| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 58931.0554 | 53868.5922 | 5062.4632 | 77285.7223 | 74437.5161 | 2848.2062 |
| Total P&L (%) | 58.9311 | 53.8686 | 5.0625 | 77.2857 | 74.4375 | 2.8482 |
| Avg Daily Profit (%) | 1.1315 | 1.0343 | 0.0972 | 1.1055 | 1.0741 | 0.0539 |
| Buy And Hold Return (%) | 44.2149 | 44.2149 | 44.2149 | 44.2149 | 44.2149 | 44.2149 |
| Max Trade Drawdown | -8538 | -8617 | -7040 | -11674 | -11779 | -12738 |
| Profit Factor | 3.7325 | 5.5075 | 1.5265 | 3.3634 | 5.5204 | 1.1754 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
| Losing Trades | 14 | 7 | 7 | 14 | 7 | 7 |
| Profitability (%) | 76.2712 | 75.8621 | 76.6667 | 76.2712 | 75.8621 | 76.6667 |
| Ratio Avg Win / Avg Loss | 1.1612 | 1.7524 | 0.4646 | 1.0464 | 1.7565 | 0.3577 |
| Largest Winning Trade | 7843 | 7843 | 1475 | 12127 | 12127 | 2248 |
| Largest Losing Trade | -5152 | -4895 | -5152 | -9452 | -6584 | -9452 |
| Avg Bars in Trades | 374 | 665 | 92 | 374 | 665 | 92 |
| Avg Bars in Winners | 263 | 460 | 74 | 263 | 460 | 74 |
| Avg Bars in Losers | 731 | 1312 | 150 | 731 | 1312 | 150 |
| Bars Traded | 22073 | 19309 | 2764 | 22073 | 19309 | 2764 |
| Profit Streak | 0 | 6.8942 | 0 | 0 | 6.8942 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -221589 | -73641 | -227544 | -168385 | 539168 | -314235 |
{
"trading_pair": "AVAX_USDT",
"interval": "3m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 52.08,
"actual_first_datapoint_time": 1754071740000,
"first_datapoint_time": 1754112060000,
"last_datapoint_time": 1758571560000,
"evaluation_time": 1758571776288,
"expiration_time": 1765051560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 113,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 225,
"offset": 0,
"scalar": 4
}
}
}
{
"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": [
[
58931.055440686,
53868.5921925652,
5062.4632481209,
77285.7223322468,
74437.5160923667,
2848.2062398801
],
[
58.931055,
53.868592,
5.062463,
77.285722,
74.437516,
2.848206
],
[
1.131549,
1.034343,
0.097206,
1.105514,
1.074077,
0.053939
],
[
44.214876,
44.214876,
44.214876,
44.214876,
44.214876,
44.214876
],
[
-8538,
-8617,
-7040,
-11674,
-11779,
-12738
],
[
3.732496,
5.507513,
1.526468,
3.363432,
5.520446,
1.175449
],
[
59,
29,
30,
59,
29,
30
],
[
45,
22,
23,
45,
22,
23
],
[
14,
7,
7,
14,
7,
7
],
[
76.271186,
75.862069,
76.666667,
76.271186,
75.862069,
76.666667
],
[
1.161221,
1.75239,
0.464577,
1.046401,
1.756505,
0.357745
],
[
7843,
7843,
1475,
12127,
12127,
2248
],
[
-5152,
-4895,
-5152,
-9452,
-6584,
-9452
],
[
374,
665,
92,
374,
665,
92
],
[
263,
460,
74,
263,
460,
74
],
[
731,
1312,
150,
731,
1312,
150
],
[
22073,
19309,
2764,
22073,
19309,
2764
],
[
0,
6.89417,
0,
0,
6.89417,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-221589,
-73641,
-227544,
-168385,
539168,
-314235
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "3m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 52.08,
"actual_first_datapoint_time": 1754071740000,
"first_datapoint_time": 1754112060000,
"last_datapoint_time": 1758571560000,
"evaluation_time": 1758571776288,
"expiration_time": 1765051560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 113,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 225,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|