| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1085334.8845 | 977876.1863 | 107458.6982 | 6019431.4644 | 6676575.0373 | -657143.5729 |
| Total P&L (%) | 1085.3349 | 977.8762 | 107.4587 | 6019.4315 | 6676.575 | -657.1436 |
| Avg Daily Profit (%) | 0.596 | 0.537 | 0.059 | 0.2262 | 0.2318 | 0 |
| Buy And Hold Return (%) | 765.6424 | 765.6424 | 765.6424 | 765.6424 | 765.6424 | 765.6424 |
| Max Trade Drawdown | -101418 | -65906 | -51094 | -6123151 | -3702765 | -2810149 |
| Profit Factor | 4.0692 | 5.6123 | 1.7588 | 1.4765 | 1.9795 | 0.887 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
| Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
| Profitability (%) | 53.3333 | 50 | 56.6667 | 53.3333 | 50 | 56.6667 |
| Ratio Avg Win / Avg Loss | 3.5605 | 5.6123 | 1.345 | 1.2919 | 1.9795 | 0.6783 |
| Largest Winning Trade | 390841 | 390841 | 52332 | 6361828 | 6361828 | 1223242 |
| Largest Losing Trade | -53553 | -53553 | -31781 | -3052183 | -3052183 | -2380556 |
| Avg Bars in Trades | 57 | 82 | 31 | 57 | 82 | 31 |
| Avg Bars in Winners | 64 | 99 | 33 | 64 | 99 | 33 |
| Avg Bars in Losers | 48 | 64 | 29 | 48 | 64 | 29 |
| Bars Traded | 3422 | 2467 | 955 | 3422 | 2467 | 955 |
| 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 | -190406 | -60424 | -276862 | -163643 | 432812 | -579961 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3642,
"evaluation_days": 1821,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1609675200000,
"last_datapoint_time": 1758024000000,
"evaluation_time": 1758041617936,
"expiration_time": 1762744032000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 208,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 200,
"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": [
[
1085334.884485295,
977876.1862883505,
107458.698196945,
6019431.464392341,
6676575.037341838,
-657143.5729494976
],
[
1085.334884,
977.876186,
107.458698,
6019.431464,
6676.575037,
-657.143573
],
[
0.59601,
0.537,
0.059011,
0.226178,
0.231792,
0
],
[
765.642386,
765.642386,
765.642386,
765.642386,
765.642386,
765.642386
],
[
-101418,
-65906,
-51094,
-6123151,
-3702765,
-2810149
],
[
4.069163,
5.612273,
1.758838,
1.476497,
1.979466,
0.887014
],
[
60,
30,
30,
60,
30,
30
],
[
32,
15,
17,
32,
15,
17
],
[
28,
15,
13,
28,
15,
13
],
[
53.333333,
50,
56.666667,
53.333333,
50,
56.666667
],
[
3.560517,
5.612273,
1.344994,
1.291935,
1.979466,
0.678305
],
[
390841,
390841,
52332,
6361828,
6361828,
1223242
],
[
-53553,
-53553,
-31781,
-3052183,
-3052183,
-2380556
],
[
57,
82,
31,
57,
82,
31
],
[
64,
99,
33,
64,
99,
33
],
[
48,
64,
29,
48,
64,
29
],
[
3422,
2467,
955,
3422,
2467,
955
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-190406,
-60424,
-276862,
-163643,
432812,
-579961
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3642,
"evaluation_days": 1821,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1609675200000,
"last_datapoint_time": 1758024000000,
"evaluation_time": 1758041617936,
"expiration_time": 1762744032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 208,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 200,
"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) |
|---|