| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 66832.7335 | 18707.0845 | 48125.649 | 55678.2703 | 34609.6315 | 21068.6388 |
| Total P&L (%) | 66.8327 | 18.7071 | 48.1256 | 55.6783 | 34.6096 | 21.0686 |
| Avg Daily Profit (%) | 0.2566 | 0.0718 | 0.1848 | 0.1701 | 0.1142 | 0.0734 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -39157 | -15721 | -42092 | -91674 | -19647 | -97582 |
| Profit Factor | 1.3999 | 1.4195 | 1.3928 | 1.1873 | 1.5687 | 1.0891 |
| Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
| Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
| Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
| Profitability (%) | 70.0935 | 70.3704 | 69.8113 | 70.0935 | 70.3704 | 69.8113 |
| Ratio Avg Win / Avg Loss | 0.5973 | 0.5977 | 0.6023 | 0.5066 | 0.6605 | 0.471 |
| Largest Winning Trade | 14553 | 10298 | 14553 | 28015 | 10490 | 28015 |
| Largest Losing Trade | -34490 | -12115 | -34490 | -70962 | -15091 | -70962 |
| Avg Bars in Trades | 215 | 33 | 401 | 215 | 33 | 401 |
| Avg Bars in Winners | 132 | 22 | 244 | 132 | 22 | 244 |
| Avg Bars in Losers | 410 | 59 | 762 | 410 | 59 | 762 |
| Bars Traded | 23056 | 1799 | 21257 | 23056 | 1799 | 21257 |
| Profit Streak | 12.0755 | 46.5443 | 0 | 12.0755 | 46.5443 | 0 |
| Trades During Streak | 1 | 8 | 0 | 1 | 8 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 335353 | -282814 | -173907 | -7345 | -220376 | -404097 |
{
"trading_pair": "AVAX_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735574400000,
"first_datapoint_time": 1735714800000,
"last_datapoint_time": 1758073500000,
"evaluation_time": 1758073726586,
"expiration_time": 1764553500000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 157,
"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": [
[
66832.7335032343,
18707.0845265552,
48125.648976679,
55678.2702976732,
34609.6315049923,
21068.6387926808
],
[
66.832734,
18.707085,
48.125649,
55.67827,
34.609632,
21.068639
],
[
0.256634,
0.071834,
0.1848,
0.170109,
0.114192,
0.073442
],
[
10,
10,
10,
10,
10,
10
],
[
-39157,
-15721,
-42092,
-91674,
-19647,
-97582
],
[
1.399895,
1.419501,
1.39276,
1.187313,
1.568696,
1.089127
],
[
107,
54,
53,
107,
54,
53
],
[
75,
38,
37,
75,
38,
37
],
[
32,
16,
16,
32,
16,
16
],
[
70.093458,
70.37037,
69.811321,
70.093458,
70.37037,
69.811321
],
[
0.597289,
0.597685,
0.602275,
0.506587,
0.660504,
0.470974
],
[
14553,
10298,
14553,
28015,
10490,
28015
],
[
-34490,
-12115,
-34490,
-70962,
-15091,
-70962
],
[
215,
33,
401,
215,
33,
401
],
[
132,
22,
244,
132,
22,
244
],
[
410,
59,
762,
410,
59,
762
],
[
23056,
1799,
21257,
23056,
1799,
21257
],
[
12.075539,
46.544289,
0,
12.075539,
46.544289,
0
],
[
1,
8,
0,
1,
8,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
335353,
-282814,
-173907,
-7345,
-220376,
-404097
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735574400000,
"first_datapoint_time": 1735714800000,
"last_datapoint_time": 1758073500000,
"evaluation_time": 1758073726586,
"expiration_time": 1764553500000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 157,
"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) |
|---|