| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 196587.0109 | 58850.9355 | 137736.0753 | 371518.9672 | 102090.3673 | 269428.5999 |
| Total P&L (%) | 196.587 | 58.8509 | 137.7361 | 371.519 | 102.0904 | 269.4286 |
| Avg Daily Profit (%) | 0.3774 | 0.113 | 0.2645 | 0.2982 | 0.1352 | 0.2512 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -32616 | -53762 | -30581 | -103734 | -121845 | -99155 |
| Profit Factor | 1.7746 | 1.4203 | 2.2109 | 1.5239 | 1.2737 | 1.8016 |
| Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
| Winning Trades | 67 | 29 | 38 | 67 | 29 | 38 |
| Losing Trades | 34 | 21 | 13 | 34 | 21 | 13 |
| Profitability (%) | 66.3366 | 58 | 74.5098 | 66.3366 | 58 | 74.5098 |
| Ratio Avg Win / Avg Loss | 0.9006 | 1.0285 | 0.7564 | 0.7733 | 0.9223 | 0.6163 |
| Largest Winning Trade | 20672 | 16925 | 20672 | 42651 | 42651 | 39781 |
| Largest Losing Trade | -30581 | -20192 | -30581 | -99155 | -46057 | -99155 |
| Avg Bars in Trades | 242 | 272 | 213 | 242 | 272 | 213 |
| Avg Bars in Winners | 161 | 193 | 137 | 161 | 193 | 137 |
| Avg Bars in Losers | 402 | 382 | 436 | 402 | 382 | 436 |
| Bars Traded | 24538 | 13646 | 10892 | 24538 | 13646 | 10892 |
| Profit Streak | 3.9969 | 0 | 4.2886 | 3.9969 | 0 | 4.2886 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 417530 | -221657 | -167796 | 364265 | -193906 | -168699 |
{
"trading_pair": "STX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715169600000,
"first_datapoint_time": 1715605200000,
"last_datapoint_time": 1760167800000,
"evaluation_time": 1760169333029,
"expiration_time": 1766647800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 237,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 243,
"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": [
[
196587.0108893857,
58850.9355423635,
137736.0753470222,
371518.9672028073,
102090.3672887899,
269428.5999140174
],
[
196.587011,
58.850936,
137.736075,
371.518967,
102.090367,
269.4286
],
[
0.377449,
0.112995,
0.264455,
0.298197,
0.135173,
0.25122
],
[
10,
10,
10,
10,
10,
10
],
[
-32616,
-53762,
-30581,
-103734,
-121845,
-99155
],
[
1.774637,
1.420263,
2.210909,
1.523878,
1.273652,
1.801622
],
[
101,
50,
51,
101,
50,
51
],
[
67,
29,
38,
67,
29,
38
],
[
34,
21,
13,
34,
21,
13
],
[
66.336634,
58,
74.509804,
66.336634,
58,
74.509804
],
[
0.900562,
1.028466,
0.756364,
0.773311,
0.9223,
0.616344
],
[
20672,
16925,
20672,
42651,
42651,
39781
],
[
-30581,
-20192,
-30581,
-99155,
-46057,
-99155
],
[
242,
272,
213,
242,
272,
213
],
[
161,
193,
137,
161,
193,
137
],
[
402,
382,
436,
402,
382,
436
],
[
24538,
13646,
10892,
24538,
13646,
10892
],
[
3.99691,
0,
4.288577,
3.99691,
0,
4.288577
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
417530,
-221657,
-167796,
364265,
-193906,
-168699
]
]
}
{
"trading_pair": "STX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715169600000,
"first_datapoint_time": 1715605200000,
"last_datapoint_time": 1760167800000,
"evaluation_time": 1760169333029,
"expiration_time": 1766647800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 237,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 243,
"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) |
|---|