| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 197235.2391 | 127737.1614 | 69498.0777 | 289865.6448 | 172334.4239 | 117531.2208 |
| Total P&L (%) | 197.2352 | 127.7372 | 69.4981 | 289.8656 | 172.3344 | 117.5312 |
| Avg Daily Profit (%) | 0.3787 | 0.2453 | 0.1334 | 0.2616 | 0.1925 | 0.1493 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -78518 | -50193 | -44294 | -175428 | -119995 | -79623 |
| Profit Factor | 1.3831 | 1.4804 | 1.2792 | 1.3503 | 1.396 | 1.2996 |
| Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
| Winning Trades | 112 | 57 | 55 | 112 | 57 | 55 |
| Losing Trades | 109 | 54 | 55 | 109 | 54 | 55 |
| Profitability (%) | 50.6787 | 51.3514 | 50 | 50.6787 | 51.3514 | 50 |
| Ratio Avg Win / Avg Loss | 1.3461 | 1.4025 | 1.2792 | 1.3141 | 1.3225 | 1.2996 |
| Largest Winning Trade | 27336 | 24925 | 27336 | 64084 | 56301 | 64084 |
| Largest Losing Trade | -29442 | -29442 | -19161 | -43561 | -43561 | -31352 |
| Avg Bars in Trades | 111 | 119 | 102 | 111 | 119 | 102 |
| Avg Bars in Winners | 127 | 137 | 117 | 127 | 137 | 117 |
| Avg Bars in Losers | 94 | 100 | 87 | 94 | 100 | 87 |
| Bars Traded | 24549 | 13286 | 11263 | 24549 | 13286 | 11263 |
| Profit Streak | 6.3111 | 24.2694 | 0 | 6.3111 | 24.2694 | 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 | 399916 | 360232 | -15797 | 356661 | 325446 | 199801 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713558600000,
"first_datapoint_time": 1713956400000,
"last_datapoint_time": 1758556800000,
"evaluation_time": 1758558480317,
"expiration_time": 1765036800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 167,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 222,
"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": [
[
197235.2391461562,
127737.1614493928,
69498.0776967632,
289865.6447551058,
172334.4239133945,
117531.2208417113
],
[
197.235239,
127.737161,
69.498078,
289.865645,
172.334424,
117.531221
],
[
0.378694,
0.245257,
0.133437,
0.261585,
0.192544,
0.149329
],
[
10,
10,
10,
10,
10,
10
],
[
-78518,
-50193,
-44294,
-175428,
-119995,
-79623
],
[
1.383117,
1.480403,
1.279196,
1.350293,
1.396013,
1.299579
],
[
221,
111,
110,
221,
111,
110
],
[
112,
57,
55,
112,
57,
55
],
[
109,
54,
55,
109,
54,
55
],
[
50.678733,
51.351351,
50,
50.678733,
51.351351,
50
],
[
1.346069,
1.402487,
1.279196,
1.314125,
1.322539,
1.299579
],
[
27336,
24925,
27336,
64084,
56301,
64084
],
[
-29442,
-29442,
-19161,
-43561,
-43561,
-31352
],
[
111,
119,
102,
111,
119,
102
],
[
127,
137,
117,
127,
137,
117
],
[
94,
100,
87,
94,
100,
87
],
[
24549,
13286,
11263,
24549,
13286,
11263
],
[
6.311115,
24.269448,
0,
6.311115,
24.269448,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
399916,
360232,
-15797,
356661,
325446,
199801
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713558600000,
"first_datapoint_time": 1713956400000,
"last_datapoint_time": 1758556800000,
"evaluation_time": 1758558480317,
"expiration_time": 1765036800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 167,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 222,
"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) |
|---|