| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 131855.1852 | 82666.4966 | 49188.6885 | 112851.7993 | 81320.8476 | 31530.9516 |
| Total P&L (%) | 131.8552 | 82.6665 | 49.1887 | 112.8518 | 81.3208 | 31.531 |
| Avg Daily Profit (%) | 0.2532 | 0.1587 | 0.0944 | 0.1451 | 0.1143 | 0.0526 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -59211 | -45187 | -39197 | -105504 | -87776 | -58757 |
| Profit Factor | 1.2519 | 1.2986 | 1.1994 | 1.1445 | 1.1984 | 1.085 |
| Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
| Winning Trades | 112 | 56 | 56 | 112 | 56 | 56 |
| Losing Trades | 109 | 54 | 55 | 109 | 54 | 55 |
| Profitability (%) | 50.6787 | 50.9091 | 50.4505 | 50.6787 | 50.9091 | 50.4505 |
| Ratio Avg Win / Avg Loss | 1.2183 | 1.2522 | 1.178 | 1.1139 | 1.1556 | 1.0657 |
| Largest Winning Trade | 25627 | 25627 | 20592 | 34702 | 34702 | 33399 |
| Largest Losing Trade | -21070 | -21070 | -16206 | -41051 | -40123 | -41051 |
| Avg Bars in Trades | 111 | 119 | 103 | 111 | 119 | 103 |
| Avg Bars in Winners | 113 | 122 | 104 | 113 | 122 | 104 |
| Avg Bars in Losers | 109 | 115 | 102 | 109 | 115 | 102 |
| Bars Traded | 24641 | 13114 | 11527 | 24641 | 13114 | 11527 |
| Profit Streak | 0 | 14.6997 | 0 | 0 | 14.6997 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 307478 | 292396 | -70205 | -60129 | -41920 | -253355 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713045600000,
"first_datapoint_time": 1713477600000,
"last_datapoint_time": 1758043800000,
"evaluation_time": 1758044855111,
"expiration_time": 1764523800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 105,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 241,
"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": [
[
131855.1851938241,
82666.4966456769,
49188.6885481471,
112851.799274471,
81320.8476296688,
31530.9516448021
],
[
131.855185,
82.666497,
49.188689,
112.851799,
81.320848,
31.530952
],
[
0.253164,
0.158721,
0.094443,
0.145148,
0.114325,
0.052636
],
[
10,
10,
10,
10,
10,
10
],
[
-59211,
-45187,
-39197,
-105504,
-87776,
-58757
],
[
1.251872,
1.298586,
1.199435,
1.144543,
1.198365,
1.085037
],
[
221,
110,
111,
221,
110,
111
],
[
112,
56,
56,
112,
56,
56
],
[
109,
54,
55,
109,
54,
55
],
[
50.678733,
50.909091,
50.45045,
50.678733,
50.909091,
50.45045
],
[
1.21834,
1.252208,
1.178016,
1.113886,
1.155566,
1.065661
],
[
25627,
25627,
20592,
34702,
34702,
33399
],
[
-21070,
-21070,
-16206,
-41051,
-40123,
-41051
],
[
111,
119,
103,
111,
119,
103
],
[
113,
122,
104,
113,
122,
104
],
[
109,
115,
102,
109,
115,
102
],
[
24641,
13114,
11527,
24641,
13114,
11527
],
[
0,
14.699712,
0,
0,
14.699712,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
307478,
292396,
-70205,
-60129,
-41920,
-253355
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713045600000,
"first_datapoint_time": 1713477600000,
"last_datapoint_time": 1758043800000,
"evaluation_time": 1758044855111,
"expiration_time": 1764523800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 105,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 241,
"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) |
|---|