| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 147786.9259 | 56424.9791 | 91361.9468 | 198881.7356 | 60668.4512 | 138213.2844 |
| Total P&L (%) | 147.7869 | 56.425 | 91.3619 | 198.8817 | 60.6685 | 138.2133 |
| Avg Daily Profit (%) | 0.2232 | 0.0852 | 0.138 | 0.1655 | 0.0716 | 0.1312 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -39587 | -40850 | -38549 | -93871 | -88407 | -64556 |
| Profit Factor | 1.4777 | 1.387 | 1.5585 | 1.4558 | 1.293 | 1.6028 |
| Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
| Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
| Losing Trades | 97 | 51 | 46 | 97 | 51 | 46 |
| Profitability (%) | 40.4908 | 37.037 | 43.9024 | 40.4908 | 37.037 | 43.9024 |
| Ratio Avg Win / Avg Loss | 2.1717 | 2.3578 | 1.9915 | 2.1395 | 2.1981 | 2.048 |
| Largest Winning Trade | 30044 | 30044 | 27041 | 57208 | 38113 | 57208 |
| Largest Losing Trade | -13418 | -10801 | -13418 | -24875 | -15381 | -24875 |
| Avg Bars in Trades | 96 | 95 | 98 | 96 | 95 | 98 |
| Avg Bars in Winners | 152 | 155 | 149 | 152 | 155 | 149 |
| Avg Bars in Losers | 59 | 59 | 58 | 59 | 59 | 58 |
| Bars Traded | 15764 | 7696 | 8069 | 15764 | 7696 | 8069 |
| Profit Streak | 407.499 | 407.499 | 423.374 | 407.499 | 407.499 | 423.374 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 305124 | -94887 | -11652 | 282548 | -113285 | -20467 |
{
"trading_pair": "MATIC_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 15890,
"evaluation_days": 662.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1668999600000,
"last_datapoint_time": 1725933600000,
"evaluation_time": 1758797914666,
"expiration_time": 1730052288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 236,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 76,
"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": [
[
147786.9258803298,
56424.9790817603,
91361.9467985695,
198881.7356446058,
60668.4511982099,
138213.2844463958
],
[
147.786926,
56.424979,
91.361947,
198.881736,
60.668451,
138.213284
],
[
0.223216,
0.085224,
0.137992,
0.165506,
0.071644,
0.131187
],
[
10,
10,
10,
10,
10,
10
],
[
-39587,
-40850,
-38549,
-93871,
-88407,
-64556
],
[
1.477673,
1.386952,
1.558548,
1.455766,
1.29298,
1.602776
],
[
163,
81,
82,
163,
81,
82
],
[
66,
30,
36,
66,
30,
36
],
[
97,
51,
46,
97,
51,
46
],
[
40.490798,
37.037037,
43.902439,
40.490798,
37.037037,
43.902439
],
[
2.171732,
2.357819,
1.991478,
2.139535,
2.198066,
2.047992
],
[
30044,
30044,
27041,
57208,
38113,
57208
],
[
-13418,
-10801,
-13418,
-24875,
-15381,
-24875
],
[
96,
95,
98,
96,
95,
98
],
[
152,
155,
149,
152,
155,
149
],
[
59,
59,
58,
59,
59,
58
],
[
15764,
7696,
8069,
15764,
7696,
8069
],
[
407.499012,
407.499012,
423.374012,
407.499012,
407.499012,
423.374012
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
305124,
-94887,
-11652,
282548,
-113285,
-20467
]
]
}
{
"trading_pair": "MATIC_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 15890,
"evaluation_days": 662.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1668999600000,
"last_datapoint_time": 1725933600000,
"evaluation_time": 1758797914666,
"expiration_time": 1730052288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 236,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 76,
"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) |
|---|