| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 202646.8367 | 120903.7452 | 81743.0915 | 343219.7189 | 259120.2602 | 84099.4587 |
| Total P&L (%) | 202.6468 | 120.9037 | 81.7431 | 343.2197 | 259.1203 | 84.0995 |
| Avg Daily Profit (%) | 0.3891 | 0.2321 | 0.1569 | 0.2863 | 0.2458 | 0.1172 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -42560 | -56220 | -34980 | -198052 | -221074 | -174978 |
| Profit Factor | 1.4619 | 1.5273 | 1.3903 | 1.2358 | 1.3538 | 1.1163 |
| Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
| Winning Trades | 98 | 47 | 51 | 98 | 47 | 51 |
| Losing Trades | 132 | 68 | 64 | 132 | 68 | 64 |
| Profitability (%) | 42.6087 | 40.8696 | 44.3478 | 42.6087 | 40.8696 | 44.3478 |
| Ratio Avg Win / Avg Loss | 1.9691 | 2.2098 | 1.7447 | 1.6645 | 1.9587 | 1.4008 |
| Largest Winning Trade | 47858 | 47858 | 22370 | 122738 | 122738 | 83230 |
| Largest Losing Trade | -10496 | -10108 | -10496 | -50347 | -50347 | -33913 |
| Avg Bars in Trades | 108 | 106 | 109 | 108 | 106 | 109 |
| Avg Bars in Winners | 158 | 163 | 153 | 158 | 163 | 153 |
| Avg Bars in Losers | 71 | 66 | 75 | 71 | 66 | 75 |
| Bars Traded | 24875 | 12229 | 12646 | 24875 | 12229 | 12646 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 330557 | 220032 | 215450 | 249169 | 186045 | -132125 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712912400000,
"first_datapoint_time": 1713124800000,
"last_datapoint_time": 1757910600000,
"evaluation_time": 1757911391411,
"expiration_time": 1764390600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 119,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 58,
"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": [
[
202646.83673106,
120903.7452162429,
81743.0915148171,
343219.7189472452,
259120.2602106502,
84099.458736595
],
[
202.646837,
120.903745,
81.743092,
343.219719,
259.12026,
84.099459
],
[
0.389084,
0.232137,
0.156948,
0.286279,
0.245773,
0.117248
],
[
10,
10,
10,
10,
10,
10
],
[
-42560,
-56220,
-34980,
-198052,
-221074,
-174978
],
[
1.461925,
1.52733,
1.39032,
1.235763,
1.353772,
1.116266
],
[
230,
115,
115,
230,
115,
115
],
[
98,
47,
51,
98,
47,
51
],
[
132,
68,
64,
132,
68,
64
],
[
42.608696,
40.869565,
44.347826,
42.608696,
40.869565,
44.347826
],
[
1.969123,
2.209754,
1.744716,
1.664497,
1.95865,
1.400805
],
[
47858,
47858,
22370,
122738,
122738,
83230
],
[
-10496,
-10108,
-10496,
-50347,
-50347,
-33913
],
[
108,
106,
109,
108,
106,
109
],
[
158,
163,
153,
158,
163,
153
],
[
71,
66,
75,
71,
66,
75
],
[
24875,
12229,
12646,
24875,
12229,
12646
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
330557,
220032,
215450,
249169,
186045,
-132125
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712912400000,
"first_datapoint_time": 1713124800000,
"last_datapoint_time": 1757910600000,
"evaluation_time": 1757911391411,
"expiration_time": 1764390600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 119,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 58,
"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) |
|---|