| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1658680.3232 | 1496465.6516 | 162214.6715 | 38518446.9701 | 26901583.7855 | 11616863.1846 |
| Total P&L (%) | 1658.6803 | 1496.4657 | 162.2147 | 38518.447 | 26901.5838 | 11616.8632 |
| Avg Daily Profit (%) | 0.9135 | 0.8242 | 0.0893 | 0.3286 | 0.3088 | 0.2627 |
| Buy And Hold Return (%) | 544.2953 | 544.2953 | 544.2953 | 544.2953 | 544.2953 | 544.2953 |
| Max Trade Drawdown | -70196 | -43210 | -50915 | -45267796 | -27178689 | -33663131 |
| Profit Factor | 3.7164 | 6.5497 | 1.4757 | 1.2749 | 1.4125 | 1.1551 |
| Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
| Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
| Losing Trades | 97 | 50 | 47 | 97 | 50 | 47 |
| Profitability (%) | 35.7616 | 33.3333 | 38.1579 | 35.7616 | 33.3333 | 38.1579 |
| Ratio Avg Win / Avg Loss | 6.6758 | 13.0995 | 2.3917 | 2.2901 | 2.825 | 1.872 |
| Largest Winning Trade | 865886 | 865886 | 78469 | 27390598 | 27390598 | 18014049 |
| Largest Losing Trade | -30457 | -14412 | -30457 | -7895481 | -7300922 | -7895481 |
| Avg Bars in Trades | 35 | 32 | 37 | 35 | 32 | 37 |
| Avg Bars in Winners | 73 | 70 | 75 | 73 | 70 | 75 |
| Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
| 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 | 442919 | -45058 | -291257 | 195565 | -52589 | -94323 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5447,
"evaluation_days": 1815.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602576000000,
"last_datapoint_time": 1757577600000,
"evaluation_time": 1757595798557,
"expiration_time": 1762283808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 65,
"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": [
[
1658680.3231603685,
1496465.6516156946,
162214.6715446732,
38518446.97006982,
26901583.785502005,
11616863.184567828
],
[
1658.680323,
1496.465652,
162.214672,
38518.44697,
26901.583786,
11616.863185
],
[
0.913536,
0.824195,
0.089341,
0.328589,
0.308818,
0.262706
],
[
544.295302,
544.295302,
544.295302,
544.295302,
544.295302,
544.295302
],
[
-70196,
-43210,
-50915,
-45267796,
-27178689,
-33663131
],
[
3.7164,
6.549747,
1.475743,
1.274877,
1.412484,
1.155075
],
[
151,
75,
76,
151,
75,
76
],
[
54,
25,
29,
54,
25,
29
],
[
97,
50,
47,
97,
50,
47
],
[
35.761589,
33.333333,
38.157895,
35.761589,
33.333333,
38.157895
],
[
6.675756,
13.099494,
2.391721,
2.290057,
2.824968,
1.872018
],
[
865886,
865886,
78469,
27390598,
27390598,
18014049
],
[
-30457,
-14412,
-30457,
-7895481,
-7300922,
-7895481
],
[
35,
32,
37,
35,
32,
37
],
[
73,
70,
75,
73,
70,
75
],
[
14,
14,
14,
14,
14,
14
],
[
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
],
[
442919,
-45058,
-291257,
195565,
-52589,
-94323
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5447,
"evaluation_days": 1815.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602576000000,
"last_datapoint_time": 1757577600000,
"evaluation_time": 1757595798557,
"expiration_time": 1762283808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 65,
"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) |
|---|