| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -761946.9326 | 88521.2097 | -850468.1424 | -3931578.3159 | -13309515.5169 | 9377937.201 |
| Total P&L (%) | -761.9469 | 88.5212 | -850.4681 | -3931.5783 | -13309.5155 | 9377.9372 |
| Avg Daily Profit (%) | -0.419 | 0.0487 | -0.4677 | 0 | 0 | 0.2506 |
| Buy And Hold Return (%) | 849.2968 | 849.2968 | 849.2968 | 849.2968 | 849.2968 | 849.2968 |
| Max Trade Drawdown | -615423 | -117839 | -508376 | -25249697 | -17814137 | -10918525 |
| Profit Factor | 0.4518 | 1.3725 | 0.2619 | 0.9041 | 0.4513 | 1.5602 |
| Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Winning Trades | 74 | 37 | 37 | 37 | 18 | 19 |
| Losing Trades | 16 | 8 | 8 | 53 | 27 | 26 |
| Profitability (%) | 82.2222 | 82.2222 | 82.2222 | 41.1111 | 40 | 42.2222 |
| Ratio Avg Win / Avg Loss | 0.0977 | 0.2967 | 0.0566 | 1.2951 | 0.677 | 2.135 |
| Largest Winning Trade | 44985 | 44985 | 24581 | 12820395 | 2016158 | 12820395 |
| Largest Losing Trade | -516654 | -65381 | -516654 | -13621072 | -13621072 | -10918525 |
| Avg Bars in Trades | 37 | 44 | 29 | 37 | 44 | 29 |
| Avg Bars in Winners | 12 | 12 | 13 | 41 | 50 | 33 |
| Avg Bars in Losers | 150 | 195 | 106 | 34 | 41 | 26 |
| Bars Traded | 3345 | 2013 | 1331 | 3345 | 2013 | 1331 |
| Profit Streak | 138.347 | 138.347 | 139.347 | 0 | 0 | 0 |
| Trades During Streak | 12 | 6 | 6 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574526 | -289202 | -574882 | -582327 | -584600 | 308671 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3637,
"evaluation_days": 1818.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1607990400000,
"last_datapoint_time": 1757808000000,
"evaluation_time": 1757837979825,
"expiration_time": 1762521552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 169,
"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": [
[
-761946.9326440895,
88521.2097168697,
-850468.1423609594,
-3931578.315931407,
-13309515.516916301,
9377937.200984897
],
[
-761.946933,
88.52121,
-850.468142,
-3931.578316,
-13309.515517,
9377.937201
],
[
-0.418997,
0.048678,
-0.467676,
0,
0,
0.250605
],
[
849.296758,
849.296758,
849.296758,
849.296758,
849.296758,
849.296758
],
[
-615423,
-117839,
-508376,
-25249697,
-17814137,
-10918525
],
[
0.45181,
1.372458,
0.261916,
0.904106,
0.451329,
1.560168
],
[
90,
45,
45,
90,
45,
45
],
[
74,
37,
37,
37,
18,
19
],
[
16,
8,
8,
53,
27,
26
],
[
82.222222,
82.222222,
82.222222,
41.111111,
40,
42.222222
],
[
0.097689,
0.296748,
0.056631,
1.29507,
0.676994,
2.134967
],
[
44985,
44985,
24581,
12820395,
2016158,
12820395
],
[
-516654,
-65381,
-516654,
-13621072,
-13621072,
-10918525
],
[
37,
44,
29,
37,
44,
29
],
[
12,
12,
13,
41,
50,
33
],
[
150,
195,
106,
34,
41,
26
],
[
3345,
2013,
1331,
3345,
2013,
1331
],
[
138.346989,
138.346989,
139.346989,
0,
0,
0
],
[
12,
6,
6,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574526,
-289202,
-574882,
-582327,
-584600,
308671
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3637,
"evaluation_days": 1818.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1607990400000,
"last_datapoint_time": 1757808000000,
"evaluation_time": 1757837979825,
"expiration_time": 1762521552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 169,
"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) |
|---|