| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 64534.745 | 25294.2133 | 39240.5316 | 50449.0208 | 17881.2208 | 32567.8 |
| Total P&L (%) | 64.5347 | 25.2942 | 39.2405 | 50.449 | 17.8812 | 32.5678 |
| Avg Daily Profit (%) | 0.2478 | 0.0971 | 0.1507 | 0.157 | 0.0632 | 0.1083 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -70459 | -32902 | -44450 | -120128 | -61308 | -75295 |
| Profit Factor | 1.2364 | 1.1711 | 1.3136 | 1.115 | 1.0757 | 1.161 |
| Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
| Winning Trades | 109 | 53 | 56 | 109 | 53 | 56 |
| Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
| Profitability (%) | 63.0058 | 60.9195 | 65.1163 | 63.0058 | 60.9195 | 65.1163 |
| Ratio Avg Win / Avg Loss | 0.726 | 0.7513 | 0.7037 | 0.6547 | 0.6901 | 0.622 |
| Largest Winning Trade | 16465 | 16465 | 13435 | 28253 | 28253 | 22593 |
| Largest Losing Trade | -21715 | -17250 | -21715 | -38190 | -25635 | -38190 |
| Avg Bars in Trades | 138 | 153 | 123 | 138 | 153 | 123 |
| Avg Bars in Winners | 78 | 75 | 80 | 78 | 75 | 80 |
| Avg Bars in Losers | 242 | 275 | 204 | 242 | 275 | 204 |
| Bars Traded | 24019 | 13394 | 10625 | 24019 | 13394 | 10625 |
| Profit Streak | 9.5114 | 14.1051 | 9.5114 | 9.5114 | 14.1051 | 9.5114 |
| Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 303715 | -99326 | 165353 | -86961 | -254330 | -95165 |
{
"trading_pair": "AVAX_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735335900000,
"first_datapoint_time": 1735556400000,
"last_datapoint_time": 1757835000000,
"evaluation_time": 1757835081786,
"expiration_time": 1764315000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 246,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 169,
"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": [
[
64534.7449738995,
25294.2133353182,
39240.5316385811,
50449.0208047077,
17881.220797703,
32567.8000070046
],
[
64.534745,
25.294213,
39.240532,
50.449021,
17.881221,
32.5678
],
[
0.24781,
0.097129,
0.150682,
0.156967,
0.06319,
0.108316
],
[
10,
10,
10,
10,
10,
10
],
[
-70459,
-32902,
-44450,
-120128,
-61308,
-75295
],
[
1.236419,
1.171115,
1.313553,
1.115036,
1.075678,
1.161012
],
[
173,
87,
86,
173,
87,
86
],
[
109,
53,
56,
109,
53,
56
],
[
64,
34,
30,
64,
34,
30
],
[
63.00578,
60.91954,
65.116279,
63.00578,
60.91954,
65.116279
],
[
0.725971,
0.751281,
0.703689,
0.6547,
0.690057,
0.621971
],
[
16465,
16465,
13435,
28253,
28253,
22593
],
[
-21715,
-17250,
-21715,
-38190,
-25635,
-38190
],
[
138,
153,
123,
138,
153,
123
],
[
78,
75,
80,
78,
75,
80
],
[
242,
275,
204,
242,
275,
204
],
[
24019,
13394,
10625,
24019,
13394,
10625
],
[
9.511363,
14.105113,
9.511363,
9.511363,
14.105113,
9.511363
],
[
3,
3,
1,
3,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
303715,
-99326,
165353,
-86961,
-254330,
-95165
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735335900000,
"first_datapoint_time": 1735556400000,
"last_datapoint_time": 1757835000000,
"evaluation_time": 1757835081786,
"expiration_time": 1764315000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 246,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 169,
"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) |
|---|