| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 131586.9386 | 86663.0277 | 44923.9109 | 120253.9696 | 79535.8195 | 40718.1501 |
| Total P&L (%) | 131.5869 | 86.663 | 44.9239 | 120.254 | 79.5358 | 40.7182 |
| Avg Daily Profit (%) | 0.2526 | 0.1664 | 0.0863 | 0.1517 | 0.1124 | 0.0656 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -60993 | -46426 | -34138 | -153424 | -119385 | -87166 |
| Profit Factor | 1.2762 | 1.3757 | 1.1828 | 1.1383 | 1.188 | 1.0912 |
| Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
| Winning Trades | 97 | 50 | 47 | 97 | 50 | 47 |
| Losing Trades | 117 | 57 | 60 | 117 | 57 | 60 |
| Profitability (%) | 45.3271 | 46.729 | 43.9252 | 45.3271 | 46.729 | 43.9252 |
| Ratio Avg Win / Avg Loss | 1.5393 | 1.5683 | 1.5099 | 1.373 | 1.3543 | 1.3931 |
| Largest Winning Trade | 32009 | 32009 | 24420 | 44739 | 44739 | 44553 |
| Largest Losing Trade | -18800 | -13822 | -18800 | -48226 | -31432 | -48226 |
| Avg Bars in Trades | 115 | 112 | 118 | 115 | 112 | 118 |
| Avg Bars in Winners | 168 | 168 | 169 | 168 | 168 | 169 |
| Avg Bars in Losers | 71 | 64 | 78 | 71 | 64 | 78 |
| Bars Traded | 24739 | 12053 | 12686 | 24739 | 12053 | 12686 |
| Profit Streak | 0 | 17.0749 | 0 | 0 | 17.0749 | 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 | 282764 | 300967 | -101155 | -62443 | -57312 | -230857 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713240000000,
"first_datapoint_time": 1713454200000,
"last_datapoint_time": 1758238200000,
"evaluation_time": 1758239274893,
"expiration_time": 1764718200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 168,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 120,
"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": [
[
131586.9385722555,
86663.027708938,
44923.9108633175,
120253.9695668442,
79535.8194900925,
40718.1500767518
],
[
131.586939,
86.663028,
44.923911,
120.25397,
79.535819,
40.71815
],
[
0.252649,
0.166394,
0.086254,
0.151721,
0.112423,
0.065607
],
[
10,
10,
10,
10,
10,
10
],
[
-60993,
-46426,
-34138,
-153424,
-119385,
-87166
],
[
1.276187,
1.375739,
1.18277,
1.13831,
1.187959,
1.091235
],
[
214,
107,
107,
214,
107,
107
],
[
97,
50,
47,
97,
50,
47
],
[
117,
57,
60,
117,
57,
60
],
[
45.327103,
46.728972,
43.925234,
45.327103,
46.728972,
43.925234
],
[
1.539319,
1.568343,
1.509919,
1.373013,
1.354274,
1.393066
],
[
32009,
32009,
24420,
44739,
44739,
44553
],
[
-18800,
-13822,
-18800,
-48226,
-31432,
-48226
],
[
115,
112,
118,
115,
112,
118
],
[
168,
168,
169,
168,
168,
169
],
[
71,
64,
78,
71,
64,
78
],
[
24739,
12053,
12686,
24739,
12053,
12686
],
[
0,
17.074941,
0,
0,
17.074941,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
282764,
300967,
-101155,
-62443,
-57312,
-230857
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713240000000,
"first_datapoint_time": 1713454200000,
"last_datapoint_time": 1758238200000,
"evaluation_time": 1758239274893,
"expiration_time": 1764718200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 168,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 120,
"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) |
|---|