| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 121036.0896 | 50439.718 | 70596.3716 | 171217.6781 | 105015.6853 | 66201.9929 |
| Total P&L (%) | 121.0361 | 50.4397 | 70.5964 | 171.2177 | 105.0157 | 66.202 |
| Avg Daily Profit (%) | 0.4648 | 0.1937 | 0.2711 | 0.3839 | 0.2761 | 0.1953 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -51919 | -17533 | -43115 | -125267 | -27517 | -108734 |
| Profit Factor | 1.7928 | 2.009 | 1.6876 | 1.4788 | 2.1272 | 1.2504 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
| Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
| Profitability (%) | 67.033 | 63.0435 | 71.1111 | 67.033 | 63.0435 | 71.1111 |
| Ratio Avg Win / Avg Loss | 0.8817 | 1.1777 | 0.6856 | 0.7273 | 1.247 | 0.508 |
| Largest Winning Trade | 15923 | 15923 | 11368 | 28238 | 19213 | 28238 |
| Largest Losing Trade | -27960 | -11513 | -27960 | -86850 | -18290 | -86850 |
| Avg Bars in Trades | 254 | 130 | 382 | 254 | 130 | 382 |
| Avg Bars in Winners | 190 | 128 | 246 | 190 | 128 | 246 |
| Avg Bars in Losers | 385 | 132 | 715 | 385 | 132 | 715 |
| Bars Traded | 23180 | 5987 | 17193 | 23180 | 5987 | 17193 |
| Profit Streak | 13.5875 | 23.5042 | 0 | 13.5875 | 23.5042 | 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 | 447877 | 373413 | 361991 | 382928 | 453918 | 246545 |
{
"trading_pair": "AVAX_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735856100000,
"first_datapoint_time": 1736152200000,
"last_datapoint_time": 1758355200000,
"evaluation_time": 1758355561831,
"expiration_time": 1764835200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 247,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 94,
"offset": 236
}
}
} {
"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": [
[
121036.0895603181,
50439.7179966342,
70596.3715636839,
171217.678124371,
105015.6852664873,
66201.9928578838
],
[
121.03609,
50.439718,
70.596372,
171.217678,
105.015685,
66.201993
],
[
0.464773,
0.193686,
0.271087,
0.383867,
0.276057,
0.195273
],
[
10,
10,
10,
10,
10,
10
],
[
-51919,
-17533,
-43115,
-125267,
-27517,
-108734
],
[
1.792811,
2.008951,
1.687573,
1.478819,
2.127198,
1.250369
],
[
91,
46,
45,
91,
46,
45
],
[
61,
29,
32,
61,
29,
32
],
[
30,
17,
13,
30,
17,
13
],
[
67.032967,
63.043478,
71.111111,
67.032967,
63.043478,
71.111111
],
[
0.88171,
1.177661,
0.685577,
0.727288,
1.246978,
0.507962
],
[
15923,
15923,
11368,
28238,
19213,
28238
],
[
-27960,
-11513,
-27960,
-86850,
-18290,
-86850
],
[
254,
130,
382,
254,
130,
382
],
[
190,
128,
246,
190,
128,
246
],
[
385,
132,
715,
385,
132,
715
],
[
23180,
5987,
17193,
23180,
5987,
17193
],
[
13.587521,
23.504188,
0,
13.587521,
23.504188,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
447877,
373413,
361991,
382928,
453918,
246545
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735856100000,
"first_datapoint_time": 1736152200000,
"last_datapoint_time": 1758355200000,
"evaluation_time": 1758355561831,
"expiration_time": 1764835200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 247,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 94,
"offset": 236
}
}
}
| # | 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) |
|---|