| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 175694.1413 | 98412.6218 | 77281.5195 | 238250.3929 | 198519.4577 | 39730.9352 |
| Total P&L (%) | 175.6941 | 98.4126 | 77.2815 | 238.2504 | 198.5195 | 39.7309 |
| Avg Daily Profit (%) | 0.3373 | 0.189 | 0.1484 | 0.2343 | 0.2102 | 0.0643 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -40001 | -48592 | -46739 | -183625 | -195951 | -199121 |
| Profit Factor | 1.3301 | 1.3737 | 1.2874 | 1.1404 | 1.2406 | 1.0456 |
| Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
| Winning Trades | 107 | 53 | 54 | 107 | 53 | 54 |
| Losing Trades | 138 | 69 | 69 | 138 | 69 | 69 |
| Profitability (%) | 43.6735 | 43.4426 | 43.9024 | 43.6735 | 43.4426 | 43.9024 |
| Ratio Avg Win / Avg Loss | 1.7154 | 1.7883 | 1.645 | 1.4708 | 1.6151 | 1.336 |
| Largest Winning Trade | 34171 | 34171 | 25892 | 103376 | 103376 | 69713 |
| Largest Losing Trade | -11557 | -11515 | -11557 | -47395 | -47395 | -44889 |
| Avg Bars in Trades | 101 | 99 | 104 | 101 | 99 | 104 |
| Avg Bars in Winners | 158 | 156 | 160 | 158 | 156 | 160 |
| Avg Bars in Losers | 57 | 55 | 59 | 57 | 55 | 59 |
| Bars Traded | 24896 | 12100 | 12796 | 24896 | 12100 | 12796 |
| Profit Streak | 0 | 11.5823 | 0 | 0 | 11.5823 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 303353 | 248831 | 107473 | -59911 | 226093 | -282936 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712759400000,
"first_datapoint_time": 1712903400000,
"last_datapoint_time": 1757757600000,
"evaluation_time": 1757759308013,
"expiration_time": 1764237600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 198,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 81,
"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": [
[
175694.1412880734,
98412.6218244526,
77281.5194636209,
238250.3928760159,
198519.4576870847,
39730.9351889312
],
[
175.694141,
98.412622,
77.281519,
238.250393,
198.519458,
39.730935
],
[
0.337335,
0.188953,
0.148381,
0.23425,
0.210206,
0.064254
],
[
10,
10,
10,
10,
10,
10
],
[
-40001,
-48592,
-46739,
-183625,
-195951,
-199121
],
[
1.330079,
1.373656,
1.287398,
1.140408,
1.240577,
1.045581
],
[
245,
122,
123,
245,
122,
123
],
[
107,
53,
54,
107,
53,
54
],
[
138,
69,
69,
138,
69,
69
],
[
43.673469,
43.442623,
43.902439,
43.673469,
43.442623,
43.902439
],
[
1.715429,
1.788345,
1.645008,
1.470806,
1.615091,
1.33602
],
[
34171,
34171,
25892,
103376,
103376,
69713
],
[
-11557,
-11515,
-11557,
-47395,
-47395,
-44889
],
[
101,
99,
104,
101,
99,
104
],
[
158,
156,
160,
158,
156,
160
],
[
57,
55,
59,
57,
55,
59
],
[
24896,
12100,
12796,
24896,
12100,
12796
],
[
0,
11.582269,
0,
0,
11.582269,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
303353,
248831,
107473,
-59911,
226093,
-282936
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712759400000,
"first_datapoint_time": 1712903400000,
"last_datapoint_time": 1757757600000,
"evaluation_time": 1757759308013,
"expiration_time": 1764237600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 198,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 81,
"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) |
|---|