| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 195808.3115 | 115143.3031 | 80665.0083 | 333872.5697 | 269832.5348 | 64040.0349 |
| Total P&L (%) | 195.8083 | 115.1433 | 80.665 | 333.8726 | 269.8325 | 64.04 |
| Avg Daily Profit (%) | 0.376 | 0.2211 | 0.1549 | 0.2822 | 0.2514 | 0.0951 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -48973 | -42236 | -35227 | -170712 | -136705 | -157678 |
| Profit Factor | 1.3919 | 1.4548 | 1.3273 | 1.2346 | 1.3912 | 1.0873 |
| Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
| Winning Trades | 109 | 55 | 54 | 109 | 55 | 54 |
| Losing Trades | 138 | 69 | 69 | 138 | 69 | 69 |
| Profitability (%) | 44.1296 | 44.3548 | 43.9024 | 44.1296 | 44.3548 | 43.9024 |
| Ratio Avg Win / Avg Loss | 1.7622 | 1.8251 | 1.696 | 1.563 | 1.7454 | 1.3893 |
| Largest Winning Trade | 25034 | 24175 | 25034 | 83868 | 83868 | 65972 |
| Largest Losing Trade | -11117 | -11117 | -10148 | -49273 | -31444 | -49273 |
| Avg Bars in Trades | 99 | 98 | 100 | 99 | 98 | 100 |
| Avg Bars in Winners | 147 | 146 | 147 | 147 | 146 | 147 |
| Avg Bars in Losers | 62 | 60 | 64 | 62 | 60 | 64 |
| Bars Traded | 24678 | 12266 | 12412 | 24678 | 12266 | 12412 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 335601 | 250317 | 195464 | 272132 | 245665 | -194104 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713015000000,
"first_datapoint_time": 1713339000000,
"last_datapoint_time": 1758013200000,
"evaluation_time": 1758014386242,
"expiration_time": 1764493200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 68,
"offset": 0,
"a": 0.78603
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 169,
"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": [
[
195808.3114528765,
115143.3031455815,
80665.0083072948,
333872.5697096024,
269832.5347664608,
64040.0349431414
],
[
195.808311,
115.143303,
80.665008,
333.87257,
269.832535,
64.040035
],
[
0.375954,
0.221077,
0.154878,
0.282175,
0.25143,
0.095074
],
[
10,
10,
10,
10,
10,
10
],
[
-48973,
-42236,
-35227,
-170712,
-136705,
-157678
],
[
1.39192,
1.454827,
1.327302,
1.23458,
1.39123,
1.087299
],
[
247,
124,
123,
247,
124,
123
],
[
109,
55,
54,
109,
55,
54
],
[
138,
69,
69,
138,
69,
69
],
[
44.129555,
44.354839,
43.902439,
44.129555,
44.354839,
43.902439
],
[
1.762248,
1.825147,
1.695997,
1.563046,
1.745361,
1.389326
],
[
25034,
24175,
25034,
83868,
83868,
65972
],
[
-11117,
-11117,
-10148,
-49273,
-31444,
-49273
],
[
99,
98,
100,
99,
98,
100
],
[
147,
146,
147,
147,
146,
147
],
[
62,
60,
64,
62,
60,
64
],
[
24678,
12266,
12412,
24678,
12266,
12412
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
335601,
250317,
195464,
272132,
245665,
-194104
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713015000000,
"first_datapoint_time": 1713339000000,
"last_datapoint_time": 1758013200000,
"evaluation_time": 1758014386242,
"expiration_time": 1764493200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 68,
"offset": 0,
"a": 0.78603
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 169,
"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) |
|---|