| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 172707.8222 | 110733.5235 | 61974.2986 | 229987.2602 | 183993.4905 | 45993.7697 |
| Total P&L (%) | 172.7078 | 110.7335 | 61.9743 | 229.9873 | 183.9935 | 45.9938 |
| Avg Daily Profit (%) | 0.3316 | 0.2126 | 0.119 | 0.2295 | 0.2006 | 0.0727 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -78295 | -67637 | -59473 | -353748 | -225941 | -239777 |
| Profit Factor | 1.21 | 1.2581 | 1.1576 | 1.0972 | 1.149 | 1.0406 |
| Total Trades | 627 | 313 | 314 | 627 | 313 | 314 |
| Winning Trades | 333 | 164 | 169 | 333 | 164 | 169 |
| Losing Trades | 294 | 149 | 145 | 294 | 149 | 145 |
| Profitability (%) | 53.11 | 52.3962 | 53.8217 | 53.11 | 52.3962 | 53.8217 |
| Ratio Avg Win / Avg Loss | 1.0683 | 1.143 | 0.9932 | 0.9687 | 1.0439 | 0.8928 |
| Largest Winning Trade | 15416 | 15416 | 14465 | 57594 | 57594 | 46261 |
| Largest Losing Trade | -14151 | -13763 | -14151 | -65510 | -48935 | -65510 |
| Avg Bars in Trades | 39 | 38 | 40 | 39 | 38 | 40 |
| Avg Bars in Winners | 42 | 39 | 45 | 42 | 39 | 45 |
| Avg Bars in Losers | 36 | 38 | 34 | 36 | 38 | 34 |
| Bars Traded | 24792 | 12166 | 12626 | 24792 | 12166 | 12626 |
| Profit Streak | 0 | 5.8717 | 0 | 0 | 5.8717 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 410033 | 326851 | -82525 | -104339 | -47523 | -274079 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713873600000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758893118815,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 224,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 30,
"offset": 48
}
}
}
{
"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": [
[
172707.8221831294,
110733.5235397963,
61974.2986433331,
229987.2602217426,
183993.4904945556,
45993.7697271868
],
[
172.707822,
110.733524,
61.974299,
229.98726,
183.99349,
45.99377
],
[
0.331601,
0.21261,
0.118991,
0.22949,
0.200608,
0.072678
],
[
10,
10,
10,
10,
10,
10
],
[
-78295,
-67637,
-59473,
-353748,
-225941,
-239777
],
[
1.210012,
1.258065,
1.157584,
1.097156,
1.148959,
1.04063
],
[
627,
313,
314,
627,
313,
314
],
[
333,
164,
169,
333,
164,
169
],
[
294,
149,
145,
294,
149,
145
],
[
53.110048,
52.396166,
53.821656,
53.110048,
52.396166,
53.821656
],
[
1.068299,
1.142998,
0.993193,
0.96866,
1.043872,
0.892849
],
[
15416,
15416,
14465,
57594,
57594,
46261
],
[
-14151,
-13763,
-14151,
-65510,
-48935,
-65510
],
[
39,
38,
40,
39,
38,
40
],
[
42,
39,
45,
42,
39,
45
],
[
36,
38,
34,
36,
38,
34
],
[
24792,
12166,
12626,
24792,
12166,
12626
],
[
0,
5.871745,
0,
0,
5.871746,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
410033,
326851,
-82525,
-104339,
-47523,
-274079
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713873600000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758893118815,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 224,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 30,
"offset": 48
}
}
}
| # | 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) |
|---|