| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 527286.5943 | 468372.5898 | 58914.0045 | 40614.6394 | 352399.8677 | -311785.2284 |
| Total P&L (%) | 527.2866 | 468.3726 | 58.914 | 40.6146 | 352.3999 | -311.7852 |
| Avg Daily Profit (%) | 0.3281 | 0.2914 | 0.0367 | 0.0212 | 0.094 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -151048 | -123525 | -82678 | -671630 | -477115 | -409995 |
| Profit Factor | 1.8197 | 2.3017 | 1.2078 | 1.0236 | 1.4143 | 0.6428 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
| Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
| Profitability (%) | 43.2432 | 40.5405 | 45.9459 | 43.2432 | 40.5405 | 45.9459 |
| Ratio Avg Win / Avg Loss | 2.3883 | 3.3758 | 1.421 | 1.3434 | 2.0742 | 0.7562 |
| Largest Winning Trade | 351316 | 351316 | 63886 | 463239 | 463239 | 177365 |
| Largest Losing Trade | -60672 | -30271 | -60672 | -249332 | -109820 | -249332 |
| Avg Bars in Trades | 84 | 77 | 91 | 84 | 77 | 91 |
| Avg Bars in Winners | 117 | 116 | 119 | 117 | 116 | 119 |
| Avg Bars in Losers | 58 | 51 | 67 | 58 | 51 | 67 |
| Bars Traded | 6249 | 2874 | 3375 | 6249 | 2874 | 3375 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -58820 | 328017 | -146722 | -432705 | -69311 | -582349 |
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6429,
"evaluation_days": 1607.25,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1620993600000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759856869571,
"expiration_time": 1764004392000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 169,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 208,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
527286.5942931658,
468372.5897820017,
58914.0045111639,
40614.6393651344,
352399.8677326774,
-311785.2283675431
],
[
527.286594,
468.37259,
58.914005,
40.614639,
352.399868,
-311.785228
],
[
0.328068,
0.291412,
0.036655,
0.021209,
0.093956,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-151048,
-123525,
-82678,
-671630,
-477115,
-409995
],
[
1.819652,
2.301684,
1.20782,
1.023566,
1.414257,
0.642763
],
[
74,
37,
37,
74,
37,
37
],
[
32,
15,
17,
32,
15,
17
],
[
42,
22,
20,
42,
22,
20
],
[
43.243243,
40.540541,
45.945946,
43.243243,
40.540541,
45.945946
],
[
2.388293,
3.375803,
1.420965,
1.34343,
2.074244,
0.756192
],
[
351316,
351316,
63886,
463239,
463239,
177365
],
[
-60672,
-30271,
-60672,
-249332,
-109820,
-249332
],
[
84,
77,
91,
84,
77,
91
],
[
117,
116,
119,
117,
116,
119
],
[
58,
51,
67,
58,
51,
67
],
[
6249,
2874,
3375,
6249,
2874,
3375
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-58820,
328017,
-146722,
-432705,
-69311,
-582349
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6429,
"evaluation_days": 1607.25,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1620993600000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759856869571,
"expiration_time": 1764004392000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 169,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 208,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|