| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 91370.4765 | 847.4683 | 90523.0081 | 5575.036 | -53380.4878 | 58955.5238 |
| Total P&L (%) | 91.3705 | 0.8475 | 90.523 | 5.575 | -53.3805 | 58.9555 |
| Avg Daily Profit (%) | 0.1754 | 0.0016 | 0.1738 | 0.0104 | -0.1464 | 0.089 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -61123 | -64979 | -52697 | -106702 | -121735 | -89485 |
| Profit Factor | 1.2082 | 1.0035 | 1.4551 | 1.0086 | 0.8478 | 1.1971 |
| Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
| Winning Trades | 85 | 39 | 46 | 85 | 39 | 46 |
| Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
| Profitability (%) | 70.2479 | 65 | 75.4098 | 70.2479 | 65 | 75.4098 |
| Ratio Avg Win / Avg Loss | 0.5117 | 0.5404 | 0.4745 | 0.4272 | 0.4565 | 0.3904 |
| Largest Winning Trade | 21087 | 21087 | 20625 | 27205 | 26714 | 27205 |
| Largest Losing Trade | -45032 | -33829 | -45032 | -82068 | -56201 | -82068 |
| Avg Bars in Trades | 202 | 225 | 179 | 202 | 225 | 179 |
| Avg Bars in Winners | 118 | 109 | 125 | 118 | 109 | 125 |
| Avg Bars in Losers | 400 | 438 | 346 | 400 | 438 | 346 |
| Bars Traded | 24452 | 13500 | 10952 | 24452 | 13500 | 10952 |
| Profit Streak | 11.4329 | 22.8496 | 11.4329 | 11.4329 | 22.8496 | 11.4329 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 314439 | -741490 | -151559 | -553984 | -747543 | -238565 |
{
"trading_pair": "AR_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714262400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758925403677,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 104,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 237,
"offset": 61
}
}
}
{
"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": [
[
91370.4764535221,
847.4683390585,
90523.0081144636,
5575.0360089939,
-53380.4877792245,
58955.5237882182
],
[
91.370476,
0.847468,
90.523008,
5.575036,
-53.380488,
58.955524
],
[
0.175432,
0.001627,
0.173805,
0.010417,
-0.146419,
0.089023
],
[
10,
10,
10,
10,
10,
10
],
[
-61123,
-64979,
-52697,
-106702,
-121735,
-89485
],
[
1.208158,
1.003531,
1.455098,
1.008579,
0.847793,
1.197087
],
[
121,
60,
61,
121,
60,
61
],
[
85,
39,
46,
85,
39,
46
],
[
36,
21,
15,
36,
21,
15
],
[
70.247934,
65,
75.409836,
70.247934,
65,
75.409836
],
[
0.51169,
0.540363,
0.474489,
0.427163,
0.456504,
0.390354
],
[
21087,
21087,
20625,
27205,
26714,
27205
],
[
-45032,
-33829,
-45032,
-82068,
-56201,
-82068
],
[
202,
225,
179,
202,
225,
179
],
[
118,
109,
125,
118,
109,
125
],
[
400,
438,
346,
400,
438,
346
],
[
24452,
13500,
10952,
24452,
13500,
10952
],
[
11.432913,
22.84958,
11.432913,
11.432913,
22.84958,
11.432913
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
314439,
-741490,
-151559,
-553984,
-747543,
-238565
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714262400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758925403677,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 104,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 237,
"offset": 61
}
}
}
| # | 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) |
|---|