| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1395975.4746 | 1322167.08 | 73808.3946 | 4420401.3349 | 3332141.9785 | 1088259.3564 |
| Total P&L (%) | 1395.9755 | 1322.1671 | 73.8084 | 4420.4013 | 3332.142 | 1088.2594 |
| Avg Daily Profit (%) | 0.7662 | 0.7257 | 0.0405 | 0.2094 | 0.1942 | 0.1359 |
| Buy And Hold Return (%) | 414.3987 | 414.3987 | 414.3987 | 414.3987 | 414.3987 | 414.3987 |
| Max Trade Drawdown | -163358 | -103035 | -84770 | -9046090 | -7165990 | -4901513 |
| Profit Factor | 2.9765 | 4.694 | 1.2119 | 1.1534 | 1.2186 | 1.0802 |
| Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
| Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
| Losing Trades | 99 | 53 | 46 | 99 | 53 | 46 |
| Profitability (%) | 30.2817 | 25.3521 | 35.2113 | 30.2817 | 25.3521 | 35.2113 |
| Ratio Avg Win / Avg Loss | 6.8529 | 13.8212 | 2.2299 | 2.6555 | 3.5882 | 1.9875 |
| Largest Winning Trade | 812575 | 812575 | 69506 | 5585200 | 5585200 | 3093585 |
| Largest Losing Trade | -30148 | -22059 | -30148 | -1437322 | -1437322 | -1229985 |
| Avg Bars in Trades | 25 | 23 | 26 | 25 | 23 | 26 |
| Avg Bars in Winners | 58 | 63 | 55 | 58 | 63 | 55 |
| Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
| Bars Traded | 3576 | 1699 | 1876 | 3576 | 1699 | 1876 |
| 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 | 315490 | -97783 | -396345 | -49555 | -106256 | -238231 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3644,
"evaluation_days": 1822,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1600732800000,
"last_datapoint_time": 1758110400000,
"evaluation_time": 1758130408816,
"expiration_time": 1762833024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 81,
"offset": 0,
"poles": 3
}
},
"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": [
[
1395975.474565062,
1322167.079954899,
73808.3946101628,
4420401.334852249,
3332141.97846571,
1088259.3563865374
],
[
1395.975475,
1322.16708,
73.808395,
4420.401335,
3332.141978,
1088.259356
],
[
0.766178,
0.725668,
0.04051,
0.209395,
0.194248,
0.135936
],
[
414.398655,
414.398655,
414.398655,
414.398655,
414.398655,
414.398655
],
[
-163358,
-103035,
-84770,
-9046090,
-7165990,
-4901513
],
[
2.976511,
4.693988,
1.211875,
1.153416,
1.218631,
1.080183
],
[
142,
71,
71,
142,
71,
71
],
[
43,
18,
25,
43,
18,
25
],
[
99,
53,
46,
99,
53,
46
],
[
30.28169,
25.352113,
35.211268,
30.28169,
25.352113,
35.211268
],
[
6.852898,
13.821187,
2.22985,
2.65554,
3.588193,
1.987537
],
[
812575,
812575,
69506,
5585200,
5585200,
3093585
],
[
-30148,
-22059,
-30148,
-1437322,
-1437322,
-1229985
],
[
25,
23,
26,
25,
23,
26
],
[
58,
63,
55,
58,
63,
55
],
[
10,
10,
10,
10,
10,
10
],
[
3576,
1699,
1876,
3576,
1699,
1876
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
315490,
-97783,
-396345,
-49555,
-106256,
-238231
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3644,
"evaluation_days": 1822,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1600732800000,
"last_datapoint_time": 1758110400000,
"evaluation_time": 1758130408816,
"expiration_time": 1762833024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 81,
"offset": 0,
"poles": 3
}
},
"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) |
|---|