| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 112246.7878 | 38889.1443 | 73357.6435 | 136146.7932 | 44750.6291 | 91396.164 |
| Total P&L (%) | 112.2468 | 38.8891 | 73.3576 | 136.1468 | 44.7506 | 91.3962 |
| Avg Daily Profit (%) | 0.431 | 0.1493 | 0.2817 | 0.3305 | 0.1421 | 0.2496 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -36013 | -22100 | -37618 | -58300 | -31905 | -68335 |
| Profit Factor | 1.4787 | 1.309 | 1.6754 | 1.391 | 1.2487 | 1.5432 |
| Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
| Winning Trades | 108 | 48 | 60 | 108 | 48 | 60 |
| Losing Trades | 59 | 35 | 24 | 59 | 35 | 24 |
| Profitability (%) | 64.6707 | 57.8313 | 71.4286 | 64.6707 | 57.8313 | 71.4286 |
| Ratio Avg Win / Avg Loss | 0.8078 | 0.9544 | 0.6702 | 0.7599 | 0.9105 | 0.6173 |
| Largest Winning Trade | 30140 | 17691 | 30140 | 54692 | 23928 | 54692 |
| Largest Losing Trade | -24493 | -20120 | -24493 | -42032 | -21579 | -42032 |
| Avg Bars in Trades | 146 | 149 | 144 | 146 | 149 | 144 |
| Avg Bars in Winners | 111 | 108 | 114 | 111 | 108 | 114 |
| Avg Bars in Losers | 211 | 205 | 221 | 211 | 205 | 221 |
| Bars Traded | 24524 | 12378 | 12146 | 24524 | 12378 | 12146 |
| Profit Streak | 7.8085 | 7.8085 | 8.1523 | 7.8085 | 7.8085 | 8.1523 |
| Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 440374 | 120566 | 420995 | 390160 | -6115 | 393380 |
{
"trading_pair": "ETC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737718200000,
"first_datapoint_time": 1737909900000,
"last_datapoint_time": 1760217300000,
"evaluation_time": 1760217856733,
"expiration_time": 1766697300000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 172,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 214,
"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": [
[
112246.7878222609,
38889.1443460334,
73357.6434762275,
136146.7931628834,
44750.6291143721,
91396.1640485114
],
[
112.246788,
38.889144,
73.357643,
136.146793,
44.750629,
91.396164
],
[
0.431022,
0.149332,
0.28169,
0.330506,
0.142119,
0.249591
],
[
10,
10,
10,
10,
10,
10
],
[
-36013,
-22100,
-37618,
-58300,
-31905,
-68335
],
[
1.478689,
1.308958,
1.675386,
1.391027,
1.248732,
1.543176
],
[
167,
83,
84,
167,
83,
84
],
[
108,
48,
60,
108,
48,
60
],
[
59,
35,
24,
59,
35,
24
],
[
64.670659,
57.831325,
71.428571,
64.670659,
57.831325,
71.428571
],
[
0.807803,
0.954449,
0.670155,
0.759913,
0.910534,
0.617271
],
[
30140,
17691,
30140,
54692,
23928,
54692
],
[
-24493,
-20120,
-24493,
-42032,
-21579,
-42032
],
[
146,
149,
144,
146,
149,
144
],
[
111,
108,
114,
111,
108,
114
],
[
211,
205,
221,
211,
205,
221
],
[
24524,
12378,
12146,
24524,
12378,
12146
],
[
7.808527,
7.808527,
8.152277,
7.808527,
7.808527,
8.152277
],
[
9,
4,
5,
9,
4,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
440374,
120566,
420995,
390160,
-6115,
393380
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737718200000,
"first_datapoint_time": 1737909900000,
"last_datapoint_time": 1760217300000,
"evaluation_time": 1760217856733,
"expiration_time": 1766697300000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 172,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 214,
"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) |
|---|