| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 105376.9573 | 50723.4777 | 54653.4796 | 125428.9603 | 72920.5979 | 52508.3624 |
| Total P&L (%) | 105.377 | 50.7235 | 54.6535 | 125.429 | 72.9206 | 52.5084 |
| Avg Daily Profit (%) | 0.4046 | 0.1948 | 0.2099 | 0.3126 | 0.2105 | 0.1622 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -37553 | -31862 | -27405 | -73750 | -55244 | -53994 |
| Profit Factor | 1.4493 | 1.339 | 1.6436 | 1.3306 | 1.3137 | 1.3574 |
| Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
| Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
| Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
| Profitability (%) | 50.3876 | 46.875 | 53.8462 | 50.3876 | 46.875 | 53.8462 |
| Ratio Avg Win / Avg Loss | 1.427 | 1.5175 | 1.4088 | 1.3101 | 1.4888 | 1.1635 |
| Largest Winning Trade | 19671 | 19671 | 14350 | 33563 | 33563 | 24319 |
| Largest Losing Trade | -18360 | -18360 | -11537 | -22260 | -22260 | -19726 |
| Avg Bars in Trades | 188 | 189 | 187 | 188 | 189 | 187 |
| Avg Bars in Winners | 241 | 247 | 235 | 241 | 247 | 235 |
| Avg Bars in Losers | 134 | 137 | 131 | 134 | 137 | 131 |
| Bars Traded | 24297 | 12113 | 12184 | 24297 | 12113 | 12184 |
| Profit Streak | 0 | 5.6075 | 0 | 0 | 5.6075 | 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 | 337067 | -133362 | -123893 | 282644 | -133208 | -126010 |
{
"trading_pair": "AVAX_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736775900000,
"first_datapoint_time": 1736978400000,
"last_datapoint_time": 1759275000000,
"evaluation_time": 1759276185446,
"expiration_time": 1765755000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 37,
"offset": 172
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 226,
"offset": 0
}
}
} {
"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": [
[
105376.9572787927,
50723.4776576805,
54653.4796211122,
125428.9602791737,
72920.597899423,
52508.3623797505
],
[
105.376957,
50.723478,
54.65348,
125.42896,
72.920598,
52.508362
],
[
0.404642,
0.194776,
0.209867,
0.312612,
0.210521,
0.162196
],
[
10,
10,
10,
10,
10,
10
],
[
-37553,
-31862,
-27405,
-73750,
-55244,
-53994
],
[
1.449282,
1.33901,
1.643566,
1.330618,
1.313686,
1.35741
],
[
129,
64,
65,
129,
64,
65
],
[
65,
30,
35,
65,
30,
35
],
[
64,
34,
30,
64,
34,
30
],
[
50.387597,
46.875,
53.846154,
50.387597,
46.875,
53.846154
],
[
1.426986,
1.517545,
1.408771,
1.310147,
1.488844,
1.163494
],
[
19671,
19671,
14350,
33563,
33563,
24319
],
[
-18360,
-18360,
-11537,
-22260,
-22260,
-19726
],
[
188,
189,
187,
188,
189,
187
],
[
241,
247,
235,
241,
247,
235
],
[
134,
137,
131,
134,
137,
131
],
[
24297,
12113,
12184,
24297,
12113,
12184
],
[
0,
5.60747,
0,
0,
5.60747,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
337067,
-133362,
-123893,
282644,
-133208,
-126010
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736775900000,
"first_datapoint_time": 1736978400000,
"last_datapoint_time": 1759275000000,
"evaluation_time": 1759276185446,
"expiration_time": 1765755000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 37,
"offset": 172
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 226,
"offset": 0
}
}
}
| # | 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) |
|---|