| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 196086.3473 | 113325.5956 | 82760.7517 | 332711.8911 | 196023.0191 | 136688.872 |
| Total P&L (%) | 196.0863 | 113.3256 | 82.7608 | 332.7119 | 196.023 | 136.6889 |
| Avg Daily Profit (%) | 0.3765 | 0.2176 | 0.1589 | 0.2817 | 0.2086 | 0.1656 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -41495 | -44593 | -45836 | -126083 | -112235 | -109201 |
| Profit Factor | 1.6352 | 1.6689 | 1.5942 | 1.4402 | 1.4754 | 1.3979 |
| Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
| Winning Trades | 58 | 30 | 28 | 58 | 30 | 28 |
| Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
| Profitability (%) | 53.211 | 54.5455 | 51.8519 | 53.211 | 54.5455 | 51.8519 |
| Ratio Avg Win / Avg Loss | 1.4378 | 1.3907 | 1.4803 | 1.2664 | 1.2295 | 1.298 |
| Largest Winning Trade | 27305 | 27305 | 24152 | 70721 | 70721 | 57531 |
| Largest Losing Trade | -28321 | -27799 | -28321 | -64692 | -43310 | -64692 |
| Avg Bars in Trades | 225 | 252 | 196 | 225 | 252 | 196 |
| Avg Bars in Winners | 221 | 237 | 203 | 221 | 237 | 203 |
| Avg Bars in Losers | 229 | 270 | 189 | 229 | 270 | 189 |
| Bars Traded | 24528 | 13895 | 10633 | 24528 | 13895 | 10633 |
| Profit Streak | 7.6759 | 17.1967 | 0 | 7.6759 | 17.1967 | 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 | 429452 | -169145 | -171232 | 362669 | -170117 | -172375 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712973600000,
"first_datapoint_time": 1713315600000,
"last_datapoint_time": 1757971800000,
"evaluation_time": 1757972598141,
"expiration_time": 1764451800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 191,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 148,
"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": [
[
196086.3472568984,
113325.5955563563,
82760.7517005421,
332711.8911140815,
196023.0191011924,
136688.8720128892
],
[
196.086347,
113.325596,
82.760752,
332.711891,
196.023019,
136.688872
],
[
0.376488,
0.217587,
0.158902,
0.281659,
0.20859,
0.165561
],
[
10,
10,
10,
10,
10,
10
],
[
-41495,
-44593,
-45836,
-126083,
-112235,
-109201
],
[
1.63518,
1.668877,
1.59419,
1.440183,
1.47542,
1.397891
],
[
109,
55,
54,
109,
55,
54
],
[
58,
30,
28,
58,
30,
28
],
[
51,
25,
26,
51,
25,
26
],
[
53.211009,
54.545455,
51.851852,
53.211009,
54.545455,
51.851852
],
[
1.437831,
1.390731,
1.48032,
1.266368,
1.229517,
1.298042
],
[
27305,
27305,
24152,
70721,
70721,
57531
],
[
-28321,
-27799,
-28321,
-64692,
-43310,
-64692
],
[
225,
252,
196,
225,
252,
196
],
[
221,
237,
203,
221,
237,
203
],
[
229,
270,
189,
229,
270,
189
],
[
24528,
13895,
10633,
24528,
13895,
10633
],
[
7.675904,
17.196738,
0,
7.675904,
17.196738,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
429452,
-169145,
-171232,
362669,
-170117,
-172375
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712973600000,
"first_datapoint_time": 1713315600000,
"last_datapoint_time": 1757971800000,
"evaluation_time": 1757972598141,
"expiration_time": 1764451800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 191,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 148,
"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) |
|---|