| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1348077.74 | 1388919.5252 | -40841.7852 | 207873.7875 | 462569.4167 | -254695.6292 |
| Total P&L (%) | 1348.0777 | 1388.9195 | -40.8418 | 207.8738 | 462.5694 | -254.6956 |
| Avg Daily Profit (%) | 0.7423 | 0.7648 | -0.0225 | 0.0619 | 0.0952 | 0 |
| Buy And Hold Return (%) | 596.942 | 596.942 | 596.942 | 596.942 | 596.942 | 596.942 |
| Max Trade Drawdown | -188829 | -121247 | -180261 | -816248 | -532727 | -399727 |
| Profit Factor | 2.7325 | 5.1864 | 0.9085 | 1.0984 | 1.4323 | 0.7555 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
| Losing Trades | 52 | 24 | 28 | 52 | 24 | 28 |
| Profitability (%) | 46.9388 | 51.0204 | 42.8571 | 46.9388 | 51.0204 | 42.8571 |
| Ratio Avg Win / Avg Loss | 3.089 | 4.979 | 1.2113 | 1.2417 | 1.375 | 1.0073 |
| Largest Winning Trade | 1096727 | 1096727 | 62609 | 703674 | 703674 | 155168 |
| Largest Losing Trade | -65933 | -38561 | -65933 | -330130 | -330130 | -158896 |
| Avg Bars in Trades | 36 | 31 | 41 | 36 | 31 | 41 |
| Avg Bars in Winners | 48 | 40 | 58 | 48 | 40 | 58 |
| Avg Bars in Losers | 25 | 22 | 28 | 25 | 22 | 28 |
| Bars Traded | 3577 | 1533 | 2044 | 3577 | 1533 | 2044 |
| Profit Streak | 2.0068 | 17.0068 | 2.0068 | 2.0068 | 17.0068 | 2.0068 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 366369 | 625773 | -583860 | -390775 | -229511 | -583860 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3632,
"evaluation_days": 1816,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602676800000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757592584926,
"expiration_time": 1762299072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 46,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 21,
"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": [
[
1348077.7400118662,
1388919.5251817415,
-40841.7851698753,
207873.7875374462,
462569.4167145941,
-254695.6291771478
],
[
1348.07774,
1388.919525,
-40.841785,
207.873788,
462.569417,
-254.695629
],
[
0.742334,
0.764824,
-0.02249,
0.061942,
0.095163,
0
],
[
596.942014,
596.942014,
596.942014,
596.942014,
596.942014,
596.942014
],
[
-188829,
-121247,
-180261,
-816248,
-532727,
-399727
],
[
2.732539,
5.186406,
0.908493,
1.098445,
1.43231,
0.75547
],
[
98,
49,
49,
98,
49,
49
],
[
46,
25,
21,
46,
25,
21
],
[
52,
24,
28,
52,
24,
28
],
[
46.938776,
51.020408,
42.857143,
46.938776,
51.020408,
42.857143
],
[
3.088957,
4.97895,
1.211324,
1.241721,
1.375017,
1.007293
],
[
1096727,
1096727,
62609,
703674,
703674,
155168
],
[
-65933,
-38561,
-65933,
-330130,
-330130,
-158896
],
[
36,
31,
41,
36,
31,
41
],
[
48,
40,
58,
48,
40,
58
],
[
25,
22,
28,
25,
22,
28
],
[
3577,
1533,
2044,
3577,
1533,
2044
],
[
2.00677,
17.00677,
2.00677,
2.00677,
17.00677,
2.00677
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
366369,
625773,
-583860,
-390775,
-229511,
-583860
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3632,
"evaluation_days": 1816,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602676800000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757592584926,
"expiration_time": 1762299072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 46,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 21,
"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) |
|---|