| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 80615.3763 | 7117.2161 | 73498.1603 | 97332.9263 | 15680.8683 | 81652.058 |
| Total P&L (%) | 80.6154 | 7.1172 | 73.4982 | 97.3329 | 15.6809 | 81.6521 |
| Avg Daily Profit (%) | 0.3096 | 0.0273 | 0.2822 | 0.2614 | 0.056 | 0.2295 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -29119 | -15363 | -28570 | -56801 | -19205 | -55778 |
| Profit Factor | 1.8068 | 1.2552 | 2.0204 | 1.5835 | 1.3779 | 1.6517 |
| Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
| Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
| Profitability (%) | 59.7403 | 58.9744 | 60.5263 | 59.7403 | 58.9744 | 60.5263 |
| Ratio Avg Win / Avg Loss | 1.2176 | 0.8732 | 1.3177 | 1.0672 | 0.9585 | 1.0772 |
| Largest Winning Trade | 21281 | 4176 | 21281 | 32764 | 8637 | 32764 |
| Largest Losing Trade | -17912 | -7914 | -17912 | -31900 | -10561 | -31900 |
| Avg Bars in Trades | 204 | 16 | 397 | 204 | 16 | 397 |
| Avg Bars in Winners | 182 | 12 | 351 | 182 | 12 | 351 |
| Avg Bars in Losers | 238 | 21 | 468 | 238 | 21 | 468 |
| Bars Traded | 15756 | 642 | 15113 | 15756 | 642 | 15113 |
| Profit Streak | 0 | 0 | 92.2242 | 0 | 0 | 92.2242 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -35258 | -323656 | 431779 | -36170 | -129015 | 389930 |
{
"trading_pair": "AVAX_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735344000000,
"first_datapoint_time": 1735531200000,
"last_datapoint_time": 1757843100000,
"evaluation_time": 1757843567906,
"expiration_time": 1764323100000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 209,
"offset": 0,
"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": [
[
80615.376331954,
7117.216067621,
73498.160264333,
97332.9262938872,
15680.8682894388,
81652.0580044484
],
[
80.615376,
7.117216,
73.49816,
97.332926,
15.680868,
81.652058
],
[
0.309559,
0.02733,
0.282229,
0.261351,
0.05595,
0.229478
],
[
10,
10,
10,
10,
10,
10
],
[
-29119,
-15363,
-28570,
-56801,
-19205,
-55778
],
[
1.806833,
1.25521,
2.020409,
1.583544,
1.377882,
1.651655
],
[
77,
39,
38,
77,
39,
38
],
[
46,
23,
23,
46,
23,
23
],
[
31,
16,
15,
31,
16,
15
],
[
59.74026,
58.974359,
60.526316,
59.74026,
58.974359,
60.526316
],
[
1.217648,
0.87319,
1.317658,
1.067171,
0.958527,
1.077167
],
[
21281,
4176,
21281,
32764,
8637,
32764
],
[
-17912,
-7914,
-17912,
-31900,
-10561,
-31900
],
[
204,
16,
397,
204,
16,
397
],
[
182,
12,
351,
182,
12,
351
],
[
238,
21,
468,
238,
21,
468
],
[
15756,
642,
15113,
15756,
642,
15113
],
[
0,
0,
92.224165,
0,
0,
92.224166
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-35258,
-323656,
431779,
-36170,
-129015,
389930
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735344000000,
"first_datapoint_time": 1735531200000,
"last_datapoint_time": 1757843100000,
"evaluation_time": 1757843567906,
"expiration_time": 1764323100000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 209,
"offset": 0,
"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) |
|---|