| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 81148.5806 | 12551.5759 | 68597.0046 | 90866.2548 | 16317.6435 | 74548.6113 |
| Total P&L (%) | 81.1486 | 12.5516 | 68.597 | 90.8663 | 16.3176 | 74.5486 |
| Avg Daily Profit (%) | 0.3116 | 0.0482 | 0.2634 | 0.2485 | 0.0581 | 0.2141 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -31614 | -33073 | -10183 | -33443 | -35949 | -17488 |
| Profit Factor | 1.4566 | 1.1011 | 2.281 | 1.4153 | 1.1122 | 2.0172 |
| Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
| Winning Trades | 80 | 37 | 43 | 80 | 37 | 43 |
| Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
| Profitability (%) | 67.2269 | 62.7119 | 71.6667 | 67.2269 | 62.7119 | 71.6667 |
| Ratio Avg Win / Avg Loss | 0.7101 | 0.6547 | 0.9018 | 0.69 | 0.6613 | 0.7975 |
| Largest Winning Trade | 9640 | 9640 | 8924 | 12606 | 12606 | 9790 |
| Largest Losing Trade | -29289 | -29289 | -10183 | -30962 | -30962 | -17488 |
| Avg Bars in Trades | 202 | 207 | 198 | 202 | 207 | 198 |
| Avg Bars in Winners | 128 | 109 | 144 | 128 | 109 | 144 |
| Avg Bars in Losers | 356 | 373 | 334 | 356 | 373 | 334 |
| Bars Traded | 24156 | 12260 | 11896 | 24156 | 12260 | 11896 |
| Profit Streak | 11.3801 | 29.9218 | 11.3801 | 11.3801 | 29.9218 | 11.3801 |
| Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 366960 | -500842 | -157498 | 338473 | -398456 | -158335 |
{
"trading_pair": "FIL_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736401500000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758858741555,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 185,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 194,
"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": [
[
81148.580561482,
12551.5759190379,
68597.0046424441,
90866.2547696954,
16317.6434727199,
74548.6112969756
],
[
81.148581,
12.551576,
68.597005,
90.866255,
16.317643,
74.548611
],
[
0.311607,
0.048197,
0.263409,
0.248524,
0.058059,
0.214127
],
[
10,
10,
10,
10,
10,
10
],
[
-31614,
-33073,
-10183,
-33443,
-35949,
-17488
],
[
1.456584,
1.101075,
2.281021,
1.415322,
1.112152,
2.017187
],
[
119,
59,
60,
119,
59,
60
],
[
80,
37,
43,
80,
37,
43
],
[
39,
22,
17,
39,
22,
17
],
[
67.226891,
62.711864,
71.666667,
67.226891,
62.711864,
71.666667
],
[
0.710085,
0.654693,
0.901799,
0.689969,
0.661279,
0.797492
],
[
9640,
9640,
8924,
12606,
12606,
9790
],
[
-29289,
-29289,
-10183,
-30962,
-30962,
-17488
],
[
202,
207,
198,
202,
207,
198
],
[
128,
109,
144,
128,
109,
144
],
[
356,
373,
334,
356,
373,
334
],
[
24156,
12260,
11896,
24156,
12260,
11896
],
[
11.380111,
29.921777,
11.380111,
11.380111,
29.921777,
11.380111
],
[
2,
5,
1,
2,
5,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
366960,
-500842,
-157498,
338473,
-398456,
-158335
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736401500000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758858741555,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 185,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 194,
"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) |
|---|