| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 84460.3137 | 58973.8128 | 25486.501 | 118082.8023 | 77154.5583 | 40928.244 |
| Total P&L (%) | 84.4603 | 58.9738 | 25.4865 | 118.0828 | 77.1546 | 40.9282 |
| Avg Daily Profit (%) | 0.9729 | 0.6793 | 0.2936 | 0.9022 | 0.6609 | 0.396 |
| Buy And Hold Return (%) | 36.0252 | 36.0252 | 36.0252 | 36.0252 | 36.0252 | 36.0252 |
| Max Trade Drawdown | -24691 | -20783 | -3908 | -33728 | -28127 | -5601 |
| Profit Factor | 1.9501 | 1.7937 | 2.7467 | 2.0218 | 1.7911 | 3.2688 |
| Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
| Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
| Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
| Profitability (%) | 69.0265 | 67.8571 | 70.1754 | 69.0265 | 67.8571 | 70.1754 |
| Ratio Avg Win / Avg Loss | 0.8751 | 0.8496 | 1.1674 | 0.9072 | 0.8484 | 1.3892 |
| Largest Winning Trade | 8781 | 8781 | 2778 | 12412 | 12412 | 4778 |
| Largest Losing Trade | -10992 | -10992 | -3391 | -15688 | -15688 | -5010 |
| Avg Bars in Trades | 217 | 386 | 51 | 217 | 386 | 51 |
| Avg Bars in Winners | 159 | 281 | 44 | 159 | 281 | 44 |
| Avg Bars in Losers | 346 | 609 | 68 | 346 | 609 | 68 |
| Bars Traded | 24580 | 21662 | 2918 | 24580 | 21662 | 2918 |
| Profit Streak | 10.699 | 10.699 | 27.9178 | 10.699 | 10.699 | 27.9178 |
| Trades During Streak | 15 | 7 | 17 | 15 | 7 | 17 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 426716 | -174962 | -330244 | 491696 | -171760 | -286297 |
{
"trading_pair": "AVAX_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1749961800000,
"first_datapoint_time": 1750029600000,
"last_datapoint_time": 1757461500000,
"evaluation_time": 1757461594042,
"expiration_time": 1763941500000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 131,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 227,
"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": [
[
84460.3137428504,
58973.8127903734,
25486.500952477,
118082.8022696325,
77154.5582796917,
40928.2439899407
],
[
84.460314,
58.973813,
25.486501,
118.082802,
77.154558,
40.928244
],
[
0.972933,
0.679344,
0.293589,
0.902219,
0.660915,
0.395991
],
[
36.02517,
36.02517,
36.02517,
36.02517,
36.02517,
36.02517
],
[
-24691,
-20783,
-3908,
-33728,
-28127,
-5601
],
[
1.950128,
1.793699,
2.746715,
2.021757,
1.791094,
3.268813
],
[
113,
56,
57,
113,
56,
57
],
[
78,
38,
40,
78,
38,
40
],
[
35,
18,
17,
35,
18,
17
],
[
69.026549,
67.857143,
70.175439,
69.026549,
67.857143,
70.175439
],
[
0.875057,
0.849647,
1.167354,
0.907198,
0.848413,
1.389246
],
[
8781,
8781,
2778,
12412,
12412,
4778
],
[
-10992,
-10992,
-3391,
-15688,
-15688,
-5010
],
[
217,
386,
51,
217,
386,
51
],
[
159,
281,
44,
159,
281,
44
],
[
346,
609,
68,
346,
609,
68
],
[
24580,
21662,
2918,
24580,
21662,
2918
],
[
10.699005,
10.699005,
27.917755,
10.699005,
10.699005,
27.917755
],
[
15,
7,
17,
15,
7,
17
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
426716,
-174962,
-330244,
491696,
-171760,
-286297
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1749961800000,
"first_datapoint_time": 1750029600000,
"last_datapoint_time": 1757461500000,
"evaluation_time": 1757461594042,
"expiration_time": 1763941500000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 131,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 227,
"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) |
|---|