| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 162577.9339 | 92784.044 | 69793.89 | 217566.8192 | 133946.1304 | 83620.6888 |
| Total P&L (%) | 162.5779 | 92.784 | 69.7939 | 217.5668 | 133.9461 | 83.6207 |
| Avg Daily Profit (%) | 0.3122 | 0.1781 | 0.134 | 0.2221 | 0.1633 | 0.1167 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -49014 | -55340 | -34467 | -87112 | -96748 | -69952 |
| Profit Factor | 1.3818 | 1.4657 | 1.308 | 1.3131 | 1.4247 | 1.2203 |
| Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
| Winning Trades | 104 | 51 | 53 | 104 | 51 | 53 |
| Losing Trades | 92 | 47 | 45 | 92 | 47 | 45 |
| Profitability (%) | 53.0612 | 52.0408 | 54.0816 | 53.0612 | 52.0408 | 54.0816 |
| Ratio Avg Win / Avg Loss | 1.2223 | 1.3507 | 1.1105 | 1.1616 | 1.313 | 1.0361 |
| Largest Winning Trade | 24129 | 24129 | 20829 | 38215 | 38215 | 35955 |
| Largest Losing Trade | -24351 | -17965 | -24351 | -46809 | -22306 | -46809 |
| Avg Bars in Trades | 124 | 133 | 114 | 124 | 133 | 114 |
| Avg Bars in Winners | 131 | 139 | 123 | 131 | 139 | 123 |
| Avg Bars in Losers | 116 | 126 | 105 | 116 | 126 | 105 |
| Bars Traded | 24365 | 13100 | 11264 | 24365 | 13100 | 11264 |
| 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 | 360626 | 285612 | -14346 | 317808 | 272034 | -37877 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712680200000,
"first_datapoint_time": 1712993400000,
"last_datapoint_time": 1757678400000,
"evaluation_time": 1757679914527,
"expiration_time": 1764158400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 175,
"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": [
[
162577.9339351472,
92784.0439842043,
69793.8899509428,
217566.819221189,
133946.1304432935,
83620.6887778956
],
[
162.577934,
92.784044,
69.79389,
217.566819,
133.94613,
83.620689
],
[
0.312152,
0.178147,
0.134005,
0.222107,
0.163319,
0.116748
],
[
10,
10,
10,
10,
10,
10
],
[
-49014,
-55340,
-34467,
-87112,
-96748,
-69952
],
[
1.381767,
1.465695,
1.30798,
1.313078,
1.424716,
1.220315
],
[
196,
98,
98,
196,
98,
98
],
[
104,
51,
53,
104,
51,
53
],
[
92,
47,
45,
92,
47,
45
],
[
53.061224,
52.040816,
54.081633,
53.061224,
52.040816,
54.081633
],
[
1.222333,
1.350739,
1.110549,
1.161569,
1.312973,
1.036117
],
[
24129,
24129,
20829,
38215,
38215,
35955
],
[
-24351,
-17965,
-24351,
-46809,
-22306,
-46809
],
[
124,
133,
114,
124,
133,
114
],
[
131,
139,
123,
131,
139,
123
],
[
116,
126,
105,
116,
126,
105
],
[
24365,
13100,
11264,
24365,
13100,
11264
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
360626,
285612,
-14346,
317808,
272034,
-37877
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712680200000,
"first_datapoint_time": 1712993400000,
"last_datapoint_time": 1757678400000,
"evaluation_time": 1757679914527,
"expiration_time": 1764158400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 175,
"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) |
|---|