| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 94478.6144 | 52446.3495 | 42032.265 | 60464.3082 | 33381.6824 | 27082.6259 |
| Total P&L (%) | 94.4786 | 52.4463 | 42.0323 | 60.4643 | 33.3817 | 27.0826 |
| Avg Daily Profit (%) | 0.1814 | 0.1007 | 0.0807 | 0.0908 | 0.0553 | 0.046 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -58519 | -43291 | -68567 | -66006 | -46241 | -65101 |
| Profit Factor | 1.2096 | 1.2506 | 1.174 | 1.136 | 1.1613 | 1.114 |
| Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
| Winning Trades | 160 | 75 | 85 | 160 | 75 | 85 |
| Losing Trades | 100 | 55 | 45 | 100 | 55 | 45 |
| Profitability (%) | 61.5385 | 57.6923 | 65.3846 | 61.5385 | 57.6923 | 65.3846 |
| Ratio Avg Win / Avg Loss | 0.756 | 0.9171 | 0.6215 | 0.71 | 0.8516 | 0.5898 |
| Largest Winning Trade | 20934 | 12559 | 20934 | 22990 | 9301 | 22990 |
| Largest Losing Trade | -24023 | -23645 | -24023 | -23856 | -22053 | -23856 |
| Avg Bars in Trades | 93 | 95 | 91 | 93 | 95 | 91 |
| Avg Bars in Winners | 74 | 81 | 68 | 74 | 81 | 68 |
| Avg Bars in Losers | 124 | 115 | 136 | 124 | 115 | 136 |
| Bars Traded | 24407 | 12451 | 11956 | 24407 | 12451 | 11956 |
| Profit Streak | 12.4171 | 19.0421 | 12.4171 | 12.4171 | 19.0421 | 12.4171 |
| Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 331802 | -59767 | -115746 | -140984 | -164764 | -229286 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712736000000,
"first_datapoint_time": 1713065400000,
"last_datapoint_time": 1757734200000,
"evaluation_time": 1757736033866,
"expiration_time": 1764214200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 123,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 184,
"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": [
[
94478.6144265133,
52446.3494619345,
42032.2649645788,
60464.3082346406,
33381.6823553102,
27082.6258793304
],
[
94.478614,
52.446349,
42.032265,
60.464308,
33.381682,
27.082626
],
[
0.1814,
0.100698,
0.080702,
0.090839,
0.05532,
0.046027
],
[
10,
10,
10,
10,
10,
10
],
[
-58519,
-43291,
-68567,
-66006,
-46241,
-65101
],
[
1.20956,
1.250619,
1.173993,
1.136039,
1.161324,
1.114013
],
[
260,
130,
130,
260,
130,
130
],
[
160,
75,
85,
160,
75,
85
],
[
100,
55,
45,
100,
55,
45
],
[
61.538462,
57.692308,
65.384615,
61.538462,
57.692308,
65.384615
],
[
0.755975,
0.917121,
0.621525,
0.710024,
0.851637,
0.589772
],
[
20934,
12559,
20934,
22990,
9301,
22990
],
[
-24023,
-23645,
-24023,
-23856,
-22053,
-23856
],
[
93,
95,
91,
93,
95,
91
],
[
74,
81,
68,
74,
81,
68
],
[
124,
115,
136,
124,
115,
136
],
[
24407,
12451,
11956,
24407,
12451,
11956
],
[
12.417058,
19.042058,
12.417058,
12.417059,
19.042059,
12.417059
],
[
5,
6,
2,
5,
6,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
331802,
-59767,
-115746,
-140984,
-164764,
-229286
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712736000000,
"first_datapoint_time": 1713065400000,
"last_datapoint_time": 1757734200000,
"evaluation_time": 1757736033866,
"expiration_time": 1764214200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 123,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 184,
"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) |
|---|