| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 114262.8939 | 59408.2773 | 54854.6165 | 157366.5096 | 105117.5997 | 52248.9099 |
| Total P&L (%) | 114.2629 | 59.4083 | 54.8546 | 157.3665 | 105.1176 | 52.2489 |
| Avg Daily Profit (%) | 0.4388 | 0.2281 | 0.2106 | 0.3637 | 0.2762 | 0.1615 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -46623 | -20775 | -33207 | -88941 | -34023 | -67290 |
| Profit Factor | 1.654 | 1.7521 | 1.573 | 1.4616 | 1.7536 | 1.2594 |
| Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
| Winning Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
| Profitability (%) | 69.7248 | 70.3704 | 69.0909 | 69.7248 | 70.3704 | 69.0909 |
| Ratio Avg Win / Avg Loss | 0.7182 | 0.7377 | 0.7037 | 0.6346 | 0.7383 | 0.5634 |
| Largest Winning Trade | 19423 | 13781 | 19423 | 33170 | 20684 | 33170 |
| Largest Losing Trade | -17736 | -17736 | -17446 | -45173 | -28376 | -45173 |
| Avg Bars in Trades | 222 | 224 | 219 | 222 | 224 | 219 |
| Avg Bars in Winners | 147 | 148 | 147 | 147 | 148 | 147 |
| Avg Bars in Losers | 393 | 405 | 382 | 393 | 405 | 382 |
| Bars Traded | 24215 | 12131 | 12084 | 24215 | 12131 | 12084 |
| Profit Streak | 6.9282 | 7.3449 | 6.9282 | 6.9282 | 7.3449 | 6.9282 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 464434 | -170430 | -171503 | 407121 | -169310 | -174013 |
{
"trading_pair": "AVAX_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736066700000,
"first_datapoint_time": 1736469900000,
"last_datapoint_time": 1758565800000,
"evaluation_time": 1758718896503,
"expiration_time": 1765045800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 59,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 203,
"offset": 246
}
}
}
{
"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": [
[
114262.8938869047,
59408.2773491061,
54854.6165377986,
157366.5095715833,
105117.5996573364,
52248.9099142469
],
[
114.262894,
59.408277,
54.854617,
157.36651,
105.1176,
52.24891
],
[
0.438764,
0.228125,
0.210639,
0.363662,
0.276248,
0.161541
],
[
10,
10,
10,
10,
10,
10
],
[
-46623,
-20775,
-33207,
-88941,
-34023,
-67290
],
[
1.653986,
1.752095,
1.57303,
1.461571,
1.753569,
1.259372
],
[
109,
54,
55,
109,
54,
55
],
[
76,
38,
38,
76,
38,
38
],
[
33,
16,
17,
33,
16,
17
],
[
69.724771,
70.37037,
69.090909,
69.724771,
70.37037,
69.090909
],
[
0.718178,
0.737724,
0.703724,
0.634629,
0.738345,
0.563403
],
[
19423,
13781,
19423,
33170,
20684,
33170
],
[
-17736,
-17736,
-17446,
-45173,
-28376,
-45173
],
[
222,
224,
219,
222,
224,
219
],
[
147,
148,
147,
147,
148,
147
],
[
393,
405,
382,
393,
405,
382
],
[
24215,
12131,
12084,
24215,
12131,
12084
],
[
6.9282,
7.344867,
6.9282,
6.9282,
7.344867,
6.9282
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
464434,
-170430,
-171503,
407121,
-169310,
-174013
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736066700000,
"first_datapoint_time": 1736469900000,
"last_datapoint_time": 1758565800000,
"evaluation_time": 1758718896503,
"expiration_time": 1765045800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 59,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 203,
"offset": 246
}
}
}
| # | 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) |
|---|