| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 244826.1707 | 142040.6894 | 102785.4813 | 578192.4946 | 360633.6957 | 217558.7989 |
| Total P&L (%) | 244.8262 | 142.0407 | 102.7855 | 578.1925 | 360.6337 | 217.5588 |
| Avg Daily Profit (%) | 0.4701 | 0.2727 | 0.1973 | 0.3682 | 0.2937 | 0.2221 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -80820 | -51554 | -33221 | -468149 | -315374 | -230187 |
| Profit Factor | 1.4423 | 1.5049 | 1.3776 | 1.2527 | 1.3114 | 1.1925 |
| Total Trades | 318 | 159 | 159 | 318 | 159 | 159 |
| Winning Trades | 155 | 72 | 83 | 155 | 72 | 83 |
| Losing Trades | 163 | 87 | 76 | 163 | 87 | 76 |
| Profitability (%) | 48.7421 | 45.283 | 52.2013 | 48.7421 | 45.283 | 52.2013 |
| Ratio Avg Win / Avg Loss | 1.5167 | 1.8184 | 1.2614 | 1.3173 | 1.5846 | 1.092 |
| Largest Winning Trade | 24699 | 24699 | 19819 | 105716 | 86444 | 105716 |
| Largest Losing Trade | -12523 | -11067 | -12523 | -101915 | -73699 | -101915 |
| Avg Bars in Trades | 77 | 80 | 75 | 77 | 80 | 75 |
| Avg Bars in Winners | 93 | 96 | 90 | 93 | 96 | 90 |
| Avg Bars in Losers | 63 | 66 | 58 | 63 | 66 | 58 |
| Bars Traded | 24741 | 12775 | 11966 | 24741 | 12775 | 11966 |
| Profit Streak | 2.6125 | 5.8833 | 0 | 2.6125 | 5.8833 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 399155 | 350465 | 293421 | 301101 | 314347 | -945 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713393000000,
"first_datapoint_time": 1713702600000,
"last_datapoint_time": 1758391200000,
"evaluation_time": 1758391917146,
"expiration_time": 1764871200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 173,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 143,
"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": [
[
244826.1706992529,
142040.6893919128,
102785.4813073399,
578192.494608617,
360633.6957417866,
217558.7988668308
],
[
244.826171,
142.040689,
102.785481,
578.192495,
360.633696,
217.558799
],
[
0.470069,
0.27272,
0.197349,
0.368217,
0.293699,
0.222102
],
[
10,
10,
10,
10,
10,
10
],
[
-80820,
-51554,
-33221,
-468149,
-315374,
-230187
],
[
1.44229,
1.504878,
1.377603,
1.252678,
1.311365,
1.192525
],
[
318,
159,
159,
318,
159,
159
],
[
155,
72,
83,
155,
72,
83
],
[
163,
87,
76,
163,
87,
76
],
[
48.742138,
45.283019,
52.201258,
48.742138,
45.283019,
52.201258
],
[
1.516731,
1.818395,
1.261419,
1.317332,
1.584566,
1.091951
],
[
24699,
24699,
19819,
105716,
86444,
105716
],
[
-12523,
-11067,
-12523,
-101915,
-73699,
-101915
],
[
77,
80,
75,
77,
80,
75
],
[
93,
96,
90,
93,
96,
90
],
[
63,
66,
58,
63,
66,
58
],
[
24741,
12775,
11966,
24741,
12775,
11966
],
[
2.612467,
5.8833,
0,
2.612467,
5.8833,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
399155,
350465,
293421,
301101,
314347,
-945
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713393000000,
"first_datapoint_time": 1713702600000,
"last_datapoint_time": 1758391200000,
"evaluation_time": 1758391917146,
"expiration_time": 1764871200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 173,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 143,
"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) |
|---|