| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 209520.4084 | 119912.1564 | 89608.252 | 386901.1875 | 280832.0523 | 106069.1352 |
| Total P&L (%) | 209.5204 | 119.9122 | 89.6083 | 386.9012 | 280.8321 | 106.0691 |
| Avg Daily Profit (%) | 0.4023 | 0.2302 | 0.172 | 0.3044 | 0.2571 | 0.1389 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -48435 | -57164 | -31387 | -185297 | -224635 | -153909 |
| Profit Factor | 1.4535 | 1.475 | 1.4277 | 1.2594 | 1.3562 | 1.1509 |
| Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
| Winning Trades | 95 | 47 | 48 | 95 | 47 | 48 |
| Losing Trades | 121 | 61 | 60 | 121 | 61 | 60 |
| Profitability (%) | 43.9815 | 43.5185 | 44.4444 | 43.9815 | 43.5185 | 44.4444 |
| Ratio Avg Win / Avg Loss | 1.8513 | 1.9144 | 1.7846 | 1.6041 | 1.7601 | 1.4386 |
| Largest Winning Trade | 30328 | 30328 | 24005 | 108599 | 108599 | 78631 |
| Largest Losing Trade | -13021 | -13021 | -9044 | -58948 | -58948 | -36208 |
| Avg Bars in Trades | 113 | 116 | 111 | 113 | 116 | 111 |
| Avg Bars in Winners | 161 | 166 | 157 | 161 | 166 | 157 |
| Avg Bars in Losers | 76 | 78 | 73 | 76 | 78 | 73 |
| Bars Traded | 24572 | 12576 | 11996 | 24572 | 12576 | 11996 |
| 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 | 349360 | 244360 | 229009 | 276522 | 226472 | -65157 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713151800000,
"first_datapoint_time": 1713600000000,
"last_datapoint_time": 1758150000000,
"evaluation_time": 1758150259346,
"expiration_time": 1764630000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 105,
"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": [
[
209520.4084067075,
119912.1563826861,
89608.2520240215,
386901.187508855,
280832.0522621482,
106069.1352467068
],
[
209.520408,
119.912156,
89.608252,
386.901188,
280.832052,
106.069135
],
[
0.402282,
0.230233,
0.172049,
0.304379,
0.257072,
0.138921
],
[
10,
10,
10,
10,
10,
10
],
[
-48435,
-57164,
-31387,
-185297,
-224635,
-153909
],
[
1.453538,
1.475,
1.427679,
1.259384,
1.356156,
1.150858
],
[
216,
108,
108,
216,
108,
108
],
[
95,
47,
48,
95,
47,
48
],
[
121,
61,
60,
121,
61,
60
],
[
43.981481,
43.518519,
44.444444,
43.981481,
43.518519,
44.444444
],
[
1.851348,
1.914361,
1.784599,
1.604058,
1.760118,
1.438573
],
[
30328,
30328,
24005,
108599,
108599,
78631
],
[
-13021,
-13021,
-9044,
-58948,
-58948,
-36208
],
[
113,
116,
111,
113,
116,
111
],
[
161,
166,
157,
161,
166,
157
],
[
76,
78,
73,
76,
78,
73
],
[
24572,
12576,
11996,
24572,
12576,
11996
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
349360,
244360,
229009,
276522,
226472,
-65157
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713151800000,
"first_datapoint_time": 1713600000000,
"last_datapoint_time": 1758150000000,
"evaluation_time": 1758150259346,
"expiration_time": 1764630000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 105,
"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) |
|---|