| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 336197.4315 | 186173.1962 | 150024.2352 | 1269678.1808 | 767915.51 | 501762.6708 |
| Total P&L (%) | 336.1974 | 186.1732 | 150.0242 | 1269.6782 | 767.9155 | 501.7627 |
| Avg Daily Profit (%) | 0.6455 | 0.3575 | 0.288 | 0.5038 | 0.4158 | 0.3452 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -23353 | -13511 | -21952 | -383787 | -105032 | -364684 |
| Profit Factor | 3.5383 | 4.1444 | 3.0483 | 2.1623 | 3.2989 | 1.6617 |
| Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
| Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
| Profitability (%) | 67.6056 | 63.8889 | 71.4286 | 67.6056 | 63.8889 | 71.4286 |
| Ratio Avg Win / Avg Loss | 1.6954 | 2.3425 | 1.2193 | 1.0361 | 1.8646 | 0.6647 |
| Largest Winning Trade | 125079 | 125079 | 30132 | 253301 | 253301 | 201296 |
| Largest Losing Trade | -19688 | -13511 | -19688 | -334249 | -105032 | -334249 |
| Avg Bars in Trades | 312 | 128 | 501 | 312 | 128 | 501 |
| Avg Bars in Winners | 282 | 142 | 411 | 282 | 142 | 411 |
| Avg Bars in Losers | 374 | 103 | 726 | 374 | 103 | 726 |
| Bars Traded | 22171 | 4610 | 17561 | 22171 | 4610 | 17561 |
| Profit Streak | 44.6137 | 45.1554 | 0 | 44.6137 | 45.1554 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -70579 | 645109 | 550259 | -75095 | 647069 | 426505 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713124800000,
"first_datapoint_time": 1713798000000,
"last_datapoint_time": 1758123000000,
"evaluation_time": 1758123827524,
"expiration_time": 1764603000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 228,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 197,
"offset": 178
}
}
}
{
"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": [
[
336197.4314563381,
186173.1962416866,
150024.2352146514,
1269678.1807967464,
767915.510023746,
501762.6707730009
],
[
336.197431,
186.173196,
150.024235,
1269.678181,
767.91551,
501.762671
],
[
0.645503,
0.357455,
0.288048,
0.503763,
0.415762,
0.345178
],
[
10,
10,
10,
10,
10,
10
],
[
-23353,
-13511,
-21952,
-383787,
-105032,
-364684
],
[
3.538252,
4.144421,
3.048255,
2.162309,
3.298941,
1.661654
],
[
71,
36,
35,
71,
36,
35
],
[
48,
23,
25,
48,
23,
25
],
[
23,
13,
10,
23,
13,
10
],
[
67.605634,
63.888889,
71.428571,
67.605634,
63.888889,
71.428571
],
[
1.695412,
2.342499,
1.219302,
1.036106,
1.864619,
0.664662
],
[
125079,
125079,
30132,
253301,
253301,
201296
],
[
-19688,
-13511,
-19688,
-334249,
-105032,
-334249
],
[
312,
128,
501,
312,
128,
501
],
[
282,
142,
411,
282,
142,
411
],
[
374,
103,
726,
374,
103,
726
],
[
22171,
4610,
17561,
22171,
4610,
17561
],
[
44.613744,
45.155411,
0,
44.613744,
45.155411,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-70579,
645109,
550259,
-75095,
647069,
426505
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713124800000,
"first_datapoint_time": 1713798000000,
"last_datapoint_time": 1758123000000,
"evaluation_time": 1758123827524,
"expiration_time": 1764603000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 228,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 197,
"offset": 178
}
}
}
| # | 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) |
|---|