| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 87675.0559 | 45217.6582 | 42457.3977 | 90632.8065 | 75574.9345 | 15057.872 |
| Total P&L (%) | 87.6751 | 45.2177 | 42.4574 | 90.6328 | 75.5749 | 15.0579 |
| Avg Daily Profit (%) | 0.3367 | 0.1736 | 0.163 | 0.2481 | 0.2164 | 0.0539 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -37407 | -15570 | -35964 | -93798 | -16541 | -93768 |
| Profit Factor | 1.6296 | 2.1613 | 1.4232 | 1.3446 | 2.2107 | 1.0751 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
| Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
| Profitability (%) | 62.8571 | 57.1429 | 68.5714 | 62.8571 | 57.1429 | 68.5714 |
| Ratio Avg Win / Avg Loss | 0.9629 | 1.6209 | 0.6523 | 0.7945 | 1.658 | 0.4927 |
| Largest Winning Trade | 26642 | 26642 | 17846 | 46250 | 46250 | 30723 |
| Largest Losing Trade | -32012 | -10764 | -32012 | -73815 | -11367 | -73815 |
| Avg Bars in Trades | 355 | 332 | 377 | 355 | 332 | 377 |
| Avg Bars in Winners | 373 | 380 | 367 | 373 | 380 | 367 |
| Avg Bars in Losers | 323 | 270 | 397 | 323 | 270 | 397 |
| Bars Traded | 24852 | 11653 | 13199 | 24852 | 11653 | 13199 |
| Profit Streak | 0 | 0 | 5.2239 | 0 | 0 | 5.2239 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -89131 | 333701 | 222697 | -91507 | 413595 | -269056 |
{
"trading_pair": "AVAX_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735612200000,
"first_datapoint_time": 1735708500000,
"last_datapoint_time": 1758111300000,
"evaluation_time": 1758111742392,
"expiration_time": 1764591300000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 108,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 64,
"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": [
[
87675.0559051899,
45217.6582342137,
42457.3976709762,
90632.8065172991,
75574.9344861738,
15057.8720311252
],
[
87.675056,
45.217658,
42.457398,
90.632807,
75.574934,
15.057872
],
[
0.336668,
0.173634,
0.163034,
0.248053,
0.216383,
0.053876
],
[
10,
10,
10,
10,
10,
10
],
[
-37407,
-15570,
-35964,
-93798,
-16541,
-93768
],
[
1.629574,
2.161258,
1.423209,
1.344608,
2.210731,
1.075071
],
[
70,
35,
35,
70,
35,
35
],
[
44,
20,
24,
44,
20,
24
],
[
26,
15,
11,
26,
15,
11
],
[
62.857143,
57.142857,
68.571429,
62.857143,
57.142857,
68.571429
],
[
0.96293,
1.620944,
0.652304,
0.794541,
1.658048,
0.492741
],
[
26642,
26642,
17846,
46250,
46250,
30723
],
[
-32012,
-10764,
-32012,
-73815,
-11367,
-73815
],
[
355,
332,
377,
355,
332,
377
],
[
373,
380,
367,
373,
380,
367
],
[
323,
270,
397,
323,
270,
397
],
[
24852,
11653,
13199,
24852,
11653,
13199
],
[
0,
0,
5.22387,
0,
0,
5.22387
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-89131,
333701,
222697,
-91507,
413595,
-269056
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735612200000,
"first_datapoint_time": 1735708500000,
"last_datapoint_time": 1758111300000,
"evaluation_time": 1758111742392,
"expiration_time": 1764591300000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 108,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 64,
"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) |
|---|