| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 203711.8716 | 119733.1056 | 83978.766 | 352297.6435 | 219692.3192 | 132605.3243 |
| Total P&L (%) | 203.7119 | 119.7331 | 83.9788 | 352.2976 | 219.6923 | 132.6053 |
| Avg Daily Profit (%) | 0.3911 | 0.2299 | 0.1612 | 0.2902 | 0.2234 | 0.1622 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -41211 | -44284 | -41915 | -112670 | -117012 | -73153 |
| Profit Factor | 1.3783 | 1.4187 | 1.3326 | 1.3098 | 1.3734 | 1.2417 |
| Total Trades | 267 | 134 | 133 | 267 | 134 | 133 |
| Winning Trades | 118 | 58 | 60 | 118 | 58 | 60 |
| Losing Trades | 149 | 76 | 73 | 149 | 76 | 73 |
| Profitability (%) | 44.1948 | 43.2836 | 45.1128 | 44.1948 | 43.2836 | 45.1128 |
| Ratio Avg Win / Avg Loss | 1.7404 | 1.859 | 1.6213 | 1.6539 | 1.7996 | 1.5107 |
| Largest Winning Trade | 28408 | 28408 | 18251 | 66009 | 66009 | 43707 |
| Largest Losing Trade | -15481 | -12692 | -15481 | -39724 | -39724 | -34510 |
| Avg Bars in Trades | 92 | 96 | 88 | 92 | 96 | 88 |
| Avg Bars in Winners | 134 | 141 | 128 | 134 | 141 | 128 |
| Avg Bars in Losers | 58 | 62 | 55 | 58 | 62 | 55 |
| Bars Traded | 24670 | 12941 | 11729 | 24670 | 12941 | 11729 |
| Profit Streak | 12.1538 | 12.4246 | 12.1538 | 12.1538 | 12.4246 | 12.1538 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 396420 | 270047 | 238824 | 350289 | 258068 | 219129 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712838600000,
"first_datapoint_time": 1713088800000,
"last_datapoint_time": 1757836800000,
"evaluation_time": 1757837486403,
"expiration_time": 1764316800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 106,
"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": [
[
203711.8715715072,
119733.1055794964,
83978.7659920108,
352297.6434733123,
219692.3191707704,
132605.324302542
],
[
203.711872,
119.733106,
83.978766,
352.297643,
219.692319,
132.605324
],
[
0.391129,
0.229889,
0.16124,
0.290183,
0.223391,
0.162214
],
[
10,
10,
10,
10,
10,
10
],
[
-41211,
-44284,
-41915,
-112670,
-117012,
-73153
],
[
1.378336,
1.418739,
1.332583,
1.309838,
1.373376,
1.241696
],
[
267,
134,
133,
267,
134,
133
],
[
118,
58,
60,
118,
58,
60
],
[
149,
76,
73,
149,
76,
73
],
[
44.194757,
43.283582,
45.112782,
44.194757,
43.283582,
45.112782
],
[
1.740441,
1.859038,
1.62131,
1.653947,
1.799596,
1.51073
],
[
28408,
28408,
18251,
66009,
66009,
43707
],
[
-15481,
-12692,
-15481,
-39724,
-39724,
-34510
],
[
92,
96,
88,
92,
96,
88
],
[
134,
141,
128,
134,
141,
128
],
[
58,
62,
55,
58,
62,
55
],
[
24670,
12941,
11729,
24670,
12941,
11729
],
[
12.153778,
12.424611,
12.153778,
12.153778,
12.424611,
12.153778
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
396420,
270047,
238824,
350289,
258068,
219129
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712838600000,
"first_datapoint_time": 1713088800000,
"last_datapoint_time": 1757836800000,
"evaluation_time": 1757837486403,
"expiration_time": 1764316800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 106,
"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) |
|---|