| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 114525.7821 | 47064.1831 | 67461.599 | 106440.1961 | 70895.4332 | 35544.7629 |
| Total P&L (%) | 114.5258 | 47.0642 | 67.4616 | 106.4402 | 70.8954 | 35.5448 |
| Avg Daily Profit (%) | 0.4398 | 0.1807 | 0.259 | 0.2787 | 0.206 | 0.1169 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -59301 | -25559 | -57278 | -178355 | -49552 | -173412 |
| Profit Factor | 1.5613 | 1.5636 | 1.5597 | 1.224 | 1.4112 | 1.1174 |
| Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
| Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
| Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
| Profitability (%) | 72.7273 | 69.3878 | 76 | 72.7273 | 69.3878 | 76 |
| Ratio Avg Win / Avg Loss | 0.5855 | 0.6898 | 0.4925 | 0.459 | 0.6226 | 0.3529 |
| Largest Winning Trade | 16156 | 16156 | 14502 | 36088 | 36088 | 20894 |
| Largest Losing Trade | -53251 | -17175 | -53251 | -146372 | -30870 | -146372 |
| Avg Bars in Trades | 246 | 141 | 349 | 246 | 141 | 349 |
| Avg Bars in Winners | 158 | 87 | 221 | 158 | 87 | 221 |
| Avg Bars in Losers | 479 | 262 | 751 | 479 | 262 | 751 |
| Bars Traded | 24377 | 6919 | 17458 | 24377 | 6919 | 17458 |
| Profit Streak | 9.5134 | 9.5134 | 11.3676 | 9.5134 | 9.5134 | 11.3676 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 479606 | 279703 | -169028 | 355841 | 311347 | -309692 |
{
"trading_pair": "ALGO_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736446500000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758875661063,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 193,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 244,
"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": [
[
114525.7820538795,
47064.1830621487,
67461.5989917309,
106440.1961066654,
70895.4331952022,
35544.7629114632
],
[
114.525782,
47.064183,
67.461599,
106.440196,
70.895433,
35.544763
],
[
0.439773,
0.180724,
0.259049,
0.278723,
0.205988,
0.116853
],
[
10,
10,
10,
10,
10,
10
],
[
-59301,
-25559,
-57278,
-178355,
-49552,
-173412
],
[
1.561289,
1.563571,
1.559707,
1.223968,
1.411192,
1.117374
],
[
99,
49,
50,
99,
49,
50
],
[
72,
34,
38,
72,
34,
38
],
[
27,
15,
12,
27,
15,
12
],
[
72.727273,
69.387755,
76,
72.727273,
69.387755,
76
],
[
0.585483,
0.689811,
0.492539,
0.458988,
0.622584,
0.352855
],
[
16156,
16156,
14502,
36088,
36088,
20894
],
[
-53251,
-17175,
-53251,
-146372,
-30870,
-146372
],
[
246,
141,
349,
246,
141,
349
],
[
158,
87,
221,
158,
87,
221
],
[
479,
262,
751,
479,
262,
751
],
[
24377,
6919,
17458,
24377,
6919,
17458
],
[
9.513438,
9.513438,
11.367605,
9.513438,
9.513438,
11.367605
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
479606,
279703,
-169028,
355841,
311347,
-309692
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736446500000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758875661063,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 193,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 244,
"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) |
|---|