| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 182444.7634 | 99409.459 | 83035.3044 | 292648.4185 | 144410.3299 | 148238.0885 |
| Total P&L (%) | 182.4448 | 99.4095 | 83.0353 | 292.6484 | 144.4103 | 148.2381 |
| Avg Daily Profit (%) | 0.3503 | 0.1909 | 0.1594 | 0.263 | 0.1717 | 0.1747 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -49454 | -47164 | -29286 | -166099 | -148167 | -121130 |
| Profit Factor | 1.5767 | 1.4916 | 1.7274 | 1.3408 | 1.2645 | 1.4739 |
| Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
| Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
| Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
| Profitability (%) | 51.7241 | 53.4483 | 50 | 51.7241 | 53.4483 | 50 |
| Ratio Avg Win / Avg Loss | 1.4716 | 1.2992 | 1.7274 | 1.2514 | 1.1014 | 1.4739 |
| Largest Winning Trade | 24519 | 24519 | 16808 | 82018 | 82018 | 49902 |
| Largest Losing Trade | -26709 | -26709 | -11778 | -45325 | -45325 | -36157 |
| Avg Bars in Trades | 209 | 307 | 112 | 209 | 307 | 112 |
| Avg Bars in Winners | 231 | 315 | 140 | 231 | 315 | 140 |
| Avg Bars in Losers | 186 | 297 | 83 | 186 | 297 | 83 |
| Bars Traded | 24314 | 17808 | 6506 | 24314 | 17808 | 6506 |
| Profit Streak | 8.4558 | 16.5808 | 0 | 8.4558 | 16.5808 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 407326 | -170310 | -170075 | 328553 | -171862 | -172072 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712964600000,
"first_datapoint_time": 1713393000000,
"last_datapoint_time": 1757962800000,
"evaluation_time": 1757964384902,
"expiration_time": 1764442800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 196,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 239,
"offset": 0,
"scalar": 1
}
}
}
{
"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": [
[
182444.7633819667,
99409.4590210731,
83035.3043608933,
292648.4184639346,
144410.3299155604,
148238.0885483742
],
[
182.444763,
99.409459,
83.035304,
292.648418,
144.41033,
148.238089
],
[
0.350296,
0.190867,
0.159429,
0.262954,
0.171735,
0.174723
],
[
10,
10,
10,
10,
10,
10
],
[
-49454,
-47164,
-29286,
-166099,
-148167,
-121130
],
[
1.57669,
1.491628,
1.727352,
1.340789,
1.264518,
1.473908
],
[
116,
58,
58,
116,
58,
58
],
[
60,
31,
29,
60,
31,
29
],
[
56,
27,
29,
56,
27,
29
],
[
51.724138,
53.448276,
50,
51.724138,
53.448276,
50
],
[
1.471577,
1.29916,
1.727352,
1.251403,
1.101354,
1.473908
],
[
24519,
24519,
16808,
82018,
82018,
49902
],
[
-26709,
-26709,
-11778,
-45325,
-45325,
-36157
],
[
209,
307,
112,
209,
307,
112
],
[
231,
315,
140,
231,
315,
140
],
[
186,
297,
83,
186,
297,
83
],
[
24314,
17808,
6506,
24314,
17808,
6506
],
[
8.455844,
16.580844,
0,
8.455844,
16.580844,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
407326,
-170310,
-170075,
328553,
-171862,
-172072
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712964600000,
"first_datapoint_time": 1713393000000,
"last_datapoint_time": 1757962800000,
"evaluation_time": 1757964384902,
"expiration_time": 1764442800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 196,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 239,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|