8114633 | -11514097 |
| Avg Bars in Trades | 24 | 24 | 24 | 24 | 24 | 24 |
| Avg Bars in Winners | 36 | 41 | 33 | 36 | 41 | 33 |
| Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
| Bars Traded | 3562 | 1797 | 1765 | 3562 | 1797 | 1765 |
| Profit Streak | 44.1626 | 98.1626 | 44.1626 | 44.1626 | 98.1626 | 44.1626 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 134326 | -146953 | -306595 | 303931 | -73470 | -161975 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3657,
"evaluation_days": 1828.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602720000000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758686047440,
"expiration_time": 1763411472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 47,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"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": [
[
1113612.1594375607,
947930.358647348,
165681.8007902132,
23925110.249511108,
17951455.76340383,
5973654.486107286
],
[
1113.612159,
947.930359,
165.681801,
23925.11025,
17951.455763,
5973.654486
],
[
0.60903,
0.51842,
0.090611,
0.300241,
0.284561,
0.224838
],
[
744.823759,
744.823759,
744.823759,
744.823759,
744.823759,
744.823759
],
[
-104173,
-69087,
-58537,
-33996305,
-21087840,
-21593995
],
[
2.673776,
3.712621,
1.524513,
1.221497,
1.332313,
1.110631
],
[
145,
72,
73,
145,
72,
73
],
[
62,
26,
36,
62,
26,
36
],
[
83,
46,
37,
83,
46,
37
],
[
42.758621,
36.111111,
49.315068,
42.758621,
36.111111,
49.315068
],
[
3.57941,
6.568484,
1.566861,
1.635229,
2.35717,
1.141482
],
[
298497,
298497,
64115,
12598120,
12598120,
10150800
],
[
-32965,
-20633,
-32965,
-11514097,
-8114633,
-11514097
],
[
24,
24,
24,
24,
24,
24
],
[
36,
41,
33,
36,
41,
33
],
[
15,
15,
15,
15,
15,
15
],
[
3562,
1797,
1765,
3562,
1797,
1765
],
[
44.162586,
98.162586,
44.162586,
44.162586,
98.162586,
44.162586
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
134326,
-146953,
-306595,
303931,
-73470,
-161975
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3657,
"evaluation_days": 1828.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602720000000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758686047440,
"expiration_time": 1763411472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 47,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"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) |
|---|