| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 71878.3523 | 55594.889 | 16283.4633 | 86626.4245 | 76019.3286 | 10607.0959 |
| Total P&L (%) | 71.8784 | 55.5949 | 16.2835 | 86.6264 | 76.0193 | 10.6071 |
| Avg Daily Profit (%) | 0.276 | 0.2135 | 0.0625 | 0.2399 | 0.2174 | 0.0387 |
| Buy And Hold Return (%) | 30.1088 | 30.1088 | 30.1088 | 30.1088 | 30.1088 | 30.1088 |
| Max Trade Drawdown | -22460 | -24877 | -25335 | -25255 | -27416 | -36999 |
| Profit Factor | 1.6669 | 2.2187 | 1.262 | 1.6056 | 2.3989 | 1.1196 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 60 | 32 | 28 | 60 | 32 | 28 |
| Losing Trades | 27 | 11 | 16 | 27 | 11 | 16 |
| Profitability (%) | 68.9655 | 74.4186 | 63.6364 | 68.9655 | 74.4186 | 63.6364 |
| Ratio Avg Win / Avg Loss | 0.7501 | 0.7627 | 0.7211 | 0.7225 | 0.8246 | 0.6398 |
| Largest Winning Trade | 16051 | 16051 | 6931 | 17288 | 17288 | 11654 |
| Largest Losing Trade | -21249 | -21249 | -8852 | -23667 | -23667 | -14478 |
| Avg Bars in Trades | 278 | 274 | 281 | 278 | 274 | 281 |
| Avg Bars in Winners | 186 | 199 | 171 | 186 | 199 | 171 |
| Avg Bars in Losers | 481 | 492 | 473 | 481 | 492 | 473 |
| Bars Traded | 24189 | 11812 | 12377 | 24189 | 11812 | 12377 |
| Profit Streak | 0 | 26.957 | 0 | 0 | 26.957 | 0 |
| Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 212993 | 165284 | -276598 | 236733 | 336642 | -397197 |
{
"trading_pair": "BCH_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736393400000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758967084732,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 170,
"offset": 0,
"std": 4.54554
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 185,
"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": [
[
71878.3522856495,
55594.8889705317,
16283.4633151178,
86626.4244925027,
76019.3286052012,
10607.0958873016
],
[
71.878352,
55.594889,
16.283463,
86.626424,
76.019329,
10.607096
],
[
0.276009,
0.213482,
0.062528,
0.239877,
0.217356,
0.03872
],
[
30.108771,
30.108771,
30.108771,
30.108771,
30.108771,
30.108771
],
[
-22460,
-24877,
-25335,
-25255,
-27416,
-36999
],
[
1.66689,
2.218672,
1.261951,
1.605552,
2.398934,
1.119567
],
[
87,
43,
44,
87,
43,
44
],
[
60,
32,
28,
60,
32,
28
],
[
27,
11,
16,
27,
11,
16
],
[
68.965517,
74.418605,
63.636364,
68.965517,
74.418605,
63.636364
],
[
0.7501,
0.762669,
0.721115,
0.722498,
0.824634,
0.639752
],
[
16051,
16051,
6931,
17288,
17288,
11654
],
[
-21249,
-21249,
-8852,
-23667,
-23667,
-14478
],
[
278,
274,
281,
278,
274,
281
],
[
186,
199,
171,
186,
199,
171
],
[
481,
492,
473,
481,
492,
473
],
[
24189,
11812,
12377,
24189,
11812,
12377
],
[
0,
26.956999,
0,
0,
26.956999,
0
],
[
0,
4,
0,
0,
4,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
212993,
165284,
-276598,
236733,
336642,
-397197
]
]
}
{
"trading_pair": "BCH_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736393400000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758967084732,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 170,
"offset": 0,
"std": 4.54554
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 185,
"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) |
|---|