| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 225148.8665 | 131812.5879 | 93336.2786 | 509669.3162 | 301816.2751 | 207853.0411 |
| Total P&L (%) | 225.1489 | 131.8126 | 93.3363 | 509.6693 | 301.8163 | 207.853 |
| Avg Daily Profit (%) | 0.4323 | 0.2531 | 0.1792 | 0.3477 | 0.2674 | 0.2161 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -39543 | -42581 | -6338 | -90371 | -135938 | -31344 |
| Profit Factor | 1.8174 | 1.576 | 3.0028 | 1.7808 | 1.5742 | 2.6356 |
| Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
| Winning Trades | 79 | 33 | 46 | 79 | 33 | 46 |
| Losing Trades | 68 | 40 | 28 | 68 | 40 | 28 |
| Profitability (%) | 53.7415 | 45.2055 | 62.1622 | 53.7415 | 45.2055 | 62.1622 |
| Ratio Avg Win / Avg Loss | 1.5643 | 1.9103 | 1.8278 | 1.5328 | 1.9081 | 1.6043 |
| Largest Winning Trade | 32600 | 32600 | 15917 | 94149 | 94149 | 46029 |
| Largest Losing Trade | -18769 | -18769 | -6338 | -60808 | -60808 | -25445 |
| Avg Bars in Trades | 167 | 305 | 31 | 167 | 305 | 31 |
| Avg Bars in Winners | 190 | 404 | 36 | 190 | 404 | 36 |
| Avg Bars in Losers | 141 | 224 | 24 | 141 | 224 | 24 |
| Bars Traded | 24665 | 22317 | 2348 | 24665 | 22317 | 2348 |
| Profit Streak | 6.3209 | 6.3209 | 8.4042 | 6.3209 | 6.3209 | 8.4042 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 537828 | -62742 | -48868 | 524260 | -62631 | -49261 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713457800000,
"first_datapoint_time": 1713789000000,
"last_datapoint_time": 1758456000000,
"evaluation_time": 1758456723374,
"expiration_time": 1764936000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 185,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 146,
"offset": 0,
"scalar": 4
}
}
}
{
"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": [
[
225148.8664564517,
131812.5879010889,
93336.2785553629,
509669.3162382513,
301816.2751264071,
207853.0411118442
],
[
225.148866,
131.812588,
93.336279,
509.669316,
301.816275,
207.853041
],
[
0.432289,
0.253082,
0.179207,
0.347693,
0.267397,
0.216129
],
[
10,
10,
10,
10,
10,
10
],
[
-39543,
-42581,
-6338,
-90371,
-135938,
-31344
],
[
1.817352,
1.575958,
3.002785,
1.780803,
1.574152,
2.635647
],
[
147,
73,
74,
147,
73,
74
],
[
79,
33,
46,
79,
33,
46
],
[
68,
40,
28,
68,
40,
28
],
[
53.741497,
45.205479,
62.162162,
53.741497,
45.205479,
62.162162
],
[
1.564303,
1.910252,
1.827782,
1.532843,
1.908063,
1.604307
],
[
32600,
32600,
15917,
94149,
94149,
46029
],
[
-18769,
-18769,
-6338,
-60808,
-60808,
-25445
],
[
167,
305,
31,
167,
305,
31
],
[
190,
404,
36,
190,
404,
36
],
[
141,
224,
24,
141,
224,
24
],
[
24665,
22317,
2348,
24665,
22317,
2348
],
[
6.320872,
6.320872,
8.404206,
6.320872,
6.320872,
8.404206
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
537828,
-62742,
-48868,
524260,
-62631,
-49261
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713457800000,
"first_datapoint_time": 1713789000000,
"last_datapoint_time": 1758456000000,
"evaluation_time": 1758456723374,
"expiration_time": 1764936000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 185,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 146,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|