| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 206735.3861 | 323646.3373 | -116910.9512 | -92792.8366 | -8657.0628 | -84135.7739 |
| Total P&L (%) | 206.7354 | 323.6463 | -116.911 | -92.7928 | -8.6571 | -84.1358 |
| Avg Daily Profit (%) | 0.1141 | 0.1786 | -0.0645 | -0.145 | -0.005 | -0.1016 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -164284 | -146151 | -146402 | -98757 | -53697 | -89324 |
| Profit Factor | 1.3218 | 2.0829 | 0.6597 | 0.6131 | 0.9231 | 0.3393 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
| Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
| Profitability (%) | 42.1875 | 43.75 | 40.625 | 42.1875 | 43.75 | 40.625 |
| Ratio Avg Win / Avg Loss | 1.8114 | 2.678 | 0.9642 | 0.8402 | 1.1868 | 0.4959 |
| Largest Winning Trade | 351126 | 351126 | 62817 | 59450 | 59450 | 12778 |
| Largest Losing Trade | -64808 | -47690 | -64808 | -46787 | -32235 | -46787 |
| Avg Bars in Trades | 50 | 46 | 55 | 50 | 46 | 55 |
| Avg Bars in Winners | 72 | 60 | 85 | 72 | 60 | 85 |
| Avg Bars in Losers | 35 | 35 | 34 | 35 | 35 | 34 |
| Bars Traded | 3253 | 1475 | 1778 | 3253 | 1475 | 1778 |
| Profit Streak | 4.7803 | 82.2803 | 0 | 4.7803 | 82.2803 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -185660 | 356316 | -584456 | -727083 | -580612 | -584456 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3624,
"evaluation_days": 1812,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1614945600000,
"last_datapoint_time": 1757246400000,
"evaluation_time": 1757270621941,
"expiration_time": 1761943104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 250,
"offset": 80
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 20,
"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": [
[
206735.386057574,
323646.3372844691,
-116910.9512268951,
-92792.8366422787,
-8657.0627556193,
-84135.7738866593
],
[
206.735386,
323.646337,
-116.910951,
-92.792837,
-8.657063,
-84.135774
],
[
0.114092,
0.178613,
-0.06452,
-0.145043,
-0.004997,
-0.101555
],
[
10,
10,
10,
10,
10,
10
],
[
-164284,
-146151,
-146402,
-98757,
-53697,
-89324
],
[
1.321807,
2.082901,
0.659699,
0.613113,
0.923054,
0.339267
],
[
64,
32,
32,
64,
32,
32
],
[
27,
14,
13,
27,
14,
13
],
[
37,
18,
19,
37,
18,
19
],
[
42.1875,
43.75,
40.625,
42.1875,
43.75,
40.625
],
[
1.811365,
2.678016,
0.964175,
0.840192,
1.186783,
0.495851
],
[
351126,
351126,
62817,
59450,
59450,
12778
],
[
-64808,
-47690,
-64808,
-46787,
-32235,
-46787
],
[
50,
46,
55,
50,
46,
55
],
[
72,
60,
85,
72,
60,
85
],
[
35,
35,
34,
35,
35,
34
],
[
3253,
1475,
1778,
3253,
1475,
1778
],
[
4.780346,
82.280346,
0,
4.780346,
82.280347,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-185660,
356316,
-584456,
-727083,
-580612,
-584456
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3624,
"evaluation_days": 1812,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1614945600000,
"last_datapoint_time": 1757246400000,
"evaluation_time": 1757270621941,
"expiration_time": 1761943104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 250,
"offset": 80
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 20,
"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) |
|---|