| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 88419.4987 | 14766.3444 | 73653.1543 | 91001.9006 | 12441.3382 | 78560.5625 |
| Total P&L (%) | 88.4195 | 14.7663 | 73.6532 | 91.0019 | 12.4413 | 78.5606 |
| Avg Daily Profit (%) | 0.3395 | 0.0567 | 0.2828 | 0.2488 | 0.045 | 0.2229 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -52908 | -32709 | -39483 | -81212 | -51711 | -56938 |
| Profit Factor | 1.2148 | 1.0647 | 1.4014 | 1.1632 | 1.0406 | 1.3125 |
| Total Trades | 348 | 174 | 174 | 348 | 174 | 174 |
| Winning Trades | 178 | 85 | 93 | 178 | 85 | 93 |
| Losing Trades | 170 | 89 | 81 | 170 | 89 | 81 |
| Profitability (%) | 51.1494 | 48.8506 | 53.4483 | 51.1494 | 48.8506 | 53.4483 |
| Ratio Avg Win / Avg Loss | 1.1602 | 1.1148 | 1.2206 | 1.1109 | 1.0896 | 1.1432 |
| Largest Winning Trade | 25183 | 9425 | 25183 | 23615 | 14028 | 23615 |
| Largest Losing Trade | -12582 | -7394 | -12582 | -17373 | -11543 | -17373 |
| Avg Bars in Trades | 71 | 54 | 87 | 71 | 54 | 87 |
| Avg Bars in Winners | 79 | 59 | 98 | 79 | 59 | 98 |
| Avg Bars in Losers | 62 | 51 | 74 | 62 | 51 | 74 |
| Bars Traded | 24721 | 9563 | 15157 | 24721 | 9563 | 15157 |
| Profit Streak | 5.2541 | 0 | 8.4624 | 5.2541 | 0 | 8.4624 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 347817 | -285506 | 344302 | -31699 | -399911 | 306292 |
{
"trading_pair": "FIL_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736331300000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758951351450,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbu",
"factors": {
"length": 98,
"offset": 0,
"std": 2.61249
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 116,
"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": [
[
88419.4986859839,
14766.3443559286,
73653.1543300551,
91001.9006331261,
12441.3381649528,
78560.5624681733
],
[
88.419499,
14.766344,
73.653154,
91.001901,
12.441338,
78.560562
],
[
0.339527,
0.056702,
0.282824,
0.248797,
0.045038,
0.222872
],
[
10,
10,
10,
10,
10,
10
],
[
-52908,
-32709,
-39483,
-81212,
-51711,
-56938
],
[
1.214823,
1.06473,
1.401441,
1.163186,
1.040621,
1.312519
],
[
348,
174,
174,
348,
174,
174
],
[
178,
85,
93,
178,
85,
93
],
[
170,
89,
81,
170,
89,
81
],
[
51.149425,
48.850575,
53.448276,
51.149425,
48.850575,
53.448276
],
[
1.160224,
1.114835,
1.22061,
1.110908,
1.089591,
1.143161
],
[
25183,
9425,
25183,
23615,
14028,
23615
],
[
-12582,
-7394,
-12582,
-17373,
-11543,
-17373
],
[
71,
54,
87,
71,
54,
87
],
[
79,
59,
98,
79,
59,
98
],
[
62,
51,
74,
62,
51,
74
],
[
24721,
9563,
15157,
24721,
9563,
15157
],
[
5.254068,
0,
8.462401,
5.254068,
0,
8.462401
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
347817,
-285506,
344302,
-31699,
-399911,
306292
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736331300000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758951351450,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 98,
"offset": 0,
"std": 2.61249
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 116,
"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) |
|---|