| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 103683.9021 | 61807.6236 | 41876.2785 | 115374.8058 | 120190.0683 | -4815.2625 |
| Total P&L (%) | 103.6839 | 61.8076 | 41.8763 | 115.3748 | 120.1901 | -4.8153 |
| Avg Daily Profit (%) | 0.3981 | 0.2373 | 0.1608 | 0.295 | 0.3036 | -0.0189 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -38908 | -29022 | -44727 | -102654 | -65941 | -124813 |
| Profit Factor | 1.2905 | 1.3744 | 1.2182 | 1.1466 | 1.3517 | 0.9892 |
| Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
| Winning Trades | 120 | 64 | 56 | 120 | 64 | 56 |
| Losing Trades | 111 | 51 | 60 | 111 | 51 | 60 |
| Profitability (%) | 51.9481 | 55.6522 | 48.2759 | 51.9481 | 55.6522 | 48.2759 |
| Ratio Avg Win / Avg Loss | 1.1937 | 1.0953 | 1.3052 | 1.0606 | 1.0772 | 1.0598 |
| Largest Winning Trade | 18529 | 15149 | 18529 | 47842 | 32015 | 47842 |
| Largest Losing Trade | -14964 | -14964 | -12071 | -28669 | -25326 | -28669 |
| Avg Bars in Trades | 105 | 98 | 112 | 105 | 98 | 112 |
| Avg Bars in Winners | 113 | 99 | 129 | 113 | 99 | 129 |
| Avg Bars in Losers | 96 | 97 | 96 | 96 | 97 | 96 |
| Bars Traded | 24370 | 11333 | 13037 | 24370 | 11333 | 13037 |
| Profit Streak | 0 | 4.6426 | 0 | 0 | 4.6426 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 338617 | 266486 | 90103 | -50737 | 301522 | -581423 |
{
"trading_pair": "AVAX_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735790400000,
"first_datapoint_time": 1735992900000,
"last_datapoint_time": 1758289500000,
"evaluation_time": 1758290117507,
"expiration_time": 1764769500000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 226,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 153,
"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": [
[
103683.9021351921,
61807.6236386304,
41876.2784965617,
115374.8057724492,
120190.0682519333,
-4815.262479484
],
[
103.683902,
61.807624,
41.876278,
115.374806,
120.190068,
-4.815262
],
[
0.398141,
0.237338,
0.160803,
0.295039,
0.303555,
-0.018949
],
[
10,
10,
10,
10,
10,
10
],
[
-38908,
-29022,
-44727,
-102654,
-65941,
-124813
],
[
1.290465,
1.374448,
1.218225,
1.146628,
1.351718,
0.989182
],
[
231,
115,
116,
231,
115,
116
],
[
120,
64,
56,
120,
64,
56
],
[
111,
51,
60,
111,
51,
60
],
[
51.948052,
55.652174,
48.275862,
51.948052,
55.652174,
48.275862
],
[
1.19368,
1.095263,
1.305241,
1.060631,
1.07715,
1.059838
],
[
18529,
15149,
18529,
47842,
32015,
47842
],
[
-14964,
-14964,
-12071,
-28669,
-25326,
-28669
],
[
105,
98,
112,
105,
98,
112
],
[
113,
99,
129,
113,
99,
129
],
[
96,
97,
96,
96,
97,
96
],
[
24370,
11333,
13037,
24370,
11333,
13037
],
[
0,
4.642564,
0,
0,
4.642564,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
338617,
266486,
90103,
-50737,
301522,
-581423
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735790400000,
"first_datapoint_time": 1735992900000,
"last_datapoint_time": 1758289500000,
"evaluation_time": 1758290117507,
"expiration_time": 1764769500000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 226,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 153,
"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) |
|---|