| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 71110.4367 | 18533.0333 | 52577.4034 | 54870.5213 | 2773.9209 | 52096.6004 |
| Total P&L (%) | 71.1104 | 18.533 | 52.5774 | 54.8705 | 2.7739 | 52.0966 |
| Avg Daily Profit (%) | 0.2731 | 0.0712 | 0.2019 | 0.1681 | 0.0105 | 0.1612 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -57665 | -58436 | -52259 | -69824 | -63820 | -47341 |
| Profit Factor | 1.2106 | 1.1033 | 1.332 | 1.1571 | 1.0143 | 1.3351 |
| Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
| Winning Trades | 150 | 74 | 76 | 150 | 74 | 76 |
| Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
| Profitability (%) | 65.2174 | 64.3478 | 66.087 | 65.2174 | 64.3478 | 66.087 |
| Ratio Avg Win / Avg Loss | 0.6456 | 0.6113 | 0.6835 | 0.6171 | 0.562 | 0.6851 |
| Largest Winning Trade | 13495 | 13495 | 9473 | 10211 | 10211 | 7924 |
| Largest Losing Trade | -22030 | -19628 | -22030 | -22157 | -20307 | -22157 |
| Avg Bars in Trades | 107 | 110 | 104 | 107 | 110 | 104 |
| Avg Bars in Winners | 70 | 67 | 72 | 70 | 67 | 72 |
| Avg Bars in Losers | 177 | 187 | 166 | 177 | 187 | 166 |
| Bars Traded | 24701 | 12661 | 12040 | 24701 | 12661 | 12040 |
| Profit Streak | 6.9257 | 10.5923 | 6.9257 | 6.9257 | 10.5923 | 6.9257 |
| Trades During Streak | 9 | 6 | 4 | 9 | 6 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 347077 | -212435 | 257501 | -39490 | -549149 | 244491 |
{
"trading_pair": "ALGO_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737621000000,
"first_datapoint_time": 1737803700000,
"last_datapoint_time": 1760120100000,
"evaluation_time": 1760120878925,
"expiration_time": 1766600100000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 178,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 204,
"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": [
[
71110.4367220395,
18533.033273937,
52577.4034481026,
54870.5213247807,
2773.9209471705,
52096.6003776104
],
[
71.110437,
18.533033,
52.577403,
54.870521,
2.773921,
52.0966
],
[
0.273061,
0.071166,
0.201895,
0.168108,
0.010507,
0.161156
],
[
10,
10,
10,
10,
10,
10
],
[
-57665,
-58436,
-52259,
-69824,
-63820,
-47341
],
[
1.210575,
1.103339,
1.332024,
1.157126,
1.014317,
1.335109
],
[
230,
115,
115,
230,
115,
115
],
[
150,
74,
76,
150,
74,
76
],
[
80,
41,
39,
80,
41,
39
],
[
65.217391,
64.347826,
66.086957,
65.217391,
64.347826,
66.086957
],
[
0.64564,
0.61131,
0.683538,
0.617134,
0.561986,
0.685121
],
[
13495,
13495,
9473,
10211,
10211,
7924
],
[
-22030,
-19628,
-22030,
-22157,
-20307,
-22157
],
[
107,
110,
104,
107,
110,
104
],
[
70,
67,
72,
70,
67,
72
],
[
177,
187,
166,
177,
187,
166
],
[
24701,
12661,
12040,
24701,
12661,
12040
],
[
6.925682,
10.592349,
6.925682,
6.925682,
10.592349,
6.925682
],
[
9,
6,
4,
9,
6,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
347077,
-212435,
257501,
-39490,
-549149,
244491
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737621000000,
"first_datapoint_time": 1737803700000,
"last_datapoint_time": 1760120100000,
"evaluation_time": 1760120878925,
"expiration_time": 1766600100000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 178,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 204,
"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) |
|---|