| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 100799.6817 | 36000.6867 | 64798.995 | 128253.9444 | 62341.0393 | 65912.9051 |
| Total P&L (%) | 100.7997 | 36.0007 | 64.799 | 128.2539 | 62.341 | 65.9129 |
| Avg Daily Profit (%) | 0.3871 | 0.1382 | 0.2488 | 0.3174 | 0.1862 | 0.1946 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -33108 | -19330 | -33108 | -62200 | -23887 | -62200 |
| Profit Factor | 1.8869 | 1.7075 | 2.0324 | 1.7369 | 1.9103 | 1.6245 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
| Losing Trades | 18 | 11 | 7 | 18 | 11 | 7 |
| Profitability (%) | 71.875 | 65.625 | 78.125 | 71.875 | 65.625 | 78.125 |
| Ratio Avg Win / Avg Loss | 0.7384 | 0.8944 | 0.5691 | 0.6797 | 1.0007 | 0.4548 |
| Largest Winning Trade | 20549 | 10869 | 20549 | 23716 | 17292 | 23716 |
| Largest Losing Trade | -33108 | -18631 | -33108 | -62200 | -23314 | -62200 |
| Avg Bars in Trades | 373 | 391 | 355 | 373 | 391 | 355 |
| Avg Bars in Winners | 264 | 273 | 256 | 264 | 273 | 256 |
| Avg Bars in Losers | 652 | 616 | 708 | 652 | 616 | 708 |
| Bars Traded | 23896 | 12533 | 11363 | 23896 | 12533 | 11363 |
| Profit Streak | 34.4952 | 41.5056 | 34.4952 | 34.4952 | 41.5056 | 34.4952 |
| Trades During Streak | 11 | 7 | 5 | 11 | 7 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -130321 | -8410 | 451063 | -131206 | 421318 | 408711 |
{
"trading_pair": "AVAX_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735450200000,
"first_datapoint_time": 1735657200000,
"last_datapoint_time": 1757949300000,
"evaluation_time": 1757949786380,
"expiration_time": 1764429300000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 227,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 231,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
100799.6817398681,
36000.6866946215,
64798.9950452466,
128253.9443743509,
62341.0393105347,
65912.9050638161
],
[
100.799682,
36.000687,
64.798995,
128.253944,
62.341039,
65.912905
],
[
0.387066,
0.138241,
0.248825,
0.317409,
0.18623,
0.194603
],
[
10,
10,
10,
10,
10,
10
],
[
-33108,
-19330,
-33108,
-62200,
-23887,
-62200
],
[
1.886917,
1.707472,
2.032401,
1.736949,
1.910335,
1.624457
],
[
64,
32,
32,
64,
32,
32
],
[
46,
21,
25,
46,
21,
25
],
[
18,
11,
7,
18,
11,
7
],
[
71.875,
65.625,
78.125,
71.875,
65.625,
78.125
],
[
0.738359,
0.89439,
0.569072,
0.679676,
1.000652,
0.454848
],
[
20549,
10869,
20549,
23716,
17292,
23716
],
[
-33108,
-18631,
-33108,
-62200,
-23314,
-62200
],
[
373,
391,
355,
373,
391,
355
],
[
264,
273,
256,
264,
273,
256
],
[
652,
616,
708,
652,
616,
708
],
[
23896,
12533,
11363,
23896,
12533,
11363
],
[
34.495213,
41.505629,
34.495213,
34.495213,
41.505629,
34.495213
],
[
11,
7,
5,
11,
7,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-130321,
-8410,
451063,
-131206,
421318,
408711
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735450200000,
"first_datapoint_time": 1735657200000,
"last_datapoint_time": 1757949300000,
"evaluation_time": 1757949786380,
"expiration_time": 1764429300000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 227,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 231,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|