| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 77899.5878 | 12529.6012 | 65369.9867 | 95381.2273 | 12122.0825 | 83259.1448 |
| Total P&L (%) | 77.8996 | 12.5296 | 65.37 | 95.3812 | 12.1221 | 83.2591 |
| Avg Daily Profit (%) | 0.5513 | 0.0887 | 0.4626 | 0.4751 | 0.081 | 0.4296 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -29725 | -23940 | -12229 | -28987 | -23941 | -11697 |
| Profit Factor | 1.9639 | 1.2721 | 2.8802 | 2.0946 | 1.2257 | 3.4913 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 34 | 12 | 22 | 34 | 12 | 22 |
| Losing Trades | 30 | 20 | 10 | 30 | 20 | 10 |
| Profitability (%) | 53.125 | 37.5 | 68.75 | 53.125 | 37.5 | 68.75 |
| Ratio Avg Win / Avg Loss | 1.7329 | 2.1202 | 1.3092 | 1.8482 | 2.0428 | 1.587 |
| Largest Winning Trade | 30954 | 30954 | 21163 | 38915 | 38915 | 34841 |
| Largest Losing Trade | -10943 | -10943 | -8256 | -11141 | -11141 | -7594 |
| Avg Bars in Trades | 99 | 90 | 107 | 99 | 90 | 107 |
| Avg Bars in Winners | 111 | 93 | 121 | 111 | 93 | 121 |
| Avg Bars in Losers | 85 | 89 | 77 | 85 | 89 | 77 |
| Bars Traded | 6352 | 2905 | 3447 | 6352 | 2905 | 3447 |
| Profit Streak | 402.3776 | 0 | 455.2526 | 402.3776 | 0 | 455.2526 |
| Trades During Streak | 1 | 0 | 11 | 1 | 0 | 11 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -129928 | -167305 | 577638 | -130327 | -190487 | 661047 |
{
"trading_pair": "MATIC_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 6783,
"evaluation_days": 141.31,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714168800000,
"last_datapoint_time": 1725935400000,
"evaluation_time": 1760268822155,
"expiration_time": 1728527400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 95,
"offset": 93,
"poles": 3
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 246,
"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": [
[
77899.587849131,
12529.6011955597,
65369.9866535713,
95381.2272613838,
12122.0824839374,
83259.1447774464
],
[
77.899588,
12.529601,
65.369987,
95.381227,
12.122082,
83.259145
],
[
0.551267,
0.088667,
0.4626,
0.475106,
0.081002,
0.429574
],
[
10,
10,
10,
10,
10,
10
],
[
-29725,
-23940,
-12229,
-28987,
-23941,
-11697
],
[
1.963915,
1.2721,
2.880177,
2.09459,
1.225657,
3.491328
],
[
64,
32,
32,
64,
32,
32
],
[
34,
12,
22,
34,
12,
22
],
[
30,
20,
10,
30,
20,
10
],
[
53.125,
37.5,
68.75,
53.125,
37.5,
68.75
],
[
1.732866,
2.120166,
1.309171,
1.848168,
2.042761,
1.586967
],
[
30954,
30954,
21163,
38915,
38915,
34841
],
[
-10943,
-10943,
-8256,
-11141,
-11141,
-7594
],
[
99,
90,
107,
99,
90,
107
],
[
111,
93,
121,
111,
93,
121
],
[
85,
89,
77,
85,
89,
77
],
[
6352,
2905,
3447,
6352,
2905,
3447
],
[
402.377571,
0,
455.252571,
402.377571,
0,
455.252571
],
[
1,
0,
11,
1,
0,
11
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-129928,
-167305,
577638,
-130327,
-190487,
661047
]
]
}
{
"trading_pair": "MATIC_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 6783,
"evaluation_days": 141.31,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714168800000,
"last_datapoint_time": 1725935400000,
"evaluation_time": 1760268822155,
"expiration_time": 1728527400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 95,
"offset": 93,
"poles": 3
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 246,
"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) |
|---|