| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 123486.2254 | 64280.6178 | 59205.6076 | 127736.559 | 64577.8293 | 63158.7297 |
| Total P&L (%) | 123.4862 | 64.2806 | 59.2056 | 127.7366 | 64.5778 | 63.1587 |
| Avg Daily Profit (%) | 0.2371 | 0.1234 | 0.1137 | 0.1581 | 0.0957 | 0.094 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -39537 | -50586 | -33379 | -73742 | -91146 | -58893 |
| Profit Factor | 1.4756 | 1.4215 | 1.5524 | 1.3257 | 1.2805 | 1.3897 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
| Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
| Profitability (%) | 65.9574 | 63.8298 | 68.0851 | 65.9574 | 63.8298 | 68.0851 |
| Ratio Avg Win / Avg Loss | 0.7616 | 0.8055 | 0.7277 | 0.6842 | 0.7256 | 0.6514 |
| Largest Winning Trade | 22657 | 22657 | 12018 | 33871 | 33871 | 19767 |
| Largest Losing Trade | -30688 | -30688 | -21116 | -58231 | -58231 | -40268 |
| Avg Bars in Trades | 258 | 353 | 162 | 258 | 353 | 162 |
| Avg Bars in Winners | 179 | 240 | 123 | 179 | 240 | 123 |
| Avg Bars in Losers | 410 | 553 | 248 | 410 | 553 | 248 |
| Bars Traded | 24286 | 16627 | 7659 | 24286 | 16627 | 7659 |
| Profit Streak | 25.5797 | 34.6839 | 25.5797 | 25.5797 | 34.6839 | 25.5797 |
| Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 395961 | -26627 | -39121 | 338688 | -64425 | -66033 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712505600000,
"first_datapoint_time": 1713184200000,
"last_datapoint_time": 1757503800000,
"evaluation_time": 1757505286659,
"expiration_time": 1763983800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 203,
"offset": 0,
"std": 1.07442
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 243,
"offset": 135
}
}
}
{
"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": [
[
123486.225449173,
64280.6178494904,
59205.6075996826,
127736.5589970252,
64577.8292872626,
63158.7297097626
],
[
123.486225,
64.280618,
59.205608,
127.736559,
64.577829,
63.15873
],
[
0.237095,
0.12342,
0.113675,
0.158146,
0.095703,
0.094039
],
[
10,
10,
10,
10,
10,
10
],
[
-39537,
-50586,
-33379,
-73742,
-91146,
-58893
],
[
1.475571,
1.421542,
1.552448,
1.325657,
1.280548,
1.389729
],
[
94,
47,
47,
94,
47,
47
],
[
62,
30,
32,
62,
30,
32
],
[
32,
17,
15,
32,
17,
15
],
[
65.957447,
63.829787,
68.085106,
65.957447,
63.829787,
68.085106
],
[
0.761585,
0.80554,
0.72771,
0.68421,
0.725644,
0.651436
],
[
22657,
22657,
12018,
33871,
33871,
19767
],
[
-30688,
-30688,
-21116,
-58231,
-58231,
-40268
],
[
258,
353,
162,
258,
353,
162
],
[
179,
240,
123,
179,
240,
123
],
[
410,
553,
248,
410,
553,
248
],
[
24286,
16627,
7659,
24286,
16627,
7659
],
[
25.579707,
34.683873,
25.579707,
25.579707,
34.683873,
25.579707
],
[
5,
5,
2,
5,
5,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
395961,
-26627,
-39121,
338688,
-64425,
-66033
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712505600000,
"first_datapoint_time": 1713184200000,
"last_datapoint_time": 1757503800000,
"evaluation_time": 1757505286659,
"expiration_time": 1763983800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 203,
"offset": 0,
"std": 1.07442
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 243,
"offset": 135
}
}
}
| # | 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) |
|---|