| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 77704.6789 | 29214.0969 | 48490.582 | 74706.7083 | 33935.0561 | 40771.6522 |
| Total P&L (%) | 77.7047 | 29.2141 | 48.4906 | 74.7067 | 33.9351 | 40.7717 |
| Avg Daily Profit (%) | 0.2984 | 0.1122 | 0.1862 | 0.2145 | 0.1123 | 0.1314 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -42592 | -47235 | -12752 | -40108 | -43762 | -25212 |
| Profit Factor | 1.3644 | 1.2276 | 1.5714 | 1.3138 | 1.2443 | 1.4111 |
| Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
| Winning Trades | 62 | 32 | 30 | 62 | 32 | 30 |
| Losing Trades | 59 | 28 | 31 | 59 | 28 | 31 |
| Profitability (%) | 51.2397 | 53.3333 | 49.1803 | 51.2397 | 53.3333 | 49.1803 |
| Ratio Avg Win / Avg Loss | 1.2984 | 1.0742 | 1.6238 | 1.2502 | 1.0888 | 1.4581 |
| Largest Winning Trade | 32260 | 32260 | 23844 | 43622 | 43622 | 19811 |
| Largest Losing Trade | -12410 | -12410 | -5769 | -11166 | -11166 | -8903 |
| Avg Bars in Trades | 199 | 308 | 92 | 199 | 308 | 92 |
| Avg Bars in Winners | 259 | 403 | 106 | 259 | 403 | 106 |
| Avg Bars in Losers | 136 | 200 | 79 | 136 | 200 | 79 |
| Bars Traded | 24181 | 18522 | 5659 | 24181 | 18522 | 5659 |
| Profit Streak | 12.2124 | 13.5978 | 12.2124 | 12.2124 | 13.5978 | 12.2124 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 327994 | -216313 | -153885 | 291032 | -215685 | -181770 |
{
"trading_pair": "AVAX_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735183800000,
"first_datapoint_time": 1735395300000,
"last_datapoint_time": 1757682900000,
"evaluation_time": 1757683249987,
"expiration_time": 1764162900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 188,
"offset": 0,
"std": 3.13644
}
}
}
{
"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": [
[
77704.678916543,
29214.0969349122,
48490.5819816309,
74706.7082737904,
33935.0560889193,
40771.6521848711
],
[
77.704679,
29.214097,
48.490582,
74.706708,
33.935056,
40.771652
],
[
0.298382,
0.112181,
0.186201,
0.214475,
0.112261,
0.131401
],
[
10,
10,
10,
10,
10,
10
],
[
-42592,
-47235,
-12752,
-40108,
-43762,
-25212
],
[
1.364447,
1.227612,
1.571405,
1.313791,
1.244327,
1.411063
],
[
121,
60,
61,
121,
60,
61
],
[
62,
32,
30,
62,
32,
30
],
[
59,
28,
31,
59,
28,
31
],
[
51.239669,
53.333333,
49.180328,
51.239669,
53.333333,
49.180328
],
[
1.298426,
1.07416,
1.623785,
1.250221,
1.088786,
1.458098
],
[
32260,
32260,
23844,
43622,
43622,
19811
],
[
-12410,
-12410,
-5769,
-11166,
-11166,
-8903
],
[
199,
308,
92,
199,
308,
92
],
[
259,
403,
106,
259,
403,
106
],
[
136,
200,
79,
136,
200,
79
],
[
24181,
18522,
5659,
24181,
18522,
5659
],
[
12.212384,
13.597801,
12.212384,
12.212384,
13.597801,
12.212384
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
327994,
-216313,
-153885,
291032,
-215685,
-181770
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735183800000,
"first_datapoint_time": 1735395300000,
"last_datapoint_time": 1757682900000,
"evaluation_time": 1757683249987,
"expiration_time": 1764162900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 188,
"offset": 0,
"std": 3.13644
}
}
}
| # | 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) |
|---|