| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 102340.4486 | 77972.9623 | 24367.4863 | 48051.0486 | 75461.0977 | -27410.0491 |
| Total P&L (%) | 102.3404 | 77.973 | 24.3675 | 48.051 | 75.4611 | -27.41 |
| Avg Daily Profit (%) | 0.1965 | 0.1497 | 0.0468 | 0.0754 | 0.108 | -0.0615 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -65820 | -41290 | -52667 | -72583 | -35732 | -66765 |
| Profit Factor | 1.245 | 1.4047 | 1.1083 | 1.1059 | 1.3881 | 0.8943 |
| Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
| Winning Trades | 71 | 37 | 34 | 71 | 37 | 34 |
| Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
| Profitability (%) | 55.0388 | 56.9231 | 53.125 | 55.0388 | 56.9231 | 53.125 |
| Ratio Avg Win / Avg Loss | 1.017 | 1.063 | 0.9779 | 0.9034 | 1.0504 | 0.7891 |
| Largest Winning Trade | 27655 | 25436 | 27655 | 22597 | 22597 | 17658 |
| Largest Losing Trade | -25949 | -25949 | -24417 | -32066 | -26255 | -32066 |
| Avg Bars in Trades | 190 | 192 | 188 | 190 | 192 | 188 |
| Avg Bars in Winners | 171 | 168 | 174 | 171 | 168 | 174 |
| Avg Bars in Losers | 214 | 224 | 204 | 214 | 224 | 204 |
| Bars Traded | 24595 | 12508 | 12087 | 24595 | 12508 | 12087 |
| Profit Streak | 5.3702 | 20.3494 | 0 | 5.3702 | 20.3494 | 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 | 305071 | -122353 | -376851 | -198377 | -178053 | -720122 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713304800000,
"first_datapoint_time": 1713832200000,
"last_datapoint_time": 1758303000000,
"evaluation_time": 1758304388685,
"expiration_time": 1764783000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 239,
"offset": 0,
"a": 0.45535
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 175,
"offset": 119
}
}
}
{
"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": [
[
102340.4485763933,
77972.9622906245,
24367.4862857687,
48051.0486174236,
75461.0976791838,
-27410.0490617604
],
[
102.340449,
77.972962,
24.367486,
48.051049,
75.461098,
-27.410049
],
[
0.196495,
0.149709,
0.046786,
0.075367,
0.10801,
-0.061487
],
[
10,
10,
10,
10,
10,
10
],
[
-65820,
-41290,
-52667,
-72583,
-35732,
-66765
],
[
1.24498,
1.404695,
1.108262,
1.105913,
1.388069,
0.894265
],
[
129,
65,
64,
129,
65,
64
],
[
71,
37,
34,
71,
37,
34
],
[
58,
28,
30,
58,
28,
30
],
[
55.03876,
56.923077,
53.125,
55.03876,
56.923077,
53.125
],
[
1.017026,
1.063013,
0.977878,
0.903422,
1.05043,
0.789057
],
[
27655,
25436,
27655,
22597,
22597,
17658
],
[
-25949,
-25949,
-24417,
-32066,
-26255,
-32066
],
[
190,
192,
188,
190,
192,
188
],
[
171,
168,
174,
171,
168,
174
],
[
214,
224,
204,
214,
224,
204
],
[
24595,
12508,
12087,
24595,
12508,
12087
],
[
5.370239,
20.349406,
0,
5.370239,
20.349406,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
305071,
-122353,
-376851,
-198377,
-178053,
-720122
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713304800000,
"first_datapoint_time": 1713832200000,
"last_datapoint_time": 1758303000000,
"evaluation_time": 1758304388685,
"expiration_time": 1764783000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 239,
"offset": 0,
"a": 0.45535
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 175,
"offset": 119
}
}
}
| # | 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) |
|---|