| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 413848.24 | 388661.6959 | 25186.5441 | 189710.1955 | 156258.31 | 33451.8855 |
| Total P&L (%) | 413.8482 | 388.6617 | 25.1865 | 189.7102 | 156.2583 | 33.4519 |
| Avg Daily Profit (%) | 0.3973 | 0.3731 | 0.0242 | 0.1022 | 0.0904 | 0.0277 |
| Buy And Hold Return (%) | 53.4063 | 53.4063 | 53.4063 | 53.4063 | 53.4063 | 53.4063 |
| Max Trade Drawdown | -108468 | -99011 | -36679 | -494063 | -440795 | -111134 |
| Profit Factor | 1.6819 | 1.88 | 1.1525 | 1.1328 | 1.1478 | 1.0901 |
| Total Trades | 257 | 128 | 129 | 257 | 128 | 129 |
| Winning Trades | 97 | 41 | 56 | 97 | 41 | 56 |
| Losing Trades | 160 | 87 | 73 | 160 | 87 | 73 |
| Profitability (%) | 37.7432 | 32.0313 | 43.4109 | 37.7432 | 32.0313 | 43.4109 |
| Ratio Avg Win / Avg Loss | 2.7743 | 3.9892 | 1.5023 | 1.8686 | 2.4356 | 1.421 |
| Largest Winning Trade | 348036 | 348036 | 20455 | 322204 | 322204 | 41888 |
| Largest Losing Trade | -26792 | -26792 | -19259 | -125350 | -125350 | -35997 |
| Avg Bars in Trades | 94 | 163 | 26 | 94 | 163 | 26 |
| Avg Bars in Winners | 149 | 307 | 33 | 149 | 307 | 33 |
| Avg Bars in Losers | 61 | 95 | 20 | 61 | 95 | 20 |
| Bars Traded | 24352 | 20947 | 3405 | 24352 | 20947 | 3405 |
| Profit Streak | 78.0372 | 78.4538 | 78.0372 | 78.0372 | 78.4538 | 78.0372 |
| Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 377606 | 246106 | -379589 | -134507 | -138111 | -444571 |
{
"trading_pair": "AVAX_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1667390400000,
"first_datapoint_time": 1667926800000,
"last_datapoint_time": 1757390400000,
"evaluation_time": 1757393610864,
"expiration_time": 1763870400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 26,
"offset": 41,
"scalar": 4
}
}
} {
"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": [
[
413848.2399897517,
388661.6958907896,
25186.5440989622,
189710.19553375,
156258.3099972143,
33451.8855365358
],
[
413.84824,
388.661696,
25.186544,
189.710196,
156.25831,
33.451886
],
[
0.397293,
0.373114,
0.024179,
0.102168,
0.090378,
0.027707
],
[
53.406326,
53.406326,
53.406326,
53.406326,
53.406326,
53.406326
],
[
-108468,
-99011,
-36679,
-494063,
-440795,
-111134
],
[
1.681929,
1.879969,
1.152459,
1.132833,
1.147834,
1.090118
],
[
257,
128,
129,
257,
128,
129
],
[
97,
41,
56,
97,
41,
56
],
[
160,
87,
73,
160,
87,
73
],
[
37.743191,
32.03125,
43.410853,
37.743191,
32.03125,
43.410853
],
[
2.774316,
3.989203,
1.502312,
1.868591,
2.435648,
1.421047
],
[
348036,
348036,
20455,
322204,
322204,
41888
],
[
-26792,
-26792,
-19259,
-125350,
-125350,
-35997
],
[
94,
163,
26,
94,
163,
26
],
[
149,
307,
33,
149,
307,
33
],
[
61,
95,
20,
61,
95,
20
],
[
24352,
20947,
3405,
24352,
20947,
3405
],
[
78.037163,
78.453829,
78.037163,
78.037163,
78.453829,
78.037163
],
[
4,
3,
2,
4,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
377606,
246106,
-379589,
-134507,
-138111,
-444571
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1667390400000,
"first_datapoint_time": 1667926800000,
"last_datapoint_time": 1757390400000,
"evaluation_time": 1757393610864,
"expiration_time": 1763870400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 26,
"offset": 41,
"scalar": 4
}
}
}
| # | 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) |
|---|