| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1672295.5436 | 1504627.8112 | 167667.7325 | 43025942.0047 | 31117860.1615 | 11908081.8432 |
| Total P&L (%) | 1672.2955 | 1504.6278 | 167.6677 | 43025.942 | 31117.8602 | 11908.0818 |
| Avg Daily Profit (%) | 0.9215 | 0.8291 | 0.0924 | 0.3349 | 0.317 | 0.2642 |
| Buy And Hold Return (%) | 539.1104 | 539.1104 | 539.1104 | 539.1104 | 539.1104 | 539.1104 |
| Max Trade Drawdown | -72086 | -38814 | -48340 | -52541166 | -25179429 | -36137267 |
| Profit Factor | 3.7527 | 6.5517 | 1.4983 | 1.282 | 1.4299 | 1.1485 |
| Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
| Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
| Losing Trades | 100 | 52 | 48 | 100 | 52 | 48 |
| Profitability (%) | 34.6405 | 31.5789 | 37.6623 | 34.6405 | 31.5789 | 37.6623 |
| Ratio Avg Win / Avg Loss | 7.0806 | 14.1954 | 2.4799 | 2.4189 | 3.0981 | 1.901 |
| Largest Winning Trade | 865886 | 865886 | 78458 | 28567831 | 28567831 | 18788282 |
| Largest Losing Trade | -30457 | -14456 | -30457 | -10010804 | -7614712 | -10010804 |
| Avg Bars in Trades | 34 | 32 | 37 | 34 | 32 | 37 |
| Avg Bars in Winners | 74 | 71 | 76 | 74 | 71 | 76 |
| Avg Bars in Losers | 14 | 14 | 13 | 14 | 14 | 13 |
| Bars Traded | 5337 | 2469 | 2867 | 5337 | 2469 | 2867 |
| 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 | 430555 | -38199 | -279738 | 183755 | -45595 | -94202 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5444,
"evaluation_days": 1814.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602547200000,
"last_datapoint_time": 1757491200000,
"evaluation_time": 1757510970749,
"expiration_time": 1762194816000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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": [
[
1672295.5436414997,
1504627.8111827986,
167667.7324587022,
43025942.004706234,
31117860.16154842,
11908081.843157846
],
[
1672.295544,
1504.627811,
167.667732,
43025.942005,
31117.860162,
11908.081843
],
[
0.921543,
0.829147,
0.092396,
0.334874,
0.317009,
0.264207
],
[
539.110412,
539.110412,
539.110412,
539.110412,
539.110412,
539.110412
],
[
-72086,
-38814,
-48340,
-52541166,
-25179429,
-36137267
],
[
3.752702,
6.551724,
1.498283,
1.282036,
1.429912,
1.14853
],
[
153,
76,
77,
153,
76,
77
],
[
53,
24,
29,
53,
24,
29
],
[
100,
52,
48,
100,
52,
48
],
[
34.640523,
31.578947,
37.662338,
34.640523,
31.578947,
37.662338
],
[
7.080569,
14.195403,
2.479917,
2.418937,
3.098143,
1.901016
],
[
865886,
865886,
78458,
28567831,
28567831,
18788282
],
[
-30457,
-14456,
-30457,
-10010804,
-7614712,
-10010804
],
[
34,
32,
37,
34,
32,
37
],
[
74,
71,
76,
74,
71,
76
],
[
14,
14,
13,
14,
14,
13
],
[
5337,
2469,
2867,
5337,
2469,
2867
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
430555,
-38199,
-279738,
183755,
-45595,
-94202
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5444,
"evaluation_days": 1814.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602547200000,
"last_datapoint_time": 1757491200000,
"evaluation_time": 1757510970749,
"expiration_time": 1762194816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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) |
|---|