| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 168067.5476 | 102206.8771 | 65860.6705 | 242612.3296 | 185662.4903 | 56949.8393 |
| Total P&L (%) | 168.0675 | 102.2069 | 65.8607 | 242.6123 | 185.6625 | 56.9498 |
| Avg Daily Profit (%) | 0.3227 | 0.1962 | 0.1265 | 0.2367 | 0.2017 | 0.0866 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -40188 | -52871 | -31988 | -117037 | -102064 | -79170 |
| Profit Factor | 1.4427 | 1.527 | 1.3547 | 1.3294 | 1.4867 | 1.1604 |
| Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
| Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
| Losing Trades | 103 | 54 | 49 | 103 | 54 | 49 |
| Profitability (%) | 42.7778 | 40 | 45.5556 | 42.7778 | 40 | 45.5556 |
| Ratio Avg Win / Avg Loss | 1.9299 | 2.2905 | 1.619 | 1.7783 | 2.23 | 1.3868 |
| Largest Winning Trade | 29914 | 29914 | 22717 | 52467 | 52467 | 36357 |
| Largest Losing Trade | -12117 | -9890 | -12117 | -30165 | -30165 | -25423 |
| Avg Bars in Trades | 137 | 132 | 142 | 137 | 132 | 142 |
| Avg Bars in Winners | 205 | 209 | 201 | 205 | 209 | 201 |
| Avg Bars in Losers | 86 | 80 | 92 | 86 | 80 | 92 |
| Bars Traded | 24682 | 11880 | 12802 | 24682 | 11880 | 12802 |
| Profit Streak | 4.6889 | 20.0014 | 0 | 4.6889 | 20.0014 | 0 |
| Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 314150 | 247306 | -25560 | 262763 | 240129 | -124952 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713450600000,
"first_datapoint_time": 1713837600000,
"last_datapoint_time": 1758448800000,
"evaluation_time": 1758448921986,
"expiration_time": 1764928800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 123,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 203,
"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": [
[
168067.5476023171,
102206.8770703769,
65860.6705319403,
242612.3296316115,
185662.4903241885,
56949.8393074228
],
[
168.067548,
102.206877,
65.860671,
242.61233,
185.66249,
56.949839
],
[
0.322692,
0.196238,
0.126453,
0.236716,
0.201736,
0.086583
],
[
10,
10,
10,
10,
10,
10
],
[
-40188,
-52871,
-31988,
-117037,
-102064,
-79170
],
[
1.442708,
1.526995,
1.354677,
1.329377,
1.48668,
1.16038
],
[
180,
90,
90,
180,
90,
90
],
[
77,
36,
41,
77,
36,
41
],
[
103,
54,
49,
103,
54,
49
],
[
42.777778,
40,
45.555556,
42.777778,
40,
45.555556
],
[
1.929857,
2.290492,
1.619004,
1.778257,
2.23002,
1.386796
],
[
29914,
29914,
22717,
52467,
52467,
36357
],
[
-12117,
-9890,
-12117,
-30165,
-30165,
-25423
],
[
137,
132,
142,
137,
132,
142
],
[
205,
209,
201,
205,
209,
201
],
[
86,
80,
92,
86,
80,
92
],
[
24682,
11880,
12802,
24682,
11880,
12802
],
[
4.688912,
20.001412,
0,
4.688912,
20.001412,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
314150,
247306,
-25560,
262763,
240129,
-124952
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713450600000,
"first_datapoint_time": 1713837600000,
"last_datapoint_time": 1758448800000,
"evaluation_time": 1758448921986,
"expiration_time": 1764928800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 123,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 203,
"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) |
|---|