| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 165478.4758 | 86098.2775 | 79380.1983 | 172719.9542 | 125673.2325 | 47046.7217 |
| Total P&L (%) | 165.4785 | 86.0983 | 79.3802 | 172.72 | 125.6732 | 47.0467 |
| Avg Daily Profit (%) | 0.3177 | 0.1653 | 0.1524 | 0.1928 | 0.1564 | 0.0741 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -49519 | -42269 | -49519 | -155929 | -53495 | -129745 |
| Profit Factor | 1.4983 | 1.5146 | 1.4818 | 1.2901 | 1.4739 | 1.1425 |
| Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
| Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
| Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
| Profitability (%) | 55.7143 | 54.2857 | 57.1429 | 55.7143 | 54.2857 | 57.1429 |
| Ratio Avg Win / Avg Loss | 1.191 | 1.2755 | 1.1114 | 1.0255 | 1.2412 | 0.8569 |
| Largest Winning Trade | 25495 | 25495 | 20526 | 45351 | 41294 | 45351 |
| Largest Losing Trade | -49519 | -22189 | -49519 | -114598 | -32258 | -114598 |
| Avg Bars in Trades | 171 | 170 | 172 | 171 | 170 | 172 |
| Avg Bars in Winners | 154 | 155 | 153 | 154 | 155 | 153 |
| Avg Bars in Losers | 192 | 187 | 198 | 192 | 187 | 198 |
| Bars Traded | 23987 | 11903 | 12084 | 23987 | 11903 | 12084 |
| Profit Streak | 14.7657 | 14.7657 | 26.8698 | 14.7657 | 14.7657 | 26.8698 |
| Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 415404 | -84885 | -83911 | 331161 | -85210 | -253431 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712800800000,
"first_datapoint_time": 1713238200000,
"last_datapoint_time": 1757799000000,
"evaluation_time": 1757800353232,
"expiration_time": 1764279000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 198,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 244,
"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": [
[
165478.4758349861,
86098.2774988533,
79380.1983361328,
172719.9541939654,
125673.2324689912,
47046.7217249741
],
[
165.478476,
86.098277,
79.380198,
172.719954,
125.673232,
47.046722
],
[
0.317721,
0.16531,
0.152411,
0.192816,
0.156395,
0.074059
],
[
10,
10,
10,
10,
10,
10
],
[
-49519,
-42269,
-49519,
-155929,
-53495,
-129745
],
[
1.498337,
1.514608,
1.481813,
1.290106,
1.473891,
1.142491
],
[
140,
70,
70,
140,
70,
70
],
[
78,
38,
40,
78,
38,
40
],
[
62,
32,
30,
62,
32,
30
],
[
55.714286,
54.285714,
57.142857,
55.714286,
54.285714,
57.142857
],
[
1.190986,
1.27546,
1.11136,
1.025469,
1.241171,
0.856868
],
[
25495,
25495,
20526,
45351,
41294,
45351
],
[
-49519,
-22189,
-49519,
-114598,
-32258,
-114598
],
[
171,
170,
172,
171,
170,
172
],
[
154,
155,
153,
154,
155,
153
],
[
192,
187,
198,
192,
187,
198
],
[
23987,
11903,
12084,
23987,
11903,
12084
],
[
14.765662,
14.765662,
26.869829,
14.765662,
14.765662,
26.869829
],
[
2,
1,
4,
2,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
415404,
-84885,
-83911,
331161,
-85210,
-253431
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712800800000,
"first_datapoint_time": 1713238200000,
"last_datapoint_time": 1757799000000,
"evaluation_time": 1757800353232,
"expiration_time": 1764279000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 198,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 244,
"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) |
|---|