| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 26836.653 | 897.9938 | 25938.6592 | 24831.6087 | -301.6654 | 25133.2741 |
| Total P&L (%) | 26.8367 | 0.898 | 25.9387 | 24.8316 | -0.3017 | 25.1333 |
| Avg Daily Profit (%) | 0.3091 | 0.0103 | 0.2988 | 0.2558 | -0.0035 | 0.2586 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -24019 | -18364 | -12353 | -23595 | -18406 | -12530 |
| Profit Factor | 1.2986 | 1.0174 | 1.6784 | 1.2846 | 0.994 | 1.6737 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
| Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
| Profitability (%) | 62.5 | 62.5 | 62.5 | 62.5 | 62.5 | 62.5 |
| Ratio Avg Win / Avg Loss | 0.7792 | 0.6104 | 1.0071 | 0.7708 | 0.5964 | 1.0042 |
| Largest Winning Trade | 11232 | 6001 | 11232 | 12606 | 5469 | 12606 |
| Largest Losing Trade | -8381 | -8381 | -6926 | -8020 | -8020 | -6522 |
| Avg Bars in Trades | 301 | 303 | 299 | 301 | 303 | 299 |
| Avg Bars in Winners | 205 | 196 | 215 | 205 | 196 | 215 |
| Avg Bars in Losers | 460 | 482 | 438 | 460 | 482 | 438 |
| Bars Traded | 24107 | 12139 | 11968 | 24107 | 12139 | 11968 |
| Profit Streak | 8.0891 | 8.0891 | 8.3495 | 8.0891 | 8.0891 | 8.3495 |
| Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -18508 | -546549 | 302713 | -19324 | -579472 | 287441 |
{
"trading_pair": "FIL_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752738900000,
"first_datapoint_time": 1752840600000,
"last_datapoint_time": 1760238600000,
"evaluation_time": 1760238796483,
"expiration_time": 1766718600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 215,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 139,
"offset": 201,
"a": 0.64835
}
}
} {
"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": [
[
26836.6530378207,
897.993827271,
25938.6592105497,
24831.6087388163,
-301.6653956826,
25133.2741344988
],
[
26.836653,
0.897994,
25.938659,
24.831609,
-0.301665,
25.133274
],
[
0.309142,
0.010344,
0.298798,
0.255822,
-0.00348,
0.25861
],
[
10,
10,
10,
10,
10,
10
],
[
-24019,
-18364,
-12353,
-23595,
-18406,
-12530
],
[
1.298627,
1.017392,
1.678416,
1.284609,
0.99396,
1.67369
],
[
80,
40,
40,
80,
40,
40
],
[
50,
25,
25,
50,
25,
25
],
[
30,
15,
15,
30,
15,
15
],
[
62.5,
62.5,
62.5,
62.5,
62.5,
62.5
],
[
0.779176,
0.610435,
1.00705,
0.770766,
0.596376,
1.004214
],
[
11232,
6001,
11232,
12606,
5469,
12606
],
[
-8381,
-8381,
-6926,
-8020,
-8020,
-6522
],
[
301,
303,
299,
301,
303,
299
],
[
205,
196,
215,
205,
196,
215
],
[
460,
482,
438,
460,
482,
438
],
[
24107,
12139,
11968,
24107,
12139,
11968
],
[
8.08908,
8.08908,
8.349496,
8.08908,
8.08908,
8.349496
],
[
9,
4,
5,
9,
4,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-18508,
-546549,
302713,
-19324,
-579472,
287441
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752738900000,
"first_datapoint_time": 1752840600000,
"last_datapoint_time": 1760238600000,
"evaluation_time": 1760238796483,
"expiration_time": 1766718600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 215,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 139,
"offset": 201,
"a": 0.64835
}
}
}
| # | 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) |
|---|