| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 59263.4554 | 6463.2457 | 52800.2097 | 12134.2067 | -19925.2916 | 32059.4983 |
| Total P&L (%) | 59.2635 | 6.4632 | 52.8002 | 12.1342 | -19.9253 | 32.0595 |
| Avg Daily Profit (%) | 0.2276 | 0.0248 | 0.2028 | 0.044 | -0.0853 | 0.1068 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -91144 | -39244 | -80018 | -169263 | -73862 | -152068 |
| Profit Factor | 1.2706 | 1.0732 | 1.404 | 1.0321 | 0.8713 | 1.1436 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
| Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
| Profitability (%) | 75.5319 | 72.3404 | 78.7234 | 75.5319 | 72.3404 | 78.7234 |
| Ratio Avg Win / Avg Loss | 0.4116 | 0.4103 | 0.3795 | 0.3343 | 0.3331 | 0.3091 |
| Largest Winning Trade | 16803 | 16803 | 14414 | 18741 | 18704 | 18741 |
| Largest Losing Trade | -54280 | -18096 | -54280 | -82598 | -35764 | -82598 |
| Avg Bars in Trades | 257 | 136 | 377 | 257 | 136 | 377 |
| Avg Bars in Winners | 145 | 83 | 201 | 145 | 83 | 201 |
| Avg Bars in Losers | 602 | 276 | 1027 | 602 | 276 | 1027 |
| Bars Traded | 24178 | 6431 | 17746 | 24178 | 6431 | 17746 |
| Profit Streak | 9.0328 | 9.0328 | 18.3661 | 9.0328 | 9.0328 | 18.3661 |
| Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 338858 | -464488 | 341402 | -416395 | -578081 | -113605 |
{
"trading_pair": "ALGO_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737009000000,
"first_datapoint_time": 1737210600000,
"last_datapoint_time": 1759508100000,
"evaluation_time": 1759509134405,
"expiration_time": 1765988100000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 151,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 225,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
59263.4553906397,
6463.245680697,
52800.2097099428,
12134.2067049231,
-19925.2916209902,
32059.4983259134
],
[
59.263455,
6.463246,
52.80021,
12.134207,
-19.925292,
32.059498
],
[
0.227569,
0.024819,
0.20275,
0.043987,
-0.085291,
0.106839
],
[
10,
10,
10,
10,
10,
10
],
[
-91144,
-39244,
-80018,
-169263,
-73862,
-152068
],
[
1.270582,
1.073182,
1.403966,
1.032092,
0.871301,
1.14358
],
[
94,
47,
47,
94,
47,
47
],
[
71,
34,
37,
71,
34,
37
],
[
23,
13,
10,
23,
13,
10
],
[
75.531915,
72.340426,
78.723404,
75.531915,
72.340426,
78.723404
],
[
0.411597,
0.410334,
0.37945,
0.33434,
0.333145,
0.309076
],
[
16803,
16803,
14414,
18741,
18704,
18741
],
[
-54280,
-18096,
-54280,
-82598,
-35764,
-82598
],
[
257,
136,
377,
257,
136,
377
],
[
145,
83,
201,
145,
83,
201
],
[
602,
276,
1027,
602,
276,
1027
],
[
24178,
6431,
17746,
24178,
6431,
17746
],
[
9.032805,
9.032806,
18.366139,
9.032806,
9.032806,
18.366139
],
[
4,
2,
4,
4,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
338858,
-464488,
341402,
-416395,
-578081,
-113605
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737009000000,
"first_datapoint_time": 1737210600000,
"last_datapoint_time": 1759508100000,
"evaluation_time": 1759509134405,
"expiration_time": 1765988100000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 151,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 225,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|