| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1126527.1047 | 964047.61 | 162479.4947 | 21074107.4171 | 17294499.2257 | 3779608.1914 |
| Total P&L (%) | 1126.5271 | 964.0476 | 162.4795 | 21074.1074 | 17294.4992 | 3779.6082 |
| Avg Daily Profit (%) | 0.621 | 0.5314 | 0.0896 | 0.2957 | 0.2848 | 0.2019 |
| Buy And Hold Return (%) | 349.557 | 349.557 | 349.557 | 349.557 | 349.557 | 349.557 |
| Max Trade Drawdown | -59561 | -62734 | -55850 | -17522337 | -16984220 | -9884608 |
| Profit Factor | 2.1142 | 2.8727 | 1.3274 | 1.2318 | 1.3741 | 1.0846 |
| Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
| Winning Trades | 102 | 45 | 57 | 102 | 45 | 57 |
| Losing Trades | 196 | 104 | 92 | 196 | 104 | 92 |
| Profitability (%) | 34.2282 | 30.2013 | 38.255 | 34.2282 | 30.2013 | 38.255 |
| Ratio Avg Win / Avg Loss | 4.0626 | 6.6392 | 2.1425 | 2.367 | 3.1757 | 1.7506 |
| Largest Winning Trade | 272676 | 272676 | 46184 | 8429906 | 8429906 | 5364114 |
| Largest Losing Trade | -18254 | -16161 | -18254 | -6896609 | -3904654 | -6896609 |
| Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
| Avg Bars in Winners | 25 | 27 | 23 | 25 | 27 | 23 |
| Avg Bars in Losers | 5 | 4 | 5 | 5 | 4 | 5 |
| Bars Traded | 3589 | 1718 | 1871 | 3589 | 1718 | 1871 |
| 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 | 304076 | 196105 | -242244 | 192109 | 101838 | -122771 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3628,
"evaluation_days": 1814,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1600732800000,
"last_datapoint_time": 1757419200000,
"evaluation_time": 1757451794463,
"expiration_time": 1762121088000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 47,
"offset": 0,
"poles": 2
}
},
"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": [
[
1126527.1047204724,
964047.6100066146,
162479.4947138577,
21074107.417116523,
17294499.225687195,
3779608.191429346
],
[
1126.527105,
964.04761,
162.479495,
21074.107417,
17294.499226,
3779.608191
],
[
0.621018,
0.531449,
0.08957,
0.29566,
0.284789,
0.201875
],
[
349.557031,
349.557031,
349.557031,
349.557031,
349.557031,
349.557031
],
[
-59561,
-62734,
-55850,
-17522337,
-16984220,
-9884608
],
[
2.114229,
2.872727,
1.327411,
1.2318,
1.374102,
1.084582
],
[
298,
149,
149,
298,
149,
149
],
[
102,
45,
57,
102,
45,
57
],
[
196,
104,
92,
196,
104,
92
],
[
34.228188,
30.201342,
38.255034,
34.228188,
30.201342,
38.255034
],
[
4.062636,
6.639192,
2.142489,
2.366989,
3.175703,
1.750554
],
[
272676,
272676,
46184,
8429906,
8429906,
5364114
],
[
-18254,
-16161,
-18254,
-6896609,
-3904654,
-6896609
],
[
12,
11,
12,
12,
11,
12
],
[
25,
27,
23,
25,
27,
23
],
[
5,
4,
5,
5,
4,
5
],
[
3589,
1718,
1871,
3589,
1718,
1871
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304076,
196105,
-242244,
192109,
101838,
-122771
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3628,
"evaluation_days": 1814,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1600732800000,
"last_datapoint_time": 1757419200000,
"evaluation_time": 1757451794463,
"expiration_time": 1762121088000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 47,
"offset": 0,
"poles": 2
}
},
"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) |
|---|