| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 125072.4599 | 67618.0143 | 57454.4455 | 135619.1421 | 65058.3809 | 70560.7612 |
| Total P&L (%) | 125.0725 | 67.618 | 57.4544 | 135.6191 | 65.0584 | 70.5608 |
| Avg Daily Profit (%) | 0.2401 | 0.1298 | 0.1103 | 0.1647 | 0.0963 | 0.1026 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -48804 | -64015 | -22251 | -118974 | -151760 | -43708 |
| Profit Factor | 1.4911 | 1.4038 | 1.6587 | 1.2705 | 1.1933 | 1.4283 |
| Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
| Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
| Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
| Profitability (%) | 53.8462 | 50 | 57.6923 | 53.8462 | 50 | 57.6923 |
| Ratio Avg Win / Avg Loss | 1.2781 | 1.4038 | 1.2164 | 1.089 | 1.1933 | 1.0475 |
| Largest Winning Trade | 28044 | 28044 | 14080 | 53052 | 53052 | 26246 |
| Largest Losing Trade | -32633 | -32633 | -17067 | -88996 | -88996 | -33322 |
| Avg Bars in Trades | 233 | 347 | 119 | 233 | 347 | 119 |
| Avg Bars in Winners | 165 | 246 | 94 | 165 | 246 | 94 |
| Avg Bars in Losers | 313 | 448 | 154 | 313 | 448 | 154 |
| Bars Traded | 24304 | 18076 | 6228 | 24304 | 18076 | 6228 |
| Profit Streak | 7.4108 | 9.9733 | 0 | 7.4108 | 9.9733 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 363673 | -199104 | -224155 | 291930 | -252688 | -234810 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712883600000,
"first_datapoint_time": 1713450600000,
"last_datapoint_time": 1757881800000,
"evaluation_time": 1757883094469,
"expiration_time": 1764361800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 82,
"offset": 62
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 99,
"offset": 217
}
}
} {
"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": [
[
125072.4598583592,
67618.0143133053,
57454.4455450539,
135619.1421088153,
65058.380937658,
70560.7611711572
],
[
125.07246,
67.618014,
57.454446,
135.619142,
65.058381,
70.560761
],
[
0.240141,
0.129827,
0.110313,
0.164689,
0.096264,
0.102566
],
[
10,
10,
10,
10,
10,
10
],
[
-48804,
-64015,
-22251,
-118974,
-151760,
-43708
],
[
1.491078,
1.40376,
1.658739,
1.270498,
1.193257,
1.428349
],
[
104,
52,
52,
104,
52,
52
],
[
56,
26,
30,
56,
26,
30
],
[
48,
26,
22,
48,
26,
22
],
[
53.846154,
50,
57.692308,
53.846154,
50,
57.692308
],
[
1.278067,
1.40376,
1.216408,
1.088998,
1.193257,
1.047456
],
[
28044,
28044,
14080,
53052,
53052,
26246
],
[
-32633,
-32633,
-17067,
-88996,
-88996,
-33322
],
[
233,
347,
119,
233,
347,
119
],
[
165,
246,
94,
165,
246,
94
],
[
313,
448,
154,
313,
448,
154
],
[
24304,
18076,
6228,
24304,
18076,
6228
],
[
7.410815,
9.973316,
0,
7.410816,
9.973316,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
363673,
-199104,
-224155,
291930,
-252688,
-234810
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712883600000,
"first_datapoint_time": 1713450600000,
"last_datapoint_time": 1757881800000,
"evaluation_time": 1757883094469,
"expiration_time": 1764361800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 82,
"offset": 62
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 99,
"offset": 217
}
}
}
| # | 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) |
|---|