| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 340820.4201 | 333253.8649 | 7566.5552 | 70351.5475 | 38798.7246 | 31552.8229 |
| Total P&L (%) | 340.8204 | 333.2539 | 7.5666 | 70.3515 | 38.7987 | 31.5528 |
| Avg Daily Profit (%) | 0.3272 | 0.3199 | 0.0073 | 0.0512 | 0.0315 | 0.0263 |
| Buy And Hold Return (%) | 75.1202 | 75.1202 | 75.1202 | 75.1202 | 75.1202 | 75.1202 |
| Max Trade Drawdown | -98142 | -74750 | -23392 | -356027 | -289926 | -66101 |
| Profit Factor | 2.2332 | 2.4674 | 1.1536 | 1.098 | 1.0641 | 1.2798 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
| Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
| Profitability (%) | 44.7761 | 42.4242 | 47.0588 | 44.7761 | 42.4242 | 47.0588 |
| Ratio Avg Win / Avg Loss | 2.7543 | 3.3486 | 1.2978 | 1.3542 | 1.4442 | 1.4398 |
| Largest Winning Trade | 380743 | 380743 | 21495 | 265140 | 265140 | 60217 |
| Largest Losing Trade | -31898 | -31898 | -8103 | -167614 | -167614 | -28999 |
| Avg Bars in Trades | 339 | 673 | 15 | 339 | 673 | 15 |
| Avg Bars in Winners | 402 | 847 | 14 | 402 | 847 | 14 |
| Avg Bars in Losers | 288 | 545 | 16 | 288 | 545 | 16 |
| Bars Traded | 22753 | 22232 | 521 | 22753 | 22232 | 521 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -112095 | 307542 | -401305 | -526395 | -469563 | -324400 |
{
"trading_pair": "AVAX_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1667552400000,
"first_datapoint_time": 1667912400000,
"last_datapoint_time": 1757552400000,
"evaluation_time": 1757554688256,
"expiration_time": 1764032400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 101,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 33,
"offset": 104,
"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": [
[
340820.4201294523,
333253.8649135351,
7566.5552159171,
70351.5474654259,
38798.7245928097,
31552.8228726164
],
[
340.82042,
333.253865,
7.566555,
70.351547,
38.798725,
31.552823
],
[
0.327187,
0.319923,
0.007264,
0.051152,
0.031479,
0.02633
],
[
75.120192,
75.120192,
75.120192,
75.120192,
75.120192,
75.120192
],
[
-98142,
-74750,
-23392,
-356027,
-289926,
-66101
],
[
2.233248,
2.46736,
1.15364,
1.09802,
1.064133,
1.279829
],
[
67,
33,
34,
67,
33,
34
],
[
30,
14,
16,
30,
14,
16
],
[
37,
19,
18,
37,
19,
18
],
[
44.776119,
42.424242,
47.058824,
44.776119,
42.424242,
47.058824
],
[
2.75434,
3.34856,
1.297845,
1.354224,
1.444181,
1.439808
],
[
380743,
380743,
21495,
265140,
265140,
60217
],
[
-31898,
-31898,
-8103,
-167614,
-167614,
-28999
],
[
339,
673,
15,
339,
673,
15
],
[
402,
847,
14,
402,
847,
14
],
[
288,
545,
16,
288,
545,
16
],
[
22753,
22232,
521,
22753,
22232,
521
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-112095,
307542,
-401305,
-526395,
-469563,
-324400
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1667552400000,
"first_datapoint_time": 1667912400000,
"last_datapoint_time": 1757552400000,
"evaluation_time": 1757554688256,
"expiration_time": 1764032400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 101,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 33,
"offset": 104,
"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) |
|---|