| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -608858.4332 | 40770.6164 | -649629.0495 | 13459545.4269 | 4436608.6307 | 9022936.7962 |
| Total P&L (%) | -608.8584 | 40.7706 | -649.6291 | 13459.5454 | 4436.6086 | 9022.9368 |
| Avg Daily Profit (%) | -0.3317 | 0.0222 | -0.3539 | 0.2678 | 0.208 | 0.2462 |
| Buy And Hold Return (%) | 686.3033 | 686.3033 | 686.3033 | 686.3033 | 686.3033 | 686.3033 |
| Max Trade Drawdown | -866977 | -66704 | -823908 | -2896695 | -574230 | -3218310 |
| Profit Factor | 0.4614 | 1.3282 | 0.3544 | 2.5184 | 2.821 | 2.4037 |
| Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
| Winning Trades | 83 | 37 | 46 | 53 | 29 | 24 |
| Losing Trades | 24 | 17 | 7 | 54 | 25 | 29 |
| Profitability (%) | 77.5701 | 68.5185 | 86.7925 | 49.5327 | 53.7037 | 45.283 |
| Ratio Avg Win / Avg Loss | 0.1334 | 0.6103 | 0.0539 | 2.566 | 2.4319 | 2.9045 |
| Largest Winning Trade | 24383 | 17229 | 24383 | 5800978 | 1391200 | 5800978 |
| Largest Losing Trade | -610867 | -66704 | -610867 | -1842338 | -521065 | -1842338 |
| Avg Bars in Trades | 83 | 30 | 137 | 83 | 30 | 137 |
| Avg Bars in Winners | 45 | 14 | 71 | 82 | 36 | 137 |
| Avg Bars in Losers | 214 | 67 | 572 | 85 | 25 | 137 |
| Bars Traded | 8957 | 1670 | 7287 | 8957 | 1670 | 7287 |
| Profit Streak | 199.8996 | 199.8996 | 241.2329 | 199.8996 | 199.8996 | 241.2329 |
| Trades During Streak | 8 | 4 | 8 | 8 | 4 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575151 | -506651 | -754812 | 540389 | -165054 | -167407 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11015,
"evaluation_days": 1835.83,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603972800000,
"last_datapoint_time": 1759348800000,
"evaluation_time": 1759354523831,
"expiration_time": 1764107280000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 8,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 225,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
-608858.4331708325,
40770.6163573645,
-649629.0495281969,
13459545.426910596,
4436608.63071288,
9022936.796197714
],
[
-608.858433,
40.770616,
-649.62905,
13459.545427,
4436.608631,
9022.936796
],
[
-0.331653,
0.022208,
-0.353861,
0.267794,
0.208011,
0.246152
],
[
686.30327,
686.30327,
686.30327,
686.30327,
686.30327,
686.30327
],
[
-866977,
-66704,
-823908,
-2896695,
-574230,
-3218310
],
[
0.461367,
1.328232,
0.354351,
2.518443,
2.821047,
2.403748
],
[
107,
54,
53,
107,
54,
53
],
[
83,
37,
46,
53,
29,
24
],
[
24,
17,
7,
54,
25,
29
],
[
77.570093,
68.518519,
86.792453,
49.53271,
53.703704,
45.283019
],
[
0.133407,
0.610269,
0.053923,
2.565961,
2.431937,
2.904528
],
[
24383,
17229,
24383,
5800978,
1391200,
5800978
],
[
-610867,
-66704,
-610867,
-1842338,
-521065,
-1842338
],
[
83,
30,
137,
83,
30,
137
],
[
45,
14,
71,
82,
36,
137
],
[
214,
67,
572,
85,
25,
137
],
[
8957,
1670,
7287,
8957,
1670,
7287
],
[
199.899581,
199.899581,
241.232915,
199.899581,
199.899581,
241.232915
],
[
8,
4,
8,
8,
4,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575151,
-506651,
-754812,
540389,
-165054,
-167407
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11015,
"evaluation_days": 1835.83,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603972800000,
"last_datapoint_time": 1759348800000,
"evaluation_time": 1759354523831,
"expiration_time": 1764107280000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 8,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 225,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|