| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 92652.3871 | 51851.8323 | 40800.5547 | 106291.3359 | 75241.8247 | 31049.5112 |
| Total P&L (%) | 92.6524 | 51.8518 | 40.8006 | 106.2913 | 75.2418 | 31.0495 |
| Avg Daily Profit (%) | 0.3558 | 0.1991 | 0.1567 | 0.2784 | 0.2157 | 0.1039 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -23651 | -30549 | -26083 | -40691 | -38715 | -48219 |
| Profit Factor | 1.5984 | 1.5897 | 1.6098 | 1.4325 | 1.5693 | 1.2734 |
| Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
| Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
| Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
| Profitability (%) | 44.8276 | 38.6364 | 51.1628 | 44.8276 | 38.6364 | 51.1628 |
| Ratio Avg Win / Avg Loss | 1.9673 | 2.5249 | 1.5366 | 1.7631 | 2.4923 | 1.2155 |
| Largest Winning Trade | 34652 | 34652 | 18295 | 51168 | 51168 | 17379 |
| Largest Losing Trade | -11583 | -11583 | -6813 | -14040 | -13331 | -14040 |
| Avg Bars in Trades | 278 | 289 | 267 | 278 | 289 | 267 |
| Avg Bars in Winners | 407 | 448 | 376 | 407 | 448 | 376 |
| Avg Bars in Losers | 173 | 189 | 153 | 173 | 189 | 153 |
| Bars Traded | 24228 | 12730 | 11498 | 24228 | 12730 | 11498 |
| Profit Streak | 5.9722 | 14.2431 | 0 | 5.9722 | 14.2431 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 341799 | 168769 | 250307 | 281504 | 212908 | -58579 |
{
"trading_pair": "AVAX_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736036100000,
"first_datapoint_time": 1736301600000,
"last_datapoint_time": 1758535200000,
"evaluation_time": 1758535501081,
"expiration_time": 1765015200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 205,
"offset": 91
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 168,
"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": [
[
92652.3870673268,
51851.8323208641,
40800.5547464628,
106291.3359495304,
75241.8247431857,
31049.5112063447
],
[
92.652387,
51.851832,
40.800555,
106.291336,
75.241825,
31.049511
],
[
0.355781,
0.199108,
0.156672,
0.278445,
0.215652,
0.103888
],
[
10,
10,
10,
10,
10,
10
],
[
-23651,
-30549,
-26083,
-40691,
-38715,
-48219
],
[
1.59841,
1.589747,
1.609793,
1.432499,
1.569253,
1.273361
],
[
87,
44,
43,
87,
44,
43
],
[
39,
17,
22,
39,
17,
22
],
[
48,
27,
21,
48,
27,
21
],
[
44.827586,
38.636364,
51.162791,
44.827586,
38.636364,
51.162791
],
[
1.967274,
2.524892,
1.536621,
1.763076,
2.492343,
1.215481
],
[
34652,
34652,
18295,
51168,
51168,
17379
],
[
-11583,
-11583,
-6813,
-14040,
-13331,
-14040
],
[
278,
289,
267,
278,
289,
267
],
[
407,
448,
376,
407,
448,
376
],
[
173,
189,
153,
173,
189,
153
],
[
24228,
12730,
11498,
24228,
12730,
11498
],
[
5.972235,
14.243068,
0,
5.972235,
14.243068,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
341799,
168769,
250307,
281504,
212908,
-58579
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736036100000,
"first_datapoint_time": 1736301600000,
"last_datapoint_time": 1758535200000,
"evaluation_time": 1758535501081,
"expiration_time": 1765015200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 205,
"offset": 91
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 168,
"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) |
|---|