| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 113199.8022 | 81509.5721 | 31690.2301 | 162580.1251 | 130828.946 | 31751.179 |
| Total P&L (%) | 113.1998 | 81.5096 | 31.6902 | 162.5801 | 130.8289 | 31.7512 |
| Avg Daily Profit (%) | 0.4347 | 0.313 | 0.1217 | 0.3714 | 0.3217 | 0.1059 |
| Buy And Hold Return (%) | 25.6875 | 25.6875 | 25.6875 | 25.6875 | 25.6875 | 25.6875 |
| Max Trade Drawdown | -32860 | -31084 | -9192 | -32779 | -30557 | -19112 |
| Profit Factor | 2.2135 | 2.2377 | 2.1554 | 2.1496 | 2.4441 | 1.6246 |
| Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
| Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
| Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
| Profitability (%) | 66.6667 | 60 | 73.1707 | 66.6667 | 60 | 73.1707 |
| Ratio Avg Win / Avg Loss | 1.1067 | 1.4918 | 0.7903 | 1.0748 | 1.6294 | 0.5957 |
| Largest Winning Trade | 32417 | 32417 | 9055 | 32160 | 32160 | 8238 |
| Largest Losing Trade | -22649 | -22649 | -5941 | -26092 | -26092 | -11377 |
| Avg Bars in Trades | 280 | 507 | 58 | 280 | 507 | 58 |
| Avg Bars in Winners | 265 | 521 | 59 | 265 | 521 | 59 |
| Avg Bars in Losers | 310 | 486 | 54 | 310 | 486 | 54 |
| Bars Traded | 22697 | 20299 | 2398 | 22697 | 20299 | 2398 |
| Profit Streak | 0 | 32.5349 | 0 | 0 | 32.5349 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -4367 | 332895 | -120663 | -3618 | 450617 | -141947 |
{
"trading_pair": "BCH_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736540100000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758864019258,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 201,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 170,
"offset": 178
}
}
}
{
"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": [
[
113199.8022395348,
81509.5720951955,
31690.2301443393,
162580.1250667709,
130828.9460369353,
31751.1790298354
],
[
113.199802,
81.509572,
31.69023,
162.580125,
130.828946,
31.751179
],
[
0.434682,
0.312993,
0.121689,
0.371391,
0.321731,
0.105941
],
[
25.687458,
25.687458,
25.687458,
25.687458,
25.687458,
25.687458
],
[
-32860,
-31084,
-9192,
-32779,
-30557,
-19112
],
[
2.213489,
2.237682,
2.155399,
2.149561,
2.444072,
1.624644
],
[
81,
40,
41,
81,
40,
41
],
[
54,
24,
30,
54,
24,
30
],
[
27,
16,
11,
27,
16,
11
],
[
66.666667,
60,
73.170732,
66.666667,
60,
73.170732
],
[
1.106744,
1.491788,
0.790313,
1.07478,
1.629381,
0.595703
],
[
32417,
32417,
9055,
32160,
32160,
8238
],
[
-22649,
-22649,
-5941,
-26092,
-26092,
-11377
],
[
280,
507,
58,
280,
507,
58
],
[
265,
521,
59,
265,
521,
59
],
[
310,
486,
54,
310,
486,
54
],
[
22697,
20299,
2398,
22697,
20299,
2398
],
[
0,
32.534945,
0,
0,
32.534945,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-4367,
332895,
-120663,
-3618,
450617,
-141947
]
]
}
{
"trading_pair": "BCH_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736540100000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758864019258,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 201,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 170,
"offset": 178
}
}
}
| # | 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) |
|---|