| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 137354.7975 | 74361.2863 | 62993.5112 | 150062.5278 | 86609.2937 | 63453.2341 |
| Total P&L (%) | 137.3548 | 74.3613 | 62.9935 | 150.0625 | 86.6093 | 63.4532 |
| Avg Daily Profit (%) | 0.2637 | 0.1428 | 0.1209 | 0.1761 | 0.1199 | 0.0944 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -56157 | -58459 | -28442 | -143949 | -148253 | -84424 |
| Profit Factor | 1.3657 | 1.3768 | 1.3534 | 1.1867 | 1.2088 | 1.1631 |
| Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
| Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
| Losing Trades | 92 | 48 | 44 | 92 | 48 | 44 |
| Profitability (%) | 43.2099 | 40.7407 | 45.679 | 43.2099 | 40.7407 | 45.679 |
| Ratio Avg Win / Avg Loss | 1.7949 | 2.0026 | 1.6095 | 1.5597 | 1.7583 | 1.3832 |
| Largest Winning Trade | 42648 | 42648 | 22591 | 67322 | 67322 | 53228 |
| Largest Losing Trade | -14136 | -11434 | -14136 | -34690 | -27313 | -34690 |
| Avg Bars in Trades | 150 | 141 | 158 | 150 | 141 | 158 |
| Avg Bars in Winners | 234 | 231 | 236 | 234 | 231 | 236 |
| Avg Bars in Losers | 85 | 79 | 92 | 85 | 79 | 92 |
| Bars Traded | 24305 | 11456 | 12849 | 24305 | 11456 | 12849 |
| Profit Streak | 10.226 | 14.1635 | 10.226 | 10.226 | 14.1635 | 10.226 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 306092 | -16308 | -44037 | -7863 | -47900 | -122023 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712705400000,
"first_datapoint_time": 1713049200000,
"last_datapoint_time": 1757703600000,
"evaluation_time": 1757705122473,
"expiration_time": 1764183600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 192,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 107,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
137354.797549467,
74361.2863045004,
62993.5112449667,
150062.527805106,
86609.2936883548,
63453.2341167511
],
[
137.354798,
74.361286,
62.993511,
150.062528,
86.609294,
63.453234
],
[
0.263723,
0.142775,
0.120948,
0.176132,
0.119851,
0.094386
],
[
10,
10,
10,
10,
10,
10
],
[
-56157,
-58459,
-28442,
-143949,
-148253,
-84424
],
[
1.365701,
1.376781,
1.353432,
1.186723,
1.208848,
1.163134
],
[
162,
81,
81,
162,
81,
81
],
[
70,
33,
37,
70,
33,
37
],
[
92,
48,
44,
92,
48,
44
],
[
43.209877,
40.740741,
45.679012,
43.209877,
40.740741,
45.679012
],
[
1.794921,
2.002591,
1.609487,
1.559693,
1.758325,
1.383187
],
[
42648,
42648,
22591,
67322,
67322,
53228
],
[
-14136,
-11434,
-14136,
-34690,
-27313,
-34690
],
[
150,
141,
158,
150,
141,
158
],
[
234,
231,
236,
234,
231,
236
],
[
85,
79,
92,
85,
79,
92
],
[
24305,
11456,
12849,
24305,
11456,
12849
],
[
10.225954,
14.163454,
10.225954,
10.225955,
14.163455,
10.225955
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
306092,
-16308,
-44037,
-7863,
-47900,
-122023
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712705400000,
"first_datapoint_time": 1713049200000,
"last_datapoint_time": 1757703600000,
"evaluation_time": 1757705122473,
"expiration_time": 1764183600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 192,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 107,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|