| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 101466.6928 | 68733.148 | 32733.5448 | 129653.5785 | 108911.4629 | 20742.1156 |
| Total P&L (%) | 101.4667 | 68.7331 | 32.7335 | 129.6536 | 108.9115 | 20.7421 |
| Avg Daily Profit (%) | 0.3896 | 0.2639 | 0.1257 | 0.3198 | 0.2833 | 0.0724 |
| Buy And Hold Return (%) | 25.1147 | 25.1147 | 25.1147 | 25.1147 | 25.1147 | 25.1147 |
| Max Trade Drawdown | -32183 | -28178 | -16361 | -44756 | -30106 | -41517 |
| Profit Factor | 1.3873 | 1.5121 | 1.2562 | 1.3059 | 1.5474 | 1.0922 |
| Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
| Winning Trades | 141 | 69 | 72 | 141 | 69 | 72 |
| Losing Trades | 95 | 49 | 46 | 95 | 49 | 46 |
| Profitability (%) | 59.4937 | 57.9832 | 61.0169 | 59.4937 | 57.9832 | 61.0169 |
| Ratio Avg Win / Avg Loss | 0.9347 | 1.0738 | 0.8026 | 0.8799 | 1.0989 | 0.6978 |
| Largest Winning Trade | 14242 | 14242 | 10775 | 20782 | 20782 | 13100 |
| Largest Losing Trade | -23246 | -23246 | -12062 | -31594 | -24863 | -31594 |
| Avg Bars in Trades | 103 | 103 | 103 | 103 | 103 | 103 |
| Avg Bars in Winners | 74 | 75 | 72 | 74 | 75 | 72 |
| Avg Bars in Losers | 146 | 142 | 150 | 146 | 142 | 150 |
| Bars Traded | 24548 | 12375 | 12173 | 24548 | 12375 | 12173 |
| Profit Streak | 2.9491 | 5.3762 | 0 | 2.9491 | 5.3762 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 211872 | 244164 | -98670 | 207078 | 309082 | -382986 |
{
"trading_pair": "BCH_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736988300000,
"first_datapoint_time": 1737103500000,
"last_datapoint_time": 1759487400000,
"evaluation_time": 1759488399770,
"expiration_time": 1765967400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 87,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
101466.6927810046,
68733.1480277919,
32733.5447532126,
129653.5784860783,
108911.4628748308,
20742.1156112476
],
[
101.466693,
68.733148,
32.733545,
129.653578,
108.911463,
20.742116
],
[
0.389627,
0.263932,
0.125695,
0.319764,
0.283305,
0.072404
],
[
25.114727,
25.114727,
25.114727,
25.114727,
25.114727,
25.114727
],
[
-32183,
-28178,
-16361,
-44756,
-30106,
-41517
],
[
1.387323,
1.512094,
1.256232,
1.305899,
1.547385,
1.092237
],
[
237,
119,
118,
237,
119,
118
],
[
141,
69,
72,
141,
69,
72
],
[
95,
49,
46,
95,
49,
46
],
[
59.493671,
57.983193,
61.016949,
59.493671,
57.983193,
61.016949
],
[
0.934721,
1.073806,
0.802593,
0.879861,
1.098867,
0.697818
],
[
14242,
14242,
10775,
20782,
20782,
13100
],
[
-23246,
-23246,
-12062,
-31594,
-24863,
-31594
],
[
103,
103,
103,
103,
103,
103
],
[
74,
75,
72,
74,
75,
72
],
[
146,
142,
150,
146,
142,
150
],
[
24548,
12375,
12173,
24548,
12375,
12173
],
[
2.949071,
5.376155,
0,
2.949071,
5.376155,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
211872,
244164,
-98670,
207078,
309082,
-382986
]
]
}
{
"trading_pair": "BCH_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736988300000,
"first_datapoint_time": 1737103500000,
"last_datapoint_time": 1759487400000,
"evaluation_time": 1759488399770,
"expiration_time": 1765967400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 87,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|