| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 77289.8575 | 4507.7307 | 72782.1268 | 76220.9549 | -3052.4452 | 79273.4001 |
| Total P&L (%) | 77.2899 | 4.5077 | 72.7821 | 76.221 | -3.0524 | 79.2734 |
| Avg Daily Profit (%) | 0.2968 | 0.0173 | 0.2795 | 0.2178 | -0.0119 | 0.2244 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -46024 | -32846 | -29513 | -67755 | -39556 | -42127 |
| Profit Factor | 1.3128 | 1.0286 | 1.8114 | 1.2427 | 0.9844 | 1.667 |
| Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
| Winning Trades | 113 | 55 | 58 | 113 | 55 | 58 |
| Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
| Profitability (%) | 65.3179 | 63.9535 | 66.6667 | 65.3179 | 63.9535 | 66.6667 |
| Ratio Avg Win / Avg Loss | 0.6971 | 0.5798 | 0.9057 | 0.6599 | 0.5548 | 0.8335 |
| Largest Winning Trade | 11847 | 10966 | 11847 | 18535 | 14331 | 18535 |
| Largest Losing Trade | -29221 | -29221 | -16199 | -29678 | -29678 | -25194 |
| Avg Bars in Trades | 142 | 149 | 136 | 142 | 149 | 136 |
| Avg Bars in Winners | 95 | 84 | 105 | 95 | 84 | 105 |
| Avg Bars in Losers | 231 | 263 | 197 | 231 | 263 | 197 |
| Bars Traded | 24685 | 12823 | 11862 | 24685 | 12823 | 11862 |
| Profit Streak | 6.7508 | 14.0633 | 6.7508 | 6.7508 | 14.0633 | 6.7508 |
| Trades During Streak | 10 | 7 | 5 | 10 | 7 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 367043 | -524165 | 408945 | 327316 | -578752 | 381965 |
{
"trading_pair": "FIL_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737672300000,
"first_datapoint_time": 1737852300000,
"last_datapoint_time": 1760171400000,
"evaluation_time": 1760172373210,
"expiration_time": 1766651400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 71,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 201,
"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": [
[
77289.8574845589,
4507.7306602121,
72782.1268243468,
76220.9548849104,
-3052.4451925635,
79273.4000774738
],
[
77.289857,
4.507731,
72.782127,
76.220955,
-3.052445,
79.2734
],
[
0.296789,
0.017309,
0.27948,
0.217796,
-0.011903,
0.224405
],
[
10,
10,
10,
10,
10,
10
],
[
-46024,
-32846,
-29513,
-67755,
-39556,
-42127
],
[
1.312828,
1.028644,
1.811426,
1.24273,
0.98436,
1.66701
],
[
173,
86,
87,
173,
86,
87
],
[
113,
55,
58,
113,
55,
58
],
[
60,
31,
29,
60,
31,
29
],
[
65.317919,
63.953488,
66.666667,
65.317919,
63.953488,
66.666667
],
[
0.697077,
0.579781,
0.905713,
0.659857,
0.554821,
0.833505
],
[
11847,
10966,
11847,
18535,
14331,
18535
],
[
-29221,
-29221,
-16199,
-29678,
-29678,
-25194
],
[
142,
149,
136,
142,
149,
136
],
[
95,
84,
105,
95,
84,
105
],
[
231,
263,
197,
231,
263,
197
],
[
24685,
12823,
11862,
24685,
12823,
11862
],
[
6.750847,
14.063347,
6.750847,
6.750847,
14.063347,
6.750847
],
[
10,
7,
5,
10,
7,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
367043,
-524165,
408945,
327316,
-578752,
381965
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737672300000,
"first_datapoint_time": 1737852300000,
"last_datapoint_time": 1760171400000,
"evaluation_time": 1760172373210,
"expiration_time": 1766651400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 71,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 201,
"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) |
|---|