| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 146774.2902 | 93174.4624 | 53599.8278 | 165972.8726 | 128037.9065 | 37934.966 |
| Total P&L (%) | 146.7743 | 93.1745 | 53.5998 | 165.9729 | 128.0379 | 37.935 |
| Avg Daily Profit (%) | 0.2818 | 0.1789 | 0.1029 | 0.188 | 0.1584 | 0.0618 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -69671 | -61180 | -32607 | -170801 | -156708 | -80564 |
| Profit Factor | 1.3616 | 1.4219 | 1.2897 | 1.1795 | 1.2542 | 1.0902 |
| Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
| Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Losing Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Profitability (%) | 44.3182 | 44.3182 | 44.3182 | 44.3182 | 44.3182 | 44.3182 |
| Ratio Avg Win / Avg Loss | 1.7108 | 1.7865 | 1.6204 | 1.482 | 1.5757 | 1.3697 |
| Largest Winning Trade | 40537 | 40537 | 23534 | 79230 | 79230 | 52750 |
| Largest Losing Trade | -12114 | -11845 | -12114 | -37532 | -37532 | -29299 |
| Avg Bars in Trades | 140 | 135 | 145 | 140 | 135 | 145 |
| Avg Bars in Winners | 221 | 214 | 228 | 221 | 214 | 228 |
| Avg Bars in Losers | 75 | 72 | 78 | 75 | 72 | 78 |
| Bars Traded | 24686 | 11911 | 12774 | 24686 | 11911 | 12774 |
| Profit Streak | 4.9045 | 16.2795 | 0 | 4.9045 | 16.2795 | 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 | 311858 | 264695 | -58648 | -16768 | 221480 | -237306 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713457800000,
"first_datapoint_time": 1713780000000,
"last_datapoint_time": 1758456000000,
"evaluation_time": 1758456745242,
"expiration_time": 1764936000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 180,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 59,
"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": [
[
146774.2901789474,
93174.4623880372,
53599.8277909101,
165972.8725884213,
128037.9065443467,
37934.9660440745
],
[
146.77429,
93.174462,
53.599828,
165.972873,
128.037907,
37.934966
],
[
0.281808,
0.178896,
0.102912,
0.187997,
0.1584,
0.061769
],
[
10,
10,
10,
10,
10,
10
],
[
-69671,
-61180,
-32607,
-170801,
-156708,
-80564
],
[
1.361643,
1.421924,
1.289694,
1.179518,
1.254155,
1.090156
],
[
176,
88,
88,
176,
88,
88
],
[
78,
39,
39,
78,
39,
39
],
[
98,
49,
49,
98,
49,
49
],
[
44.318182,
44.318182,
44.318182,
44.318182,
44.318182,
44.318182
],
[
1.710782,
1.786519,
1.620385,
1.481958,
1.575733,
1.369683
],
[
40537,
40537,
23534,
79230,
79230,
52750
],
[
-12114,
-11845,
-12114,
-37532,
-37532,
-29299
],
[
140,
135,
145,
140,
135,
145
],
[
221,
214,
228,
221,
214,
228
],
[
75,
72,
78,
75,
72,
78
],
[
24686,
11911,
12774,
24686,
11911,
12774
],
[
4.904459,
16.279459,
0,
4.904459,
16.279459,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
311858,
264695,
-58648,
-16768,
221480,
-237306
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713457800000,
"first_datapoint_time": 1713780000000,
"last_datapoint_time": 1758456000000,
"evaluation_time": 1758456745242,
"expiration_time": 1764936000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 180,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 59,
"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) |
|---|