| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 290988.1722 | 411504.461 | -120516.2888 | -92269.5565 | 1713635.403 | -1805904.9595 |
| Total P&L (%) | 290.9882 | 411.5045 | -120.5163 | -92.2696 | 1713.6354 | -1805.905 |
| Avg Daily Profit (%) | 0.1603 | 0.2267 | -0.0664 | -0.1409 | 0.1598 | 0 |
| Buy And Hold Return (%) | 404.5164 | 404.5164 | 404.5164 | 404.5164 | 404.5164 | 404.5164 |
| Max Trade Drawdown | -245231 | -140623 | -238187 | -2591325 | -1401490 | -2817886 |
| Profit Factor | 1.1678 | 1.4816 | 0.8629 | 0.9869 | 1.6 | 0.5679 |
| Total Trades | 386 | 193 | 193 | 386 | 193 | 193 |
| Winning Trades | 206 | 99 | 107 | 206 | 99 | 107 |
| Losing Trades | 180 | 94 | 86 | 180 | 94 | 86 |
| Profitability (%) | 53.3679 | 51.2953 | 55.4404 | 53.3679 | 51.2953 | 55.4404 |
| Ratio Avg Win / Avg Loss | 1.0205 | 1.4067 | 0.6936 | 0.8623 | 1.5192 | 0.4564 |
| Largest Winning Trade | 84907 | 84907 | 26554 | 678540 | 678540 | 414054 |
| Largest Losing Trade | -94886 | -34168 | -94886 | -2463308 | -796085 | -2463308 |
| Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
| Avg Bars in Winners | 8 | 8 | 9 | 8 | 8 | 9 |
| Avg Bars in Losers | 9 | 10 | 9 | 9 | 10 | 9 |
| Bars Traded | 3621 | 1835 | 1785 | 3621 | 1835 | 1785 |
| Profit Streak | 6.7104 | 13.7104 | 0 | 6.7104 | 13.7104 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -190969 | -149859 | -579339 | -577358 | 367585 | -579339 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3630,
"evaluation_days": 1815,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1600732800000,
"last_datapoint_time": 1757505600000,
"evaluation_time": 1757523775487,
"expiration_time": 1762210080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.08623,
"nb": 0.83129,
"nc": 0.1
}
}
}
{
"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": [
[
290988.1722301078,
411504.4610266906,
-120516.288796583,
-92269.5564980007,
1713635.4029643184,
-1805904.9594623197
],
[
290.988172,
411.504461,
-120.516289,
-92.269556,
1713.635403,
-1805.904959
],
[
0.160324,
0.226724,
-0.0664,
-0.140948,
0.159792,
0
],
[
404.516375,
404.516375,
404.516375,
404.516375,
404.516375,
404.516375
],
[
-245231,
-140623,
-238187,
-2591325,
-1401490,
-2817886
],
[
1.167849,
1.481571,
0.862913,
0.986884,
1.600005,
0.567856
],
[
386,
193,
193,
386,
193,
193
],
[
206,
99,
107,
206,
99,
107
],
[
180,
94,
86,
180,
94,
86
],
[
53.367876,
51.295337,
55.440415,
53.367876,
51.295337,
55.440415
],
[
1.020451,
1.406744,
0.693556,
0.862326,
1.519197,
0.456407
],
[
84907,
84907,
26554,
678540,
678540,
414054
],
[
-94886,
-34168,
-94886,
-2463308,
-796085,
-2463308
],
[
9,
9,
9,
9,
9,
9
],
[
8,
8,
9,
8,
8,
9
],
[
9,
10,
9,
9,
10,
9
],
[
3621,
1835,
1785,
3621,
1835,
1785
],
[
6.710364,
13.710364,
0,
6.710364,
13.710364,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-190969,
-149859,
-579339,
-577358,
367585,
-579339
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3630,
"evaluation_days": 1815,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1600732800000,
"last_datapoint_time": 1757505600000,
"evaluation_time": 1757523775487,
"expiration_time": 1762210080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.08623,
"nb": 0.83129,
"nc": 0.1
}
}
}
| # | 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) |
|---|