| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 196345.7895 | 111274.867 | 85070.9224 | 334220.6043 | 241690.1892 | 92530.4151 |
| Total P&L (%) | 196.3458 | 111.2749 | 85.0709 | 334.2206 | 241.6902 | 92.5304 |
| Avg Daily Profit (%) | 0.377 | 0.2136 | 0.1633 | 0.2823 | 0.2362 | 0.1259 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -50021 | -36807 | -41337 | -278653 | -150989 | -203635 |
| Profit Factor | 1.404 | 1.4543 | 1.3529 | 1.2432 | 1.346 | 1.137 |
| Total Trades | 265 | 132 | 133 | 265 | 132 | 133 |
| Winning Trades | 136 | 71 | 65 | 136 | 71 | 65 |
| Losing Trades | 129 | 61 | 68 | 129 | 61 | 68 |
| Profitability (%) | 51.3208 | 53.7879 | 48.8722 | 51.3208 | 53.7879 | 48.8722 |
| Ratio Avg Win / Avg Loss | 1.3317 | 1.2494 | 1.4154 | 1.1792 | 1.1564 | 1.1895 |
| Largest Winning Trade | 24262 | 24262 | 23487 | 68342 | 68342 | 53298 |
| Largest Losing Trade | -19252 | -19252 | -14974 | -59608 | -59608 | -53881 |
| Avg Bars in Trades | 92 | 87 | 97 | 92 | 87 | 97 |
| Avg Bars in Winners | 110 | 103 | 118 | 110 | 103 | 118 |
| Avg Bars in Losers | 73 | 69 | 76 | 73 | 69 | 76 |
| Bars Traded | 24505 | 11601 | 12904 | 24505 | 11601 | 12904 |
| Profit Streak | 0 | 18.4101 | 0 | 0 | 18.4101 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 390310 | 358435 | 234221 | 325813 | 341541 | -96058 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713346200000,
"first_datapoint_time": 1713564000000,
"last_datapoint_time": 1758344400000,
"evaluation_time": 1758345635226,
"expiration_time": 1764824400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 122,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 104,
"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": [
[
196345.7894595514,
111274.8670434449,
85070.9224161067,
334220.6043246065,
241690.1892180677,
92530.415106539
],
[
196.345789,
111.274867,
85.070922,
334.220604,
241.690189,
92.530415
],
[
0.376986,
0.213649,
0.163337,
0.282329,
0.236197,
0.125856
],
[
10,
10,
10,
10,
10,
10
],
[
-50021,
-36807,
-41337,
-278653,
-150989,
-203635
],
[
1.404005,
1.454275,
1.352921,
1.243222,
1.345951,
1.136978
],
[
265,
132,
133,
265,
132,
133
],
[
136,
71,
65,
136,
71,
65
],
[
129,
61,
68,
129,
61,
68
],
[
51.320755,
53.787879,
48.87218,
51.320755,
53.787879,
48.87218
],
[
1.33174,
1.249448,
1.415364,
1.179233,
1.156381,
1.189454
],
[
24262,
24262,
23487,
68342,
68342,
53298
],
[
-19252,
-19252,
-14974,
-59608,
-59608,
-53881
],
[
92,
87,
97,
92,
87,
97
],
[
110,
103,
118,
110,
103,
118
],
[
73,
69,
76,
73,
69,
76
],
[
24505,
11601,
12904,
24505,
11601,
12904
],
[
0,
18.41013,
0,
0,
18.41013,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
390310,
358435,
234221,
325813,
341541,
-96058
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713346200000,
"first_datapoint_time": 1713564000000,
"last_datapoint_time": 1758344400000,
"evaluation_time": 1758345635226,
"expiration_time": 1764824400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 122,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 104,
"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) |
|---|