| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 57111.0816 | -2237.3614 | 59348.443 | 54435.1214 | -3482.8814 | 57918.0028 |
| Total P&L (%) | 57.1111 | -2.2374 | 59.3484 | 54.4351 | -3.4829 | 57.918 |
| Avg Daily Profit (%) | 0.2193 | -0.0086 | 0.2279 | 0.167 | -0.0136 | 0.1756 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -36184 | -38459 | -17812 | -36131 | -38411 | -20195 |
| Profit Factor | 1.3731 | 0.9781 | 2.1629 | 1.3144 | 0.9684 | 1.9205 |
| Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
| Winning Trades | 86 | 39 | 47 | 86 | 39 | 47 |
| Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
| Profitability (%) | 73.5043 | 67.2414 | 79.661 | 73.5043 | 67.2414 | 79.661 |
| Ratio Avg Win / Avg Loss | 0.4949 | 0.4765 | 0.5522 | 0.4738 | 0.4718 | 0.4903 |
| Largest Winning Trade | 8950 | 7354 | 8950 | 9599 | 7808 | 9599 |
| Largest Losing Trade | -27220 | -27220 | -14532 | -26357 | -26357 | -16439 |
| Avg Bars in Trades | 206 | 227 | 186 | 206 | 227 | 186 |
| Avg Bars in Winners | 117 | 122 | 113 | 117 | 122 | 113 |
| Avg Bars in Losers | 454 | 443 | 472 | 454 | 443 | 472 |
| Bars Traded | 24192 | 13176 | 11016 | 24192 | 13176 | 11016 |
| Profit Streak | 11.539 | 28.914 | 11.539 | 11.539 | 28.914 | 11.539 |
| Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 328313 | -758456 | -165113 | 292902 | -758456 | -166123 |
{
"trading_pair": "FIL_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736414100000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758891373377,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 208,
"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": [
[
57111.081615072,
-2237.3613913409,
59348.443006413,
54435.1213965304,
-3482.8813767967,
57918.0027733272
],
[
57.111082,
-2.237361,
59.348443,
54.435121,
-3.482881,
57.918003
],
[
0.219304,
-0.008591,
0.227895,
0.167025,
-0.013612,
0.175604
],
[
10,
10,
10,
10,
10,
10
],
[
-36184,
-38459,
-17812,
-36131,
-38411,
-20195
],
[
1.37305,
0.978077,
2.162893,
1.314406,
0.9684,
1.920511
],
[
117,
58,
59,
117,
58,
59
],
[
86,
39,
47,
86,
39,
47
],
[
31,
19,
12,
31,
19,
12
],
[
73.504274,
67.241379,
79.661017,
73.504274,
67.241379,
79.661017
],
[
0.494936,
0.476499,
0.552228,
0.473797,
0.471785,
0.490343
],
[
8950,
7354,
8950,
9599,
7808,
9599
],
[
-27220,
-27220,
-14532,
-26357,
-26357,
-16439
],
[
206,
227,
186,
206,
227,
186
],
[
117,
122,
113,
117,
122,
113
],
[
454,
443,
472,
454,
443,
472
],
[
24192,
13176,
11016,
24192,
13176,
11016
],
[
11.539044,
28.914044,
11.539044,
11.539044,
28.914044,
11.539044
],
[
2,
5,
1,
2,
5,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
328313,
-758456,
-165113,
292902,
-758456,
-166123
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736414100000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758891373377,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 208,
"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) |
|---|