| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 112960.8138 | 64861.9456 | 48098.8682 | 18918.5873 | 58082.8665 | -39164.2792 |
| Total P&L (%) | 112.9608 | 64.8619 | 48.0989 | 18.9186 | 58.0829 | -39.1643 |
| Avg Daily Profit (%) | 0.2169 | 0.1245 | 0.0924 | 0.0333 | 0.088 | -0.0954 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -95476 | -30005 | -89295 | -146651 | -47561 | -125795 |
| Profit Factor | 1.429 | 1.8774 | 1.2539 | 1.0534 | 1.6419 | 0.8515 |
| Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
| Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
| Profitability (%) | 65.4206 | 64.8148 | 66.0377 | 65.4206 | 64.8148 | 66.0377 |
| Ratio Avg Win / Avg Loss | 0.7553 | 1.0192 | 0.6449 | 0.5568 | 0.8913 | 0.4379 |
| Largest Winning Trade | 20348 | 16551 | 20348 | 20584 | 20584 | 18275 |
| Largest Losing Trade | -74153 | -18813 | -74153 | -100214 | -33350 | -100214 |
| Avg Bars in Trades | 216 | 59 | 376 | 216 | 59 | 376 |
| Avg Bars in Winners | 149 | 50 | 248 | 149 | 50 | 248 |
| Avg Bars in Losers | 342 | 75 | 624 | 342 | 75 | 624 |
| Bars Traded | 23136 | 3198 | 19938 | 23136 | 3198 | 19938 |
| Profit Streak | 28.4812 | 47.2312 | 0 | 28.4812 | 47.2312 | 0 |
| Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 332128 | -201934 | -251584 | -317245 | -253268 | -759323 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713283200000,
"first_datapoint_time": 1713848400000,
"last_datapoint_time": 1758281400000,
"evaluation_time": 1758281579807,
"expiration_time": 1764761400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 204,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 149,
"offset": 166
}
}
}
{
"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": [
[
112960.8137580139,
64861.9455502985,
48098.8682077155,
18918.5872691939,
58082.866466091,
-39164.2791968972
],
[
112.960814,
64.861946,
48.098868,
18.918587,
58.082866,
-39.164279
],
[
0.216886,
0.124536,
0.09235,
0.033273,
0.087965,
-0.095378
],
[
10,
10,
10,
10,
10,
10
],
[
-95476,
-30005,
-89295,
-146651,
-47561,
-125795
],
[
1.428969,
1.877396,
1.253946,
1.053405,
1.641918,
0.851517
],
[
107,
54,
53,
107,
54,
53
],
[
70,
35,
35,
70,
35,
35
],
[
37,
19,
18,
37,
19,
18
],
[
65.420561,
64.814815,
66.037736,
65.420561,
64.814815,
66.037736
],
[
0.755312,
1.019158,
0.644887,
0.5568,
0.891327,
0.437923
],
[
20348,
16551,
20348,
20584,
20584,
18275
],
[
-74153,
-18813,
-74153,
-100214,
-33350,
-100214
],
[
216,
59,
376,
216,
59,
376
],
[
149,
50,
248,
149,
50,
248
],
[
342,
75,
624,
342,
75,
624
],
[
23136,
3198,
19938,
23136,
3198,
19938
],
[
28.481248,
47.231248,
0,
28.481248,
47.231248,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
332128,
-201934,
-251584,
-317245,
-253268,
-759323
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713283200000,
"first_datapoint_time": 1713848400000,
"last_datapoint_time": 1758281400000,
"evaluation_time": 1758281579807,
"expiration_time": 1764761400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 204,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 149,
"offset": 166
}
}
}
| # | 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) |
|---|