| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 92926.25 | 81755.3124 | 11170.9377 | 141260.7018 | 128816.7811 | 12443.9207 |
| Total P&L (%) | 92.9263 | 81.7553 | 11.1709 | 141.2607 | 128.8168 | 12.4439 |
| Avg Daily Profit (%) | 1.0705 | 0.9418 | 0.1287 | 1.0197 | 0.9581 | 0.1352 |
| Buy And Hold Return (%) | 80.1471 | 80.1471 | 80.1471 | 80.1471 | 80.1471 | 80.1471 |
| Max Trade Drawdown | -21641 | -19459 | -4379 | -35231 | -31306 | -8839 |
| Profit Factor | 2.4958 | 2.9365 | 1.5611 | 2.3588 | 2.8898 | 1.3477 |
| Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
| Winning Trades | 63 | 35 | 28 | 63 | 35 | 28 |
| Losing Trades | 36 | 14 | 22 | 36 | 14 | 22 |
| Profitability (%) | 63.6364 | 71.4286 | 56 | 63.6364 | 71.4286 | 56 |
| Ratio Avg Win / Avg Loss | 1.4262 | 1.1746 | 1.2266 | 1.3479 | 1.1559 | 1.0589 |
| Largest Winning Trade | 7553 | 7553 | 3446 | 12754 | 12754 | 4757 |
| Largest Losing Trade | -11817 | -11817 | -2868 | -19857 | -19857 | -6783 |
| Avg Bars in Trades | 239 | 426 | 55 | 239 | 426 | 55 |
| Avg Bars in Winners | 182 | 284 | 55 | 182 | 284 | 55 |
| Avg Bars in Losers | 339 | 782 | 57 | 339 | 782 | 57 |
| Bars Traded | 23712 | 20918 | 2794 | 23712 | 20918 | 2794 |
| Profit Streak | 0 | 6.8284 | 0 | 0 | 6.8284 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -99457 | -139666 | -365995 | 285631 | 370263 | -358894 |
{
"trading_pair": "AVAX_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1751066400000,
"first_datapoint_time": 1751120700000,
"last_datapoint_time": 1758566100000,
"evaluation_time": 1758568674775,
"expiration_time": 1765046100000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 151,
"offset": 0,
"scalar": 5
}
}
}
{
"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": [
[
92926.2500499559,
81755.3123563227,
11170.9376936333,
141260.7017987262,
128816.7811443538,
12443.9206543724
],
[
92.92625,
81.755312,
11.170938,
141.260702,
128.816781,
12.443921
],
[
1.070456,
0.941773,
0.128683,
1.019687,
0.958081,
0.135196
],
[
80.147059,
80.147059,
80.147059,
80.147059,
80.147059,
80.147059
],
[
-21641,
-19459,
-4379,
-35231,
-31306,
-8839
],
[
2.495795,
2.936531,
1.56114,
2.358843,
2.889801,
1.347669
],
[
99,
49,
50,
99,
49,
50
],
[
63,
35,
28,
63,
35,
28
],
[
36,
14,
22,
36,
14,
22
],
[
63.636364,
71.428571,
56,
63.636364,
71.428571,
56
],
[
1.426169,
1.174613,
1.22661,
1.34791,
1.15592,
1.058883
],
[
7553,
7553,
3446,
12754,
12754,
4757
],
[
-11817,
-11817,
-2868,
-19857,
-19857,
-6783
],
[
239,
426,
55,
239,
426,
55
],
[
182,
284,
55,
182,
284,
55
],
[
339,
782,
57,
339,
782,
57
],
[
23712,
20918,
2794,
23712,
20918,
2794
],
[
0,
6.828412,
0,
0,
6.828412,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-99457,
-139666,
-365995,
285631,
370263,
-358894
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1751066400000,
"first_datapoint_time": 1751120700000,
"last_datapoint_time": 1758566100000,
"evaluation_time": 1758568674775,
"expiration_time": 1765046100000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 151,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|