| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1860705.7918 | 1809848.4112 | 50857.3806 | 2482066.5647 | 4494727.0939 | -2012660.5292 |
| Total P&L (%) | 1860.7058 | 1809.8484 | 50.8574 | 2482.0666 | 4494.7271 | -2012.6605 |
| Avg Daily Profit (%) | 1.0265 | 0.9984 | 0.0281 | 0.1795 | 0.2114 | 0 |
| Buy And Hold Return (%) | 506.5116 | 506.5116 | 506.5116 | 506.5116 | 506.5116 | 506.5116 |
| Max Trade Drawdown | -122956 | -89521 | -81383 | -8531500 | -6011418 | -5656035 |
| Profit Factor | 3.3991 | 5.7041 | 1.1301 | 1.0917 | 1.3505 | 0.8588 |
| Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
| Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
| Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
| Profitability (%) | 39.8305 | 33.8983 | 45.7627 | 39.8305 | 33.8983 | 45.7627 |
| Ratio Avg Win / Avg Loss | 5.1349 | 11.1231 | 1.3394 | 1.6491 | 2.6335 | 1.0178 |
| Largest Winning Trade | 1366496 | 1366496 | 75942 | 4920541 | 4920541 | 2305764 |
| Largest Losing Trade | -45808 | -40892 | -45808 | -1944498 | -1944498 | -1664038 |
| Avg Bars in Trades | 181 | 164 | 199 | 181 | 164 | 199 |
| Avg Bars in Winners | 301 | 307 | 296 | 301 | 307 | 296 |
| Avg Bars in Losers | 102 | 91 | 116 | 102 | 91 | 116 |
| Bars Traded | 21456 | 9713 | 11743 | 21456 | 9713 | 11743 |
| 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 | 493519 | -164172 | -576897 | -115777 | -173581 | -757439 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21753,
"evaluation_days": 1812.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602482400000,
"last_datapoint_time": 1757412000000,
"evaluation_time": 1757414116240,
"expiration_time": 1763050377600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 241,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 44,
"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": [
[
1860705.7918166295,
1809848.411201348,
50857.3806152823,
2482066.5646887557,
4494727.093908631,
-2012660.5292198767
],
[
1860.705792,
1809.848411,
50.857381,
2482.066565,
4494.727094,
-2012.660529
],
[
1.026455,
0.998399,
0.028055,
0.179511,
0.211366,
0
],
[
506.511628,
506.511628,
506.511628,
506.511628,
506.511628,
506.511628
],
[
-122956,
-89521,
-81383,
-8531500,
-6011418,
-5656035
],
[
3.399129,
5.704139,
1.130123,
1.091672,
1.350538,
0.858791
],
[
118,
59,
59,
118,
59,
59
],
[
47,
20,
27,
47,
20,
27
],
[
71,
39,
32,
71,
39,
32
],
[
39.830508,
33.898305,
45.762712,
39.830508,
33.898305,
45.762712
],
[
5.134855,
11.12307,
1.339405,
1.649122,
2.633549,
1.017827
],
[
1366496,
1366496,
75942,
4920541,
4920541,
2305764
],
[
-45808,
-40892,
-45808,
-1944498,
-1944498,
-1664038
],
[
181,
164,
199,
181,
164,
199
],
[
301,
307,
296,
301,
307,
296
],
[
102,
91,
116,
102,
91,
116
],
[
21456,
9713,
11743,
21456,
9713,
11743
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
493519,
-164172,
-576897,
-115777,
-173581,
-757439
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21753,
"evaluation_days": 1812.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602482400000,
"last_datapoint_time": 1757412000000,
"evaluation_time": 1757414116240,
"expiration_time": 1763050377600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 241,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 44,
"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) |
|---|