| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 102669.7965 | 41230.7641 | 61439.0325 | 134517.4118 | 59233.4036 | 75284.0082 |
| Total P&L (%) | 102.6698 | 41.2308 | 61.439 | 134.5174 | 59.2334 | 75.284 |
| Avg Daily Profit (%) | 0.3942 | 0.1583 | 0.2359 | 0.3278 | 0.1788 | 0.2157 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -47824 | -33050 | -33592 | -68600 | -52984 | -60213 |
| Profit Factor | 1.5932 | 1.5761 | 1.6052 | 1.4611 | 1.5071 | 1.4304 |
| Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
| Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
| Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
| Profitability (%) | 58.8235 | 54.902 | 62.7451 | 58.8235 | 54.902 | 62.7451 |
| Ratio Avg Win / Avg Loss | 1.1152 | 1.2947 | 0.9531 | 1.0228 | 1.2379 | 0.8493 |
| Largest Winning Trade | 17910 | 14529 | 17910 | 26005 | 15506 | 26005 |
| Largest Losing Trade | -15029 | -9449 | -15029 | -33884 | -16178 | -33884 |
| Avg Bars in Trades | 237 | 255 | 219 | 237 | 255 | 219 |
| Avg Bars in Winners | 210 | 222 | 199 | 210 | 222 | 199 |
| Avg Bars in Losers | 276 | 295 | 253 | 276 | 295 | 253 |
| Bars Traded | 24199 | 13015 | 11184 | 24199 | 13015 | 11184 |
| Profit Streak | 10.3441 | 10.542 | 10.3441 | 10.3441 | 10.542 | 10.3441 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 457701 | -172794 | -171525 | 408215 | -171646 | -172173 |
{
"trading_pair": "AVAX_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735183800000,
"first_datapoint_time": 1735380000000,
"last_datapoint_time": 1757682900000,
"evaluation_time": 1757683828704,
"expiration_time": 1764162900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 164,
"offset": 55
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 122,
"offset": 80
}
}
} {
"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": [
[
102669.7965261857,
41230.7640753822,
61439.0324508036,
134517.4117528757,
59233.403559085,
75284.0081937906
],
[
102.669797,
41.230764,
61.439032,
134.517412,
59.233404,
75.284008
],
[
0.394247,
0.158324,
0.235923,
0.327838,
0.178795,
0.215745
],
[
10,
10,
10,
10,
10,
10
],
[
-47824,
-33050,
-33592,
-68600,
-52984,
-60213
],
[
1.593178,
1.576124,
1.605199,
1.461123,
1.507055,
1.430444
],
[
102,
51,
51,
102,
51,
51
],
[
60,
28,
32,
60,
28,
32
],
[
42,
23,
19,
42,
23,
19
],
[
58.823529,
54.901961,
62.745098,
58.823529,
54.901961,
62.745098
],
[
1.115224,
1.294674,
0.953087,
1.022786,
1.237938,
0.849326
],
[
17910,
14529,
17910,
26005,
15506,
26005
],
[
-15029,
-9449,
-15029,
-33884,
-16178,
-33884
],
[
237,
255,
219,
237,
255,
219
],
[
210,
222,
199,
210,
222,
199
],
[
276,
295,
253,
276,
295,
253
],
[
24199,
13015,
11184,
24199,
13015,
11184
],
[
10.344082,
10.541999,
10.344082,
10.344082,
10.541999,
10.344082
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
457701,
-172794,
-171525,
408215,
-171646,
-172173
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735183800000,
"first_datapoint_time": 1735380000000,
"last_datapoint_time": 1757682900000,
"evaluation_time": 1757683828704,
"expiration_time": 1764162900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 164,
"offset": 55
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 122,
"offset": 80
}
}
}
| # | 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) |
|---|