| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 131440.4842 | 67910.2151 | 63530.2691 | 155628.7004 | 90409.332 | 65219.3684 |
| Total P&L (%) | 131.4405 | 67.9102 | 63.5303 | 155.6287 | 90.4093 | 65.2194 |
| Avg Daily Profit (%) | 0.2524 | 0.1304 | 0.122 | 0.1804 | 0.1237 | 0.0965 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -35560 | -22160 | -36396 | -119530 | -37967 | -115166 |
| Profit Factor | 1.5091 | 1.5876 | 1.4455 | 1.2991 | 1.4307 | 1.2101 |
| Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
| Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
| Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
| Profitability (%) | 66.3551 | 61.1111 | 71.6981 | 66.3551 | 61.1111 | 71.6981 |
| Ratio Avg Win / Avg Loss | 0.7652 | 1.0103 | 0.5706 | 0.6587 | 0.9105 | 0.4777 |
| Largest Winning Trade | 28063 | 28063 | 17408 | 38881 | 38881 | 33507 |
| Largest Losing Trade | -27582 | -18153 | -27582 | -91355 | -29774 | -91355 |
| Avg Bars in Trades | 224 | 234 | 215 | 224 | 234 | 215 |
| Avg Bars in Winners | 166 | 178 | 155 | 166 | 178 | 155 |
| Avg Bars in Losers | 340 | 321 | 367 | 340 | 321 | 367 |
| Bars Traded | 24062 | 12645 | 11417 | 24062 | 12645 | 11417 |
| Profit Streak | 14.6505 | 14.6505 | 27.8172 | 14.6505 | 14.6505 | 27.8172 |
| Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 401417 | -195363 | -207639 | 333064 | -206732 | -243002 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712878200000,
"first_datapoint_time": 1713628800000,
"last_datapoint_time": 1757876400000,
"evaluation_time": 1757876803486,
"expiration_time": 1764356400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 173,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 216,
"offset": 202
}
}
} {
"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": [
[
131440.4842257531,
67910.2150815497,
63530.2691442034,
155628.7003688769,
90409.3319707424,
65219.3683981342
],
[
131.440484,
67.910215,
63.530269,
155.6287,
90.409332,
65.219368
],
[
0.252367,
0.130388,
0.121979,
0.180366,
0.123726,
0.096451
],
[
10,
10,
10,
10,
10,
10
],
[
-35560,
-22160,
-36396,
-119530,
-37967,
-115166
],
[
1.50913,
1.587626,
1.445514,
1.299141,
1.430739,
1.210142
],
[
107,
54,
53,
107,
54,
53
],
[
71,
33,
38,
71,
33,
38
],
[
36,
21,
15,
36,
21,
15
],
[
66.35514,
61.111111,
71.698113,
66.35514,
61.111111,
71.698113
],
[
0.765193,
1.010308,
0.570598,
0.658719,
0.91047,
0.477688
],
[
28063,
28063,
17408,
38881,
38881,
33507
],
[
-27582,
-18153,
-27582,
-91355,
-29774,
-91355
],
[
224,
234,
215,
224,
234,
215
],
[
166,
178,
155,
166,
178,
155
],
[
340,
321,
367,
340,
321,
367
],
[
24062,
12645,
11417,
24062,
12645,
11417
],
[
14.650503,
14.650503,
27.81717,
14.650503,
14.650503,
27.81717
],
[
4,
2,
3,
4,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
401417,
-195363,
-207639,
333064,
-206732,
-243002
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712878200000,
"first_datapoint_time": 1713628800000,
"last_datapoint_time": 1757876400000,
"evaluation_time": 1757876803486,
"expiration_time": 1764356400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 173,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 216,
"offset": 202
}
}
}
| # | 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) |
|---|