| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 188120.9162 | 113917.3372 | 74203.579 | 293828.3473 | 205613.9071 | 88214.4402 |
| Total P&L (%) | 188.1209 | 113.9173 | 74.2036 | 293.8283 | 205.6139 | 88.2144 |
| Avg Daily Profit (%) | 0.3612 | 0.2187 | 0.1425 | 0.2635 | 0.2147 | 0.1215 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -40965 | -26100 | -36826 | -98525 | -64135 | -120005 |
| Profit Factor | 1.4771 | 1.6757 | 1.3288 | 1.4172 | 1.7432 | 1.2063 |
| Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
| Winning Trades | 95 | 43 | 52 | 95 | 43 | 52 |
| Losing Trades | 77 | 43 | 34 | 77 | 43 | 34 |
| Profitability (%) | 55.2326 | 50 | 60.4651 | 55.2326 | 50 | 60.4651 |
| Ratio Avg Win / Avg Loss | 1.1973 | 1.6757 | 0.8688 | 1.1486 | 1.7432 | 0.7887 |
| Largest Winning Trade | 29037 | 24591 | 29037 | 52787 | 40226 | 52787 |
| Largest Losing Trade | -20996 | -19463 | -20996 | -62232 | -28013 | -62232 |
| Avg Bars in Trades | 143 | 149 | 137 | 143 | 149 | 137 |
| Avg Bars in Winners | 128 | 132 | 126 | 128 | 132 | 126 |
| Avg Bars in Losers | 161 | 166 | 154 | 161 | 166 | 154 |
| Bars Traded | 24687 | 12866 | 11821 | 24687 | 12866 | 11821 |
| Profit Streak | 5.4059 | 25.9476 | 5.4059 | 5.4059 | 25.9476 | 5.4059 |
| Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 444732 | 417753 | -2800 | 401487 | 421210 | -31514 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713567600000,
"first_datapoint_time": 1713934800000,
"last_datapoint_time": 1758565800000,
"evaluation_time": 1758692673979,
"expiration_time": 1765045800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 205,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 85,
"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": [
[
188120.9161954152,
113917.3372032668,
74203.5789921484,
293828.3473367486,
205613.9071117697,
88214.4402249788
],
[
188.120916,
113.917337,
74.203579,
293.828347,
205.613907,
88.21444
],
[
0.361194,
0.218723,
0.142472,
0.263531,
0.214725,
0.121498
],
[
10,
10,
10,
10,
10,
10
],
[
-40965,
-26100,
-36826,
-98525,
-64135,
-120005
],
[
1.477133,
1.675688,
1.328801,
1.417156,
1.74316,
1.20626
],
[
172,
86,
86,
172,
86,
86
],
[
95,
43,
52,
95,
43,
52
],
[
77,
43,
34,
77,
43,
34
],
[
55.232558,
50,
60.465116,
55.232558,
50,
60.465116
],
[
1.197255,
1.675688,
0.868832,
1.148643,
1.74316,
0.788709
],
[
29037,
24591,
29037,
52787,
40226,
52787
],
[
-20996,
-19463,
-20996,
-62232,
-28013,
-62232
],
[
143,
149,
137,
143,
149,
137
],
[
128,
132,
126,
128,
132,
126
],
[
161,
166,
154,
161,
166,
154
],
[
24687,
12866,
11821,
24687,
12866,
11821
],
[
5.405949,
25.947615,
5.405949,
5.405949,
25.947615,
5.405949
],
[
2,
5,
1,
2,
5,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
444732,
417753,
-2800,
401487,
421210,
-31514
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713567600000,
"first_datapoint_time": 1713934800000,
"last_datapoint_time": 1758565800000,
"evaluation_time": 1758692673979,
"expiration_time": 1765045800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 205,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 85,
"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) |
|---|