| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 95753.2135 | 56589.0942 | 39164.1193 | 61795.4776 | 47281.1539 | 14514.3236 |
| Total P&L (%) | 95.7532 | 56.5891 | 39.1641 | 61.7955 | 47.2812 | 14.5143 |
| Avg Daily Profit (%) | 0.1838 | 0.1087 | 0.0752 | 0.0924 | 0.0744 | 0.026 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -61188 | -40228 | -51495 | -134816 | -82205 | -101474 |
| Profit Factor | 1.2361 | 1.2652 | 1.2037 | 1.085 | 1.1287 | 1.0404 |
| Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
| Winning Trades | 89 | 45 | 44 | 89 | 45 | 44 |
| Losing Trades | 79 | 39 | 40 | 79 | 39 | 40 |
| Profitability (%) | 52.9762 | 53.5714 | 52.381 | 52.9762 | 53.5714 | 52.381 |
| Ratio Avg Win / Avg Loss | 1.0972 | 1.0965 | 1.0943 | 0.9631 | 0.9782 | 0.9458 |
| Largest Winning Trade | 17968 | 17968 | 16840 | 30937 | 28496 | 30937 |
| Largest Losing Trade | -26691 | -18738 | -26691 | -58085 | -34512 | -58085 |
| Avg Bars in Trades | 143 | 152 | 135 | 143 | 152 | 135 |
| Avg Bars in Winners | 146 | 165 | 127 | 146 | 165 | 127 |
| Avg Bars in Losers | 140 | 137 | 143 | 140 | 137 | 143 |
| Bars Traded | 24141 | 12791 | 11350 | 24141 | 12791 | 11350 |
| Profit Streak | 6.7474 | 7.8099 | 0 | 6.7474 | 7.8099 | 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 | 308171 | -48718 | -95935 | -197415 | -175567 | -361829 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712257200000,
"first_datapoint_time": 1712919600000,
"last_datapoint_time": 1757255400000,
"evaluation_time": 1757256974609,
"expiration_time": 1763735400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 199,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 217,
"offset": 152
}
}
}
{
"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": [
[
95753.2134899518,
56589.0942396957,
39164.1192502562,
61795.4775543247,
47281.1539070797,
14514.3236472449
],
[
95.753213,
56.589094,
39.164119,
61.795478,
47.281154,
14.514324
],
[
0.183847,
0.108652,
0.075196,
0.092427,
0.074365,
0.026025
],
[
10,
10,
10,
10,
10,
10
],
[
-61188,
-40228,
-51495,
-134816,
-82205,
-101474
],
[
1.236087,
1.265228,
1.203741,
1.085011,
1.128739,
1.040357
],
[
168,
84,
84,
168,
84,
84
],
[
89,
45,
44,
89,
45,
44
],
[
79,
39,
40,
79,
39,
40
],
[
52.97619,
53.571429,
52.380952,
52.97619,
53.571429,
52.380952
],
[
1.097201,
1.096531,
1.09431,
0.9631,
0.978241,
0.945779
],
[
17968,
17968,
16840,
30937,
28496,
30937
],
[
-26691,
-18738,
-26691,
-58085,
-34512,
-58085
],
[
143,
152,
135,
143,
152,
135
],
[
146,
165,
127,
146,
165,
127
],
[
140,
137,
143,
140,
137,
143
],
[
24141,
12791,
11350,
24141,
12791,
11350
],
[
6.747391,
7.809891,
0,
6.747391,
7.809891,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
308171,
-48718,
-95935,
-197415,
-175567,
-361829
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712257200000,
"first_datapoint_time": 1712919600000,
"last_datapoint_time": 1757255400000,
"evaluation_time": 1757256974609,
"expiration_time": 1763735400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 199,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 217,
"offset": 152
}
}
}
| # | 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) |
|---|