| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 100048.1388 | 41279.024 | 58769.1148 | 124388.6589 | 54461.1835 | 69927.4754 |
| Total P&L (%) | 100.0481 | 41.279 | 58.7691 | 124.3887 | 54.4612 | 69.9275 |
| Avg Daily Profit (%) | 0.3842 | 0.1585 | 0.2257 | 0.3108 | 0.1671 | 0.2038 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -33529 | -28916 | -33529 | -67147 | -45775 | -67147 |
| Profit Factor | 1.8549 | 1.8018 | 1.8966 | 1.6516 | 1.685 | 1.6277 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
| Losing Trades | 20 | 9 | 11 | 20 | 9 | 11 |
| Profitability (%) | 69.697 | 72.7273 | 66.6667 | 69.697 | 72.7273 | 66.6667 |
| Ratio Avg Win / Avg Loss | 0.8065 | 0.6757 | 0.9483 | 0.7181 | 0.6319 | 0.8139 |
| Largest Winning Trade | 14980 | 13167 | 14980 | 20222 | 16680 | 20222 |
| Largest Losing Trade | -33529 | -19627 | -33529 | -67147 | -31093 | -67147 |
| Avg Bars in Trades | 365 | 400 | 331 | 365 | 400 | 331 |
| Avg Bars in Winners | 248 | 261 | 234 | 248 | 261 | 234 |
| Avg Bars in Losers | 635 | 772 | 524 | 635 | 772 | 524 |
| Bars Traded | 24147 | 13216 | 10931 | 24147 | 13216 | 10931 |
| Profit Streak | 27.0038 | 38.0142 | 27.0038 | 27.0038 | 38.0142 | 27.0038 |
| Trades During Streak | 9 | 7 | 4 | 9 | 7 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -115727 | 321138 | 365650 | -116747 | 354280 | 367022 |
{
"trading_pair": "AVAX_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735244100000,
"first_datapoint_time": 1735467300000,
"last_datapoint_time": 1757743200000,
"evaluation_time": 1757743525213,
"expiration_time": 1764223200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 201,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 249,
"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": [
[
100048.1387763854,
41279.0239810249,
58769.1147953606,
124388.6589159963,
54461.1835271119,
69927.4753888845
],
[
100.048139,
41.279024,
58.769115,
124.388659,
54.461184,
69.927475
],
[
0.38418,
0.158509,
0.225671,
0.310831,
0.16709,
0.203802
],
[
10,
10,
10,
10,
10,
10
],
[
-33529,
-28916,
-33529,
-67147,
-45775,
-67147
],
[
1.854884,
1.801783,
1.896592,
1.651584,
1.685026,
1.627717
],
[
66,
33,
33,
66,
33,
33
],
[
46,
24,
22,
46,
24,
22
],
[
20,
9,
11,
20,
9,
11
],
[
69.69697,
72.727273,
66.666667,
69.69697,
72.727273,
66.666667
],
[
0.806471,
0.675669,
0.948296,
0.71808,
0.631885,
0.813858
],
[
14980,
13167,
14980,
20222,
16680,
20222
],
[
-33529,
-19627,
-33529,
-67147,
-31093,
-67147
],
[
365,
400,
331,
365,
400,
331
],
[
248,
261,
234,
248,
261,
234
],
[
635,
772,
524,
635,
772,
524
],
[
24147,
13216,
10931,
24147,
13216,
10931
],
[
27.003764,
38.014181,
27.003764,
27.003764,
38.014181,
27.003764
],
[
9,
7,
4,
9,
7,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-115727,
321138,
365650,
-116747,
354280,
367022
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735244100000,
"first_datapoint_time": 1735467300000,
"last_datapoint_time": 1757743200000,
"evaluation_time": 1757743525213,
"expiration_time": 1764223200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 201,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 249,
"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) |
|---|