| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 68443.2066 | -2444.0356 | 70887.2422 | 64743.8711 | -9246.7073 | 73990.5784 |
| Total P&L (%) | 68.4432 | -2.444 | 70.8872 | 64.7439 | -9.2467 | 73.9906 |
| Avg Daily Profit (%) | 0.2628 | -0.0094 | 0.2722 | 0.1919 | -0.0373 | 0.2129 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -35201 | -35601 | -24150 | -41647 | -38228 | -30782 |
| Profit Factor | 1.3336 | 0.9828 | 2.1183 | 1.2567 | 0.9453 | 1.89 |
| Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
| Winning Trades | 103 | 46 | 57 | 103 | 46 | 57 |
| Losing Trades | 43 | 27 | 16 | 43 | 27 | 16 |
| Profitability (%) | 70.5479 | 63.0137 | 78.0822 | 70.5479 | 63.0137 | 78.0822 |
| Ratio Avg Win / Avg Loss | 0.5567 | 0.5768 | 0.5946 | 0.5246 | 0.5549 | 0.5305 |
| Largest Winning Trade | 13497 | 13497 | 8950 | 15422 | 15422 | 11607 |
| Largest Losing Trade | -28118 | -28118 | -18861 | -28239 | -28239 | -23851 |
| Avg Bars in Trades | 168 | 167 | 169 | 168 | 167 | 169 |
| Avg Bars in Winners | 99 | 85 | 111 | 99 | 85 | 111 |
| Avg Bars in Losers | 331 | 306 | 374 | 331 | 306 | 374 |
| Bars Traded | 24545 | 12195 | 12350 | 24545 | 12195 | 12350 |
| Profit Streak | 3.8558 | 3.8558 | 16.4183 | 3.8558 | 3.8558 | 16.4183 |
| Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 321587 | -651618 | -58329 | 273966 | -651618 | -59277 |
{
"trading_pair": "FIL_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736805600000,
"first_datapoint_time": 1737025200000,
"last_datapoint_time": 1759304700000,
"evaluation_time": 1759305741886,
"expiration_time": 1765784700000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 245,
"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": [
[
68443.2065997849,
-2444.0356160029,
70887.2422157877,
64743.8711472109,
-9246.7072713911,
73990.578418602
],
[
68.443207,
-2.444036,
70.887242,
64.743871,
-9.246707,
73.990578
],
[
0.262819,
-0.009385,
0.272204,
0.191883,
-0.03725,
0.212895
],
[
10,
10,
10,
10,
10,
10
],
[
-35201,
-35601,
-24150,
-41647,
-38228,
-30782
],
[
1.333591,
0.982762,
2.118281,
1.256706,
0.945309,
1.889973
],
[
146,
73,
73,
146,
73,
73
],
[
103,
46,
57,
103,
46,
57
],
[
43,
27,
16,
43,
27,
16
],
[
70.547945,
63.013699,
78.082192,
70.547945,
63.013699,
78.082192
],
[
0.556742,
0.576839,
0.594605,
0.524644,
0.554855,
0.530519
],
[
13497,
13497,
8950,
15422,
15422,
11607
],
[
-28118,
-28118,
-18861,
-28239,
-28239,
-23851
],
[
168,
167,
169,
168,
167,
169
],
[
99,
85,
111,
99,
85,
111
],
[
331,
306,
374,
331,
306,
374
],
[
24545,
12195,
12350,
24545,
12195,
12350
],
[
3.855809,
3.855809,
16.418309,
3.855809,
3.855809,
16.418309
],
[
7,
3,
6,
7,
3,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
321587,
-651618,
-58329,
273966,
-651618,
-59277
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736805600000,
"first_datapoint_time": 1737025200000,
"last_datapoint_time": 1759304700000,
"evaluation_time": 1759305741886,
"expiration_time": 1765784700000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 245,
"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) |
|---|