| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 83835.3174 | 18011.8529 | 65823.4645 | 83218.6599 | 14268.5192 | 68950.1407 |
| Total P&L (%) | 83.8353 | 18.0119 | 65.8235 | 83.2187 | 14.2685 | 68.9501 |
| Avg Daily Profit (%) | 0.3219 | 0.0692 | 0.2528 | 0.2328 | 0.0512 | 0.2016 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -45067 | -17612 | -38020 | -57647 | -22453 | -51750 |
| Profit Factor | 1.4726 | 1.1781 | 1.8631 | 1.3963 | 1.1241 | 1.7256 |
| Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
| Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
| Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
| Profitability (%) | 68.2927 | 65.5738 | 70.9677 | 68.2927 | 65.5738 | 70.9677 |
| Ratio Avg Win / Avg Loss | 0.6837 | 0.6185 | 0.7622 | 0.6483 | 0.5902 | 0.7059 |
| Largest Winning Trade | 37086 | 16520 | 37086 | 49566 | 17236 | 49566 |
| Largest Losing Trade | -25894 | -19790 | -25894 | -37652 | -20260 | -37652 |
| Avg Bars in Trades | 197 | 214 | 182 | 197 | 214 | 182 |
| Avg Bars in Winners | 135 | 114 | 154 | 135 | 114 | 154 |
| Avg Bars in Losers | 333 | 404 | 250 | 333 | 404 | 250 |
| Bars Traded | 24346 | 13054 | 11292 | 24346 | 13054 | 11292 |
| Profit Streak | 6.7104 | 13.9188 | 6.7104 | 6.7104 | 13.9188 | 6.7104 |
| Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 401205 | -294562 | -142732 | 356999 | -402612 | -143226 |
{
"trading_pair": "ETC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737676800000,
"first_datapoint_time": 1737849600000,
"last_datapoint_time": 1760175900000,
"evaluation_time": 1760176980193,
"expiration_time": 1766655900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 193,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 167,
"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": [
[
83835.317416964,
18011.8528675024,
65823.4645494616,
83218.65988464,
14268.5191671379,
68950.140717502
],
[
83.835317,
18.011853,
65.823465,
83.21866,
14.268519,
68.950141
],
[
0.321923,
0.069165,
0.252759,
0.232783,
0.051231,
0.201583
],
[
10,
10,
10,
10,
10,
10
],
[
-45067,
-17612,
-38020,
-57647,
-22453,
-51750
],
[
1.472557,
1.178085,
1.863076,
1.396289,
1.12411,
1.725574
],
[
123,
61,
62,
123,
61,
62
],
[
84,
40,
44,
84,
40,
44
],
[
39,
21,
18,
39,
21,
18
],
[
68.292683,
65.57377,
70.967742,
68.292683,
65.57377,
70.967742
],
[
0.683687,
0.618495,
0.762168,
0.648277,
0.590158,
0.705917
],
[
37086,
16520,
37086,
49566,
17236,
49566
],
[
-25894,
-19790,
-25894,
-37652,
-20260,
-37652
],
[
197,
214,
182,
197,
214,
182
],
[
135,
114,
154,
135,
114,
154
],
[
333,
404,
250,
333,
404,
250
],
[
24346,
13054,
11292,
24346,
13054,
11292
],
[
6.710419,
13.918752,
6.710419,
6.710419,
13.918752,
6.710419
],
[
6,
5,
3,
6,
5,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
401205,
-294562,
-142732,
356999,
-402612,
-143226
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737676800000,
"first_datapoint_time": 1737849600000,
"last_datapoint_time": 1760175900000,
"evaluation_time": 1760176980193,
"expiration_time": 1766655900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 193,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 167,
"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) |
|---|