| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 712593.3835 | 1226763.6213 | -514170.2378 | 5719310.6487 | 7047638.7099 | -1328328.0612 |
| Total P&L (%) | 712.5934 | 1226.7636 | -514.1702 | 5719.3106 | 7047.6387 | -1328.3281 |
| Avg Daily Profit (%) | 0.391 | 0.6731 | -0.2821 | 0.2232 | 0.2345 | 0 |
| Buy And Hold Return (%) | 451.1538 | 451.1538 | 451.1538 | 451.1538 | 451.1538 | 451.1538 |
| Max Trade Drawdown | -749209 | -131238 | -623392 | -15314369 | -4056149 | -14266096 |
| Profit Factor | 1.7209 | 6.043 | 0.31 | 1.19 | 1.596 | 0.9273 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 54 | 25 | 29 | 42 | 21 | 21 |
| Losing Trades | 16 | 10 | 6 | 28 | 14 | 14 |
| Profitability (%) | 77.1429 | 71.4286 | 82.8571 | 60 | 60 | 60 |
| Ratio Avg Win / Avg Loss | 0.5099 | 2.4172 | 0.0641 | 0.7933 | 1.064 | 0.6182 |
| Largest Winning Trade | 1302240 | 1302240 | 44560 | 11865304 | 7741996 | 11865304 |
| Largest Losing Trade | -480948 | -68587 | -480948 | -9276005 | -3412148 | -9276005 |
| Avg Bars in Trades | 50 | 54 | 45 | 50 | 54 | 45 |
| Avg Bars in Winners | 25 | 23 | 27 | 46 | 48 | 44 |
| Avg Bars in Losers | 132 | 133 | 131 | 55 | 64 | 47 |
| Bars Traded | 3510 | 1922 | 1588 | 3510 | 1922 | 1588 |
| Profit Streak | 150.0026 | 150.0026 | 264.0026 | 150.0026 | 150.0026 | 264.0026 |
| Trades During Streak | 10 | 5 | 6 | 10 | 5 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -92954 | 771474 | -575202 | -100599 | 465306 | -578073 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3645,
"evaluation_days": 1822.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1600732800000,
"last_datapoint_time": 1758153600000,
"evaluation_time": 1758153826704,
"expiration_time": 1762877520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 239,
"offset": 0,
"poles": 3
}
}
}
{
"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": [
[
712593.3835103448,
1226763.6212936193,
-514170.2377832743,
5719310.648709117,
7047638.7099040635,
-1328328.0611949482
],
[
712.593384,
1226.763621,
-514.170238,
5719.310649,
7047.63871,
-1328.328061
],
[
0.390998,
0.673121,
-0.282124,
0.223226,
0.234533,
0
],
[
451.153799,
451.153799,
451.153799,
451.153799,
451.153799,
451.153799
],
[
-749209,
-131238,
-623392,
-15314369,
-4056149,
-14266096
],
[
1.720895,
6.042953,
0.310044,
1.189997,
1.596035,
0.927326
],
[
70,
35,
35,
70,
35,
35
],
[
54,
25,
29,
42,
21,
21
],
[
16,
10,
6,
28,
14,
14
],
[
77.142857,
71.428571,
82.857143,
60,
60,
60
],
[
0.509895,
2.417181,
0.064147,
0.793331,
1.064023,
0.618217
],
[
1302240,
1302240,
44560,
11865304,
7741996,
11865304
],
[
-480948,
-68587,
-480948,
-9276005,
-3412148,
-9276005
],
[
50,
54,
45,
50,
54,
45
],
[
25,
23,
27,
46,
48,
44
],
[
132,
133,
131,
55,
64,
47
],
[
3510,
1922,
1588,
3510,
1922,
1588
],
[
150.002624,
150.002624,
264.002624,
150.002624,
150.002624,
264.002624
],
[
10,
5,
6,
10,
5,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-92954,
771474,
-575202,
-100599,
465306,
-578073
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3645,
"evaluation_days": 1822.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1600732800000,
"last_datapoint_time": 1758153600000,
"evaluation_time": 1758153826704,
"expiration_time": 1762877520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 239,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|