| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 52001.806 | 9609.7353 | 42392.0707 | 42097.1597 | 7339.3499 | 34757.8097 |
| Total P&L (%) | 52.0018 | 9.6097 | 42.3921 | 42.0972 | 7.3394 | 34.7578 |
| Avg Daily Profit (%) | 0.1997 | 0.0369 | 0.1628 | 0.135 | 0.0272 | 0.1146 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -30938 | -35224 | -30366 | -40491 | -40337 | -39137 |
| Profit Factor | 1.3724 | 1.1253 | 1.6736 | 1.2722 | 1.0892 | 1.4798 |
| Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
| Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
| Losing Trades | 20 | 13 | 7 | 20 | 13 | 7 |
| Profitability (%) | 75.9036 | 69.0476 | 82.9268 | 75.9036 | 69.0476 | 82.9268 |
| Ratio Avg Win / Avg Loss | 0.4357 | 0.5044 | 0.3446 | 0.4039 | 0.4883 | 0.3047 |
| Largest Winning Trade | 14228 | 6953 | 14228 | 14569 | 7487 | 14569 |
| Largest Losing Trade | -30366 | -20736 | -30366 | -36722 | -22503 | -36722 |
| Avg Bars in Trades | 279 | 311 | 247 | 279 | 311 | 247 |
| Avg Bars in Winners | 148 | 132 | 162 | 148 | 132 | 162 |
| Avg Bars in Losers | 694 | 712 | 663 | 694 | 712 | 663 |
| Bars Traded | 23236 | 13085 | 10151 | 23236 | 13085 | 10151 |
| Profit Streak | 36.1827 | 43.1827 | 36.1827 | 36.1827 | 43.1827 | 36.1827 |
| Trades During Streak | 11 | 10 | 5 | 11 | 10 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 286397 | -390992 | 361265 | -13912 | -443543 | -38809 |
{
"trading_pair": "AVAX_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735583400000,
"first_datapoint_time": 1735969500000,
"last_datapoint_time": 1758082500000,
"evaluation_time": 1758082981444,
"expiration_time": 1764562500000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 217,
"offset": 213
}
}
}
{
"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": [
[
52001.8060159166,
9609.7352783027,
42392.0707376138,
42097.1596563885,
7339.3499200979,
34757.8097362907
],
[
52.001806,
9.609735,
42.392071,
42.09716,
7.33935,
34.75781
],
[
0.199684,
0.036901,
0.162783,
0.135004,
0.0272,
0.114615
],
[
10,
10,
10,
10,
10,
10
],
[
-30938,
-35224,
-30366,
-40491,
-40337,
-39137
],
[
1.372374,
1.12526,
1.673628,
1.27216,
1.089245,
1.479816
],
[
83,
42,
41,
83,
42,
41
],
[
63,
29,
34,
63,
29,
34
],
[
20,
13,
7,
20,
13,
7
],
[
75.903614,
69.047619,
82.926829,
75.903614,
69.047619,
82.926829
],
[
0.435674,
0.504427,
0.344571,
0.40386,
0.488282,
0.304668
],
[
14228,
6953,
14228,
14569,
7487,
14569
],
[
-30366,
-20736,
-30366,
-36722,
-22503,
-36722
],
[
279,
311,
247,
279,
311,
247
],
[
148,
132,
162,
148,
132,
162
],
[
694,
712,
663,
694,
712,
663
],
[
23236,
13085,
10151,
23236,
13085,
10151
],
[
36.182655,
43.182656,
36.182655,
36.182656,
43.182656,
36.182656
],
[
11,
10,
5,
11,
10,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
286397,
-390992,
361265,
-13912,
-443543,
-38809
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735583400000,
"first_datapoint_time": 1735969500000,
"last_datapoint_time": 1758082500000,
"evaluation_time": 1758082981444,
"expiration_time": 1764562500000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 217,
"offset": 213
}
}
}
| # | 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) |
|---|