| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1453747.0643 | 1394915.0321 | 58832.0322 | 1761898.1771 | 2389193.3833 | -627295.2062 |
| Total P&L (%) | 1453.7471 | 1394.915 | 58.832 | 1761.8982 | 2389.1934 | -627.2952 |
| Avg Daily Profit (%) | 0.7978 | 0.7655 | 0.0323 | 0.1606 | 0.1766 | 0 |
| Buy And Hold Return (%) | 658.9629 | 658.9629 | 658.9629 | 658.9629 | 658.9629 | 658.9629 |
| Max Trade Drawdown | -109862 | -87273 | -78859 | -4133785 | -2749923 | -2800142 |
| Profit Factor | 3.0866 | 4.5385 | 1.1945 | 1.1024 | 1.2531 | 0.9192 |
| Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
| Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
| Losing Trades | 88 | 46 | 42 | 88 | 46 | 42 |
| Profitability (%) | 45.3416 | 42.5 | 48.1481 | 45.3416 | 42.5 | 48.1481 |
| Ratio Avg Win / Avg Loss | 3.7209 | 6.1404 | 1.2864 | 1.3289 | 1.6954 | 0.9899 |
| Largest Winning Trade | 869921 | 869921 | 52647 | 3943255 | 3943255 | 1437623 |
| Largest Losing Trade | -32983 | -32983 | -28383 | -1384320 | -1384320 | -1181681 |
| Avg Bars in Trades | 64 | 93 | 34 | 64 | 93 | 34 |
| Avg Bars in Winners | 69 | 108 | 35 | 69 | 108 | 35 |
| Avg Bars in Losers | 59 | 82 | 34 | 59 | 82 | 34 |
| Bars Traded | 10305 | 7495 | 2810 | 10305 | 7495 | 2810 |
| 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 | 452217 | -8156 | -334794 | -104555 | -16183 | -593456 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10933,
"evaluation_days": 1822.17,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603684800000,
"last_datapoint_time": 1758168000000,
"evaluation_time": 1758179627125,
"expiration_time": 1762891056000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 204
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 78,
"offset": 0,
"std": 3.43545
}
}
} {
"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": [
[
1453747.0643300896,
1394915.032091504,
58832.0322385855,
1761898.1770740044,
2389193.383282184,
-627295.206208179
],
[
1453.747064,
1394.915032,
58.832032,
1761.898177,
2389.193383,
-627.295206
],
[
0.797811,
0.765524,
0.032287,
0.160607,
0.176569,
0
],
[
658.96289,
658.96289,
658.96289,
658.96289,
658.96289,
658.96289
],
[
-109862,
-87273,
-78859,
-4133785,
-2749923,
-2800142
],
[
3.086641,
4.53852,
1.194496,
1.1024,
1.253089,
0.919225
],
[
161,
80,
81,
161,
80,
81
],
[
73,
34,
39,
73,
34,
39
],
[
88,
46,
42,
88,
46,
42
],
[
45.341615,
42.5,
48.148148,
45.341615,
42.5,
48.148148
],
[
3.720882,
6.140351,
1.286381,
1.32892,
1.695355,
0.989934
],
[
869921,
869921,
52647,
3943255,
3943255,
1437623
],
[
-32983,
-32983,
-28383,
-1384320,
-1384320,
-1181681
],
[
64,
93,
34,
64,
93,
34
],
[
69,
108,
35,
69,
108,
35
],
[
59,
82,
34,
59,
82,
34
],
[
10305,
7495,
2810,
10305,
7495,
2810
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
452217,
-8156,
-334794,
-104555,
-16183,
-593456
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10933,
"evaluation_days": 1822.17,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603684800000,
"last_datapoint_time": 1758168000000,
"evaluation_time": 1758179627125,
"expiration_time": 1762891056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 204
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 78,
"offset": 0,
"std": 3.43545
}
}
}
| # | 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) |
|---|