| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 105754.8309 | 44460.9342 | 61293.8967 | 71231.4695 | 24958.8541 | 46272.6154 |
| Total P&L (%) | 105.7548 | 44.4609 | 61.2939 | 71.2315 | 24.9589 | 46.2726 |
| Avg Daily Profit (%) | 0.2031 | 0.0854 | 0.1177 | 0.1033 | 0.0428 | 0.073 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -80090 | -54146 | -54463 | -54852 | -31681 | -53918 |
| Profit Factor | 1.289 | 1.2528 | 1.3226 | 1.2466 | 1.1864 | 1.2987 |
| Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
| Winning Trades | 91 | 43 | 48 | 91 | 43 | 48 |
| Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
| Profitability (%) | 60.6667 | 57.3333 | 64 | 60.6667 | 57.3333 | 64 |
| Ratio Avg Win / Avg Loss | 0.8358 | 0.9323 | 0.744 | 0.8082 | 0.8829 | 0.7305 |
| Largest Winning Trade | 22235 | 22235 | 21756 | 15507 | 11061 | 15507 |
| Largest Losing Trade | -32672 | -28893 | -32672 | -53918 | -28893 | -53918 |
| Avg Bars in Trades | 164 | 174 | 154 | 164 | 174 | 154 |
| Avg Bars in Winners | 125 | 131 | 118 | 125 | 131 | 118 |
| Avg Bars in Losers | 225 | 231 | 217 | 225 | 231 | 217 |
| Bars Traded | 24661 | 13081 | 11580 | 24661 | 13081 | 11580 |
| Profit Streak | 5.5125 | 21.0334 | 5.5125 | 5.5125 | 21.0334 | 5.5125 |
| Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 315858 | -137467 | -92646 | -54178 | -211300 | -153396 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712345400000,
"first_datapoint_time": 1712718000000,
"last_datapoint_time": 1757343600000,
"evaluation_time": 1757344681742,
"expiration_time": 1763823600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 207,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 206,
"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": [
[
105754.8308751459,
44460.9341967833,
61293.8966783626,
71231.4695456424,
24958.8541395867,
46272.6154060556
],
[
105.754831,
44.460934,
61.293897,
71.23147,
24.958854,
46.272615
],
[
0.203051,
0.085366,
0.117685,
0.10332,
0.04279,
0.073045
],
[
10,
10,
10,
10,
10,
10
],
[
-80090,
-54146,
-54463,
-54852,
-31681,
-53918
],
[
1.289047,
1.252797,
1.322601,
1.246605,
1.186377,
1.298662
],
[
150,
75,
75,
150,
75,
75
],
[
91,
43,
48,
91,
43,
48
],
[
59,
32,
27,
59,
32,
27
],
[
60.666667,
57.333333,
64,
60.666667,
57.333333,
64
],
[
0.835755,
0.932314,
0.743963,
0.808238,
0.882885,
0.730497
],
[
22235,
22235,
21756,
15507,
11061,
15507
],
[
-32672,
-28893,
-32672,
-53918,
-28893,
-53918
],
[
164,
174,
154,
164,
174,
154
],
[
125,
131,
118,
125,
131,
118
],
[
225,
231,
217,
225,
231,
217
],
[
24661,
13081,
11580,
24661,
13081,
11580
],
[
5.51252,
21.033353,
5.51252,
5.51252,
21.033353,
5.51252
],
[
2,
4,
1,
2,
4,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
315858,
-137467,
-92646,
-54178,
-211300,
-153396
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712345400000,
"first_datapoint_time": 1712718000000,
"last_datapoint_time": 1757343600000,
"evaluation_time": 1757344681742,
"expiration_time": 1763823600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 207,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 206,
"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) |
|---|