| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 133330.2995 | 70130.9524 | 63199.3471 | 193032.7588 | 142484.9134 | 50547.8454 |
| Total P&L (%) | 133.3303 | 70.131 | 63.1993 | 193.0328 | 142.4849 | 50.5478 |
| Avg Daily Profit (%) | 0.512 | 0.2693 | 0.2427 | 0.4137 | 0.3407 | 0.1572 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -33287 | -26338 | -30001 | -73992 | -69120 | -87041 |
| Profit Factor | 1.4208 | 1.4122 | 1.4308 | 1.2788 | 1.4012 | 1.1499 |
| Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
| Winning Trades | 104 | 53 | 51 | 104 | 53 | 51 |
| Losing Trades | 100 | 49 | 51 | 100 | 49 | 51 |
| Profitability (%) | 50.9804 | 51.9608 | 50 | 50.9804 | 51.9608 | 50 |
| Ratio Avg Win / Avg Loss | 1.3662 | 1.3056 | 1.4308 | 1.2296 | 1.2955 | 1.1499 |
| Largest Winning Trade | 16230 | 16230 | 15510 | 37564 | 37564 | 29892 |
| Largest Losing Trade | -14837 | -14837 | -11804 | -26157 | -26157 | -23032 |
| Avg Bars in Trades | 121 | 115 | 126 | 121 | 115 | 126 |
| Avg Bars in Winners | 126 | 128 | 124 | 126 | 128 | 124 |
| Avg Bars in Losers | 115 | 102 | 128 | 115 | 102 | 128 |
| Bars Traded | 24716 | 11813 | 12903 | 24716 | 11813 | 12903 |
| Profit Streak | 4.3933 | 7.9975 | 4.3933 | 4.3933 | 7.9975 | 4.3933 |
| Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 430330 | 328212 | 247855 | 368843 | 347776 | -51232 |
{
"trading_pair": "AVAX_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736066700000,
"first_datapoint_time": 1736278200000,
"last_datapoint_time": 1758565800000,
"evaluation_time": 1758588983963,
"expiration_time": 1765045800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 200,
"offset": 0,
"poles": 3
}
}
}
{
"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": [
[
133330.2995373885,
70130.9523940218,
63199.3471433669,
193032.7588270378,
142484.9133778822,
50547.8454491557
],
[
133.3303,
70.130952,
63.199347,
193.032759,
142.484913,
50.547845
],
[
0.511982,
0.269299,
0.242682,
0.413692,
0.34071,
0.15722
],
[
10,
10,
10,
10,
10,
10
],
[
-33287,
-26338,
-30001,
-73992,
-69120,
-87041
],
[
1.420816,
1.412191,
1.43082,
1.278801,
1.401243,
1.149879
],
[
204,
102,
102,
204,
102,
102
],
[
104,
53,
51,
104,
53,
51
],
[
100,
49,
51,
100,
49,
51
],
[
50.980392,
51.960784,
50,
50.980392,
51.960784,
50
],
[
1.366169,
1.30561,
1.43082,
1.229617,
1.295489,
1.149879
],
[
16230,
16230,
15510,
37564,
37564,
29892
],
[
-14837,
-14837,
-11804,
-26157,
-26157,
-23032
],
[
121,
115,
126,
121,
115,
126
],
[
126,
128,
124,
126,
128,
124
],
[
115,
102,
128,
115,
102,
128
],
[
24716,
11813,
12903,
24716,
11813,
12903
],
[
4.393333,
7.997499,
4.393333,
4.393333,
7.9975,
4.393333
],
[
3,
3,
1,
3,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
430330,
328212,
247855,
368843,
347776,
-51232
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736066700000,
"first_datapoint_time": 1736278200000,
"last_datapoint_time": 1758565800000,
"evaluation_time": 1758588983963,
"expiration_time": 1765045800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 200,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|