| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 111982.1491 | 61991.6329 | 49990.5162 | 116693.5711 | 62327.6079 | 54365.9632 |
| Total P&L (%) | 111.9821 | 61.9916 | 49.9905 | 116.6936 | 62.3276 | 54.366 |
| Avg Daily Profit (%) | 0.43 | 0.238 | 0.192 | 0.2974 | 0.1862 | 0.1669 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -47809 | -41625 | -35286 | -68132 | -55046 | -45874 |
| Profit Factor | 1.3081 | 1.3466 | 1.2708 | 1.2199 | 1.2422 | 1.1988 |
| Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
| Winning Trades | 115 | 56 | 59 | 115 | 56 | 59 |
| Losing Trades | 137 | 70 | 67 | 137 | 70 | 67 |
| Profitability (%) | 45.6349 | 44.4444 | 46.8254 | 45.6349 | 44.4444 | 46.8254 |
| Ratio Avg Win / Avg Loss | 1.5584 | 1.6833 | 1.4432 | 1.4532 | 1.5528 | 1.3614 |
| Largest Winning Trade | 53112 | 53112 | 16768 | 58089 | 58089 | 20949 |
| Largest Losing Trade | -14048 | -13357 | -14048 | -21051 | -21051 | -20426 |
| Avg Bars in Trades | 98 | 95 | 100 | 98 | 95 | 100 |
| Avg Bars in Winners | 115 | 103 | 127 | 115 | 103 | 127 |
| Avg Bars in Losers | 83 | 90 | 76 | 83 | 90 | 76 |
| Bars Traded | 24737 | 12085 | 12652 | 24737 | 12085 | 12652 |
| Profit Streak | 0 | 3.6465 | 0 | 0 | 3.6465 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 326055 | 164513 | 117867 | 225830 | 126394 | 59247 |
{
"trading_pair": "ADA_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736676900000,
"first_datapoint_time": 1736858700000,
"last_datapoint_time": 1759176000000,
"evaluation_time": 1759176961684,
"expiration_time": 1765656000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 51,
"offset": 152
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 40,
"offset": 88,
"a": 0.96755
}
}
} {
"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": [
[
111982.1490890107,
61991.6328917083,
49990.5161973024,
116693.5710560785,
62327.6078545208,
54365.9632015579
],
[
111.982149,
61.991633,
49.990516,
116.693571,
62.327608,
54.365963
],
[
0.430006,
0.238045,
0.191961,
0.29739,
0.186198,
0.166853
],
[
10,
10,
10,
10,
10,
10
],
[
-47809,
-41625,
-35286,
-68132,
-55046,
-45874
],
[
1.308141,
1.346629,
1.270847,
1.219869,
1.24221,
1.198843
],
[
252,
126,
126,
252,
126,
126
],
[
115,
56,
59,
115,
56,
59
],
[
137,
70,
67,
137,
70,
67
],
[
45.634921,
44.444444,
46.825397,
45.634921,
44.444444,
46.825397
],
[
1.558394,
1.683286,
1.443165,
1.453236,
1.552763,
1.361398
],
[
53112,
53112,
16768,
58089,
58089,
20949
],
[
-14048,
-13357,
-14048,
-21051,
-21051,
-20426
],
[
98,
95,
100,
98,
95,
100
],
[
115,
103,
127,
115,
103,
127
],
[
83,
90,
76,
83,
90,
76
],
[
24737,
12085,
12652,
24737,
12085,
12652
],
[
0,
3.646547,
0,
0,
3.646547,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
326055,
164513,
117867,
225830,
126394,
59247
]
]
}
{
"trading_pair": "ADA_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736676900000,
"first_datapoint_time": 1736858700000,
"last_datapoint_time": 1759176000000,
"evaluation_time": 1759176961684,
"expiration_time": 1765656000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 51,
"offset": 152
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 40,
"offset": 88,
"a": 0.96755
}
}
}
| # | 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) |
|---|