| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 144781.479 | 76787.4334 | 67994.0456 | 177241.2719 | 96232.5261 | 81008.7458 |
| Total P&L (%) | 144.7815 | 76.7874 | 67.994 | 177.2413 | 96.2325 | 81.0087 |
| Avg Daily Profit (%) | 0.278 | 0.1474 | 0.1305 | 0.196 | 0.1295 | 0.114 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -50960 | -45779 | -32693 | -56328 | -41665 | -43799 |
| Profit Factor | 1.4536 | 1.5232 | 1.3943 | 1.5318 | 1.6534 | 1.4355 |
| Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
| Winning Trades | 83 | 44 | 39 | 83 | 44 | 39 |
| Losing Trades | 57 | 26 | 31 | 57 | 26 | 31 |
| Profitability (%) | 59.2857 | 62.8571 | 55.7143 | 59.2857 | 62.8571 | 55.7143 |
| Ratio Avg Win / Avg Loss | 0.9983 | 0.9001 | 1.1083 | 1.052 | 0.977 | 1.1411 |
| Largest Winning Trade | 25335 | 25335 | 25124 | 32853 | 32853 | 22469 |
| Largest Losing Trade | -26709 | -23175 | -26709 | -41367 | -18029 | -41367 |
| Avg Bars in Trades | 173 | 188 | 158 | 173 | 188 | 158 |
| Avg Bars in Winners | 150 | 162 | 137 | 150 | 162 | 137 |
| Avg Bars in Losers | 206 | 233 | 184 | 206 | 233 | 184 |
| Bars Traded | 24316 | 13215 | 11101 | 24316 | 13215 | 11101 |
| Profit Streak | 31.1026 | 31.1026 | 36.4984 | 31.1026 | 31.1026 | 36.4984 |
| Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 370335 | -88028 | -110687 | 422314 | -111343 | -132374 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713189600000,
"first_datapoint_time": 1713587400000,
"last_datapoint_time": 1758187800000,
"evaluation_time": 1758189463398,
"expiration_time": 1764667800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 123,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 222,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
144781.478950545,
76787.4333908526,
67994.0455596924,
177241.2718688603,
96232.5260734952,
81008.7457953651
],
[
144.781479,
76.787433,
67.994046,
177.241272,
96.232526,
81.008746
],
[
0.277982,
0.147433,
0.130549,
0.195979,
0.129518,
0.113994
],
[
10,
10,
10,
10,
10,
10
],
[
-50960,
-45779,
-32693,
-56328,
-41665,
-43799
],
[
1.453596,
1.523212,
1.394342,
1.531827,
1.653444,
1.435533
],
[
140,
70,
70,
140,
70,
70
],
[
83,
44,
39,
83,
44,
39
],
[
57,
26,
31,
57,
26,
31
],
[
59.285714,
62.857143,
55.714286,
59.285714,
62.857143,
55.714286
],
[
0.998253,
0.90008,
1.108323,
1.051977,
0.977035,
1.141065
],
[
25335,
25335,
25124,
32853,
32853,
22469
],
[
-26709,
-23175,
-26709,
-41367,
-18029,
-41367
],
[
173,
188,
158,
173,
188,
158
],
[
150,
162,
137,
150,
162,
137
],
[
206,
233,
184,
206,
233,
184
],
[
24316,
13215,
11101,
24316,
13215,
11101
],
[
31.102585,
31.102586,
36.498419,
31.102586,
31.102586,
36.498419
],
[
8,
4,
5,
8,
4,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
370335,
-88028,
-110687,
422314,
-111343,
-132374
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713189600000,
"first_datapoint_time": 1713587400000,
"last_datapoint_time": 1758187800000,
"evaluation_time": 1758189463398,
"expiration_time": 1764667800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 123,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 222,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|