| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1294573.9086 | 1291364.4629 | 3209.4457 | 788209.1425 | 1218269.703 | -430060.5605 |
| Total P&L (%) | 1294.5739 | 1291.3645 | 3.2094 | 788.2091 | 1218.2697 | -430.0606 |
| Avg Daily Profit (%) | 0.7127 | 0.7109 | 0.0018 | 0.1203 | 0.1421 | 0 |
| Buy And Hold Return (%) | 664.1658 | 664.1658 | 664.1658 | 664.1658 | 664.1658 | 664.1658 |
| Max Trade Drawdown | -239824 | -123058 | -170043 | -1970229 | -1071878 | -983748 |
| Profit Factor | 3.1073 | 5.2775 | 1.0103 | 1.2077 | 1.7024 | 0.7913 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
| Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
| Profitability (%) | 48.3333 | 46.6667 | 50 | 48.3333 | 46.6667 | 50 |
| Ratio Avg Win / Avg Loss | 3.3216 | 6.0315 | 1.0103 | 1.291 | 1.9456 | 0.7913 |
| Largest Winning Trade | 758207 | 758207 | 77930 | 828583 | 828583 | 475891 |
| Largest Losing Trade | -60442 | -45667 | -60442 | -610314 | -610314 | -581916 |
| Avg Bars in Trades | 117 | 117 | 116 | 117 | 117 | 116 |
| Avg Bars in Winners | 175 | 172 | 178 | 175 | 172 | 178 |
| Avg Bars in Losers | 62 | 68 | 55 | 62 | 68 | 55 |
| Bars Traded | 7021 | 3514 | 3507 | 7021 | 3514 | 3507 |
| Profit Streak | 144.1462 | 158.3962 | 144.1462 | 144.1462 | 158.3962 | 144.1462 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -161636 | 459508 | -564540 | -312900 | -8106 | -579863 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7266,
"evaluation_days": 1816.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601942400000,
"last_datapoint_time": 1757678400000,
"evaluation_time": 1757691031518,
"expiration_time": 1762386768000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 195,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 56,
"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": [
[
1294573.9086154802,
1291364.4628727268,
3209.4457427535,
788209.1425047764,
1218269.7029762461,
-430060.56047147
],
[
1294.573909,
1291.364463,
3.209446,
788.209143,
1218.269703,
-430.06056
],
[
0.712675,
0.710908,
0.001767,
0.120306,
0.142072,
0
],
[
664.165841,
664.165841,
664.165841,
664.165841,
664.165841,
664.165841
],
[
-239824,
-123058,
-170043,
-1970229,
-1071878,
-983748
],
[
3.107314,
5.277526,
1.010273,
1.207677,
1.702408,
0.791329
],
[
60,
30,
30,
60,
30,
30
],
[
29,
14,
15,
29,
14,
15
],
[
31,
16,
15,
31,
16,
15
],
[
48.333333,
46.666667,
50,
48.333333,
46.666667,
50
],
[
3.321612,
6.031459,
1.010273,
1.290965,
1.94561,
0.791329
],
[
758207,
758207,
77930,
828583,
828583,
475891
],
[
-60442,
-45667,
-60442,
-610314,
-610314,
-581916
],
[
117,
117,
116,
117,
117,
116
],
[
175,
172,
178,
175,
172,
178
],
[
62,
68,
55,
62,
68,
55
],
[
7021,
3514,
3507,
7021,
3514,
3507
],
[
144.146198,
158.396198,
144.146198,
144.146198,
158.396198,
144.146198
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-161636,
459508,
-564540,
-312900,
-8106,
-579863
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7266,
"evaluation_days": 1816.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601942400000,
"last_datapoint_time": 1757678400000,
"evaluation_time": 1757691031518,
"expiration_time": 1762386768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 195,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 56,
"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) |
|---|