| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 86045.384 | 37056.1349 | 48989.249 | 86621.5799 | 52472.208 | 34149.3719 |
| Total P&L (%) | 86.0454 | 37.0561 | 48.9892 | 86.6216 | 52.4722 | 34.1494 |
| Avg Daily Profit (%) | 0.3304 | 0.1423 | 0.1881 | 0.2399 | 0.1621 | 0.1129 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -48002 | -45751 | -29868 | -55319 | -47070 | -47387 |
| Profit Factor | 1.2147 | 1.1781 | 1.2542 | 1.1593 | 1.1943 | 1.1247 |
| Total Trades | 335 | 168 | 167 | 335 | 168 | 167 |
| Winning Trades | 165 | 84 | 81 | 165 | 84 | 81 |
| Losing Trades | 170 | 84 | 86 | 170 | 84 | 86 |
| Profitability (%) | 49.2537 | 50 | 48.503 | 49.2537 | 50 | 48.503 |
| Ratio Avg Win / Avg Loss | 1.2515 | 1.1781 | 1.3317 | 1.1944 | 1.1943 | 1.1941 |
| Largest Winning Trade | 11992 | 11855 | 11992 | 14159 | 13800 | 14159 |
| Largest Losing Trade | -21356 | -21356 | -14367 | -24419 | -20476 | -24419 |
| Avg Bars in Trades | 72 | 73 | 71 | 72 | 73 | 71 |
| Avg Bars in Winners | 66 | 65 | 67 | 66 | 65 | 67 |
| Avg Bars in Losers | 78 | 81 | 75 | 78 | 81 | 75 |
| Bars Traded | 24354 | 12350 | 12004 | 24354 | 12350 | 12004 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 301118 | -31215 | 152718 | -37315 | -1762 | -130048 |
{
"trading_pair": "AVAX_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735688700000,
"first_datapoint_time": 1735830000000,
"last_datapoint_time": 1758187800000,
"evaluation_time": 1758188753519,
"expiration_time": 1764667800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 158,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 46,
"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": [
[
86045.3839615051,
37056.1349127297,
48989.2490487755,
86621.5799457633,
52472.2080288533,
34149.3719169101
],
[
86.045384,
37.056135,
48.989249,
86.62158,
52.472208,
34.149372
],
[
0.33041,
0.142294,
0.188116,
0.239867,
0.162105,
0.112875
],
[
10,
10,
10,
10,
10,
10
],
[
-48002,
-45751,
-29868,
-55319,
-47070,
-47387
],
[
1.214733,
1.178134,
1.254245,
1.159258,
1.194279,
1.124714
],
[
335,
168,
167,
335,
168,
167
],
[
165,
84,
81,
165,
84,
81
],
[
170,
84,
86,
170,
84,
86
],
[
49.253731,
50,
48.502994,
49.253731,
50,
48.502994
],
[
1.251543,
1.178134,
1.331667,
1.194387,
1.194279,
1.194141
],
[
11992,
11855,
11992,
14159,
13800,
14159
],
[
-21356,
-21356,
-14367,
-24419,
-20476,
-24419
],
[
72,
73,
71,
72,
73,
71
],
[
66,
65,
67,
66,
65,
67
],
[
78,
81,
75,
78,
81,
75
],
[
24354,
12350,
12004,
24354,
12350,
12004
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
301118,
-31215,
152718,
-37315,
-1762,
-130048
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735688700000,
"first_datapoint_time": 1735830000000,
"last_datapoint_time": 1758187800000,
"evaluation_time": 1758188753519,
"expiration_time": 1764667800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 158,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 46,
"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) |
|---|