| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 158209.8856 | 75891.664 | 82318.2216 | 179587.3106 | 81187.5684 | 98399.7422 |
| Total P&L (%) | 158.2099 | 75.8917 | 82.3182 | 179.5873 | 81.1876 | 98.3997 |
| Avg Daily Profit (%) | 0.3038 | 0.1457 | 0.1581 | 0.1976 | 0.1142 | 0.1316 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -52511 | -54421 | -30515 | -103847 | -116631 | -85207 |
| Profit Factor | 1.2012 | 1.1757 | 1.2321 | 1.1338 | 1.1083 | 1.166 |
| Total Trades | 480 | 240 | 240 | 480 | 240 | 240 |
| Winning Trades | 251 | 123 | 128 | 251 | 123 | 128 |
| Losing Trades | 229 | 117 | 112 | 229 | 117 | 112 |
| Profitability (%) | 52.2917 | 51.25 | 53.3333 | 52.2917 | 51.25 | 53.3333 |
| Ratio Avg Win / Avg Loss | 1.0959 | 1.1184 | 1.0781 | 1.0344 | 1.0542 | 1.0202 |
| Largest Winning Trade | 22523 | 16344 | 22523 | 38626 | 28708 | 38626 |
| Largest Losing Trade | -15915 | -15472 | -15915 | -33584 | -33584 | -27069 |
| Avg Bars in Trades | 51 | 52 | 50 | 51 | 52 | 50 |
| Avg Bars in Winners | 56 | 56 | 56 | 56 | 56 | 56 |
| Avg Bars in Losers | 45 | 48 | 43 | 45 | 48 | 43 |
| Bars Traded | 24684 | 12661 | 12023 | 24684 | 12661 | 12023 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 368081 | -25449 | 269829 | -63551 | -141686 | -54673 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712385000000,
"first_datapoint_time": 1712764800000,
"last_datapoint_time": 1757383200000,
"evaluation_time": 1757384248304,
"expiration_time": 1763863200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 210,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 212,
"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": [
[
158209.8856198788,
75891.6639870163,
82318.2216328625,
179587.3106144785,
81187.5683746911,
98399.7422397874
],
[
158.209886,
75.891664,
82.318222,
179.587311,
81.187568,
98.399742
],
[
0.303765,
0.145713,
0.158052,
0.1976,
0.114183,
0.131629
],
[
10,
10,
10,
10,
10,
10
],
[
-52511,
-54421,
-30515,
-103847,
-116631,
-85207
],
[
1.201163,
1.175733,
1.232133,
1.133762,
1.108281,
1.165992
],
[
480,
240,
240,
480,
240,
240
],
[
251,
123,
128,
251,
123,
128
],
[
229,
117,
112,
229,
117,
112
],
[
52.291667,
51.25,
53.333333,
52.291667,
51.25,
53.333333
],
[
1.095882,
1.11838,
1.078116,
1.034389,
1.054219,
1.020243
],
[
22523,
16344,
22523,
38626,
28708,
38626
],
[
-15915,
-15472,
-15915,
-33584,
-33584,
-27069
],
[
51,
52,
50,
51,
52,
50
],
[
56,
56,
56,
56,
56,
56
],
[
45,
48,
43,
45,
48,
43
],
[
24684,
12661,
12023,
24684,
12661,
12023
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
368081,
-25449,
269829,
-63551,
-141686,
-54673
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712385000000,
"first_datapoint_time": 1712764800000,
"last_datapoint_time": 1757383200000,
"evaluation_time": 1757384248304,
"expiration_time": 1763863200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 210,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 212,
"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) |
|---|