| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 265462.2668 | 150957.7009 | 114504.5659 | 457596.8601 | 519768.1423 | -62171.2822 |
| Total P&L (%) | 265.4623 | 150.9577 | 114.5046 | 457.5969 | 519.7681 | -62.1713 |
| Avg Daily Profit (%) | 0.5097 | 0.2898 | 0.2199 | 0.3305 | 0.3509 | -0.1865 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -76094 | -31201 | -88604 | -322668 | -84214 | -396958 |
| Profit Factor | 1.8002 | 2.7222 | 1.4691 | 1.3319 | 2.8789 | 0.9436 |
| Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
| Winning Trades | 84 | 44 | 40 | 84 | 44 | 40 |
| Losing Trades | 81 | 39 | 42 | 81 | 39 | 42 |
| Profitability (%) | 50.9091 | 53.012 | 48.7805 | 50.9091 | 53.012 | 48.7805 |
| Ratio Avg Win / Avg Loss | 1.736 | 2.4128 | 1.5426 | 1.2843 | 2.5518 | 0.9908 |
| Largest Winning Trade | 30080 | 23706 | 30080 | 109069 | 109069 | 105506 |
| Largest Losing Trade | -65022 | -10890 | -65022 | -296124 | -31027 | -296124 |
| Avg Bars in Trades | 146 | 55 | 238 | 146 | 55 | 238 |
| Avg Bars in Winners | 131 | 65 | 204 | 131 | 65 | 204 |
| Avg Bars in Losers | 161 | 44 | 270 | 161 | 44 | 270 |
| Bars Traded | 24146 | 4594 | 19552 | 24146 | 4594 | 19552 |
| 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 | 507462 | 470610 | 162654 | 339434 | 515276 | -586279 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713079800000,
"first_datapoint_time": 1713362400000,
"last_datapoint_time": 1758078000000,
"evaluation_time": 1758079586051,
"expiration_time": 1764558000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 157,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 158,
"offset": 0,
"scalar": 1
}
}
}
{
"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": [
[
265462.2667587768,
150957.7008981717,
114504.5658606051,
457596.8601284963,
519768.1422802493,
-62171.2821517532
],
[
265.462267,
150.957701,
114.504566,
457.59686,
519.768142,
-62.171282
],
[
0.509691,
0.289841,
0.21985,
0.330493,
0.350858,
-0.186471
],
[
10,
10,
10,
10,
10,
10
],
[
-76094,
-31201,
-88604,
-322668,
-84214,
-396958
],
[
1.800244,
2.72216,
1.469145,
1.331916,
2.878944,
0.943584
],
[
165,
83,
82,
165,
83,
82
],
[
84,
44,
40,
84,
44,
40
],
[
81,
39,
42,
81,
39,
42
],
[
50.909091,
53.012048,
48.780488,
50.909091,
53.012048,
48.780488
],
[
1.73595,
2.412824,
1.542603,
1.284348,
2.551792,
0.990764
],
[
30080,
23706,
30080,
109069,
109069,
105506
],
[
-65022,
-10890,
-65022,
-296124,
-31027,
-296124
],
[
146,
55,
238,
146,
55,
238
],
[
131,
65,
204,
131,
65,
204
],
[
161,
44,
270,
161,
44,
270
],
[
24146,
4594,
19552,
24146,
4594,
19552
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
507462,
470610,
162654,
339434,
515276,
-586279
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713079800000,
"first_datapoint_time": 1713362400000,
"last_datapoint_time": 1758078000000,
"evaluation_time": 1758079586051,
"expiration_time": 1764558000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 157,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 158,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|