| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 95833.7404 | 73517.4504 | 22316.2899 | 119686.5191 | 131866.369 | -12179.8499 |
| Total P&L (%) | 95.8337 | 73.5175 | 22.3163 | 119.6865 | 131.8664 | -12.1799 |
| Avg Daily Profit (%) | 0.368 | 0.2823 | 0.0857 | 0.3027 | 0.3235 | -0.0499 |
| Buy And Hold Return (%) | 28.7383 | 28.7383 | 28.7383 | 28.7383 | 28.7383 | 28.7383 |
| Max Trade Drawdown | -40620 | -19244 | -29875 | -102054 | -27249 | -75839 |
| Profit Factor | 1.4244 | 1.6728 | 1.1915 | 1.2935 | 1.7613 | 0.9481 |
| Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
| Winning Trades | 137 | 69 | 68 | 137 | 69 | 68 |
| Losing Trades | 66 | 32 | 34 | 66 | 32 | 34 |
| Profitability (%) | 67.4877 | 68.3168 | 66.6667 | 67.4877 | 68.3168 | 66.6667 |
| Ratio Avg Win / Avg Loss | 0.6862 | 0.7758 | 0.5957 | 0.6232 | 0.8168 | 0.474 |
| Largest Winning Trade | 14698 | 13543 | 14698 | 19932 | 19932 | 19032 |
| Largest Losing Trade | -16575 | -16382 | -16575 | -33295 | -17209 | -33295 |
| Avg Bars in Trades | 119 | 116 | 121 | 119 | 116 | 121 |
| Avg Bars in Winners | 76 | 68 | 85 | 76 | 68 | 85 |
| Avg Bars in Losers | 206 | 220 | 193 | 206 | 220 | 193 |
| Bars Traded | 24173 | 11771 | 12402 | 24173 | 11771 | 12402 |
| Profit Streak | 15.2687 | 15.2687 | 19.2895 | 15.2687 | 15.2687 | 19.2895 |
| Trades During Streak | 9 | 4 | 6 | 9 | 4 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 326378 | 278221 | -253527 | 304049 | 362003 | -578406 |
{
"trading_pair": "BCH_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736327700000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758832015237,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 107,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 112,
"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": [
[
95833.7403579046,
73517.4504328878,
22316.2899250168,
119686.5191442399,
131866.3690285851,
-12179.849884345
],
[
95.83374,
73.51745,
22.31629,
119.686519,
131.866369,
-12.17985
],
[
0.367997,
0.282303,
0.085693,
0.302673,
0.323458,
-0.049861
],
[
28.738264,
28.738264,
28.738264,
28.738264,
28.738264,
28.738264
],
[
-40620,
-19244,
-29875,
-102054,
-27249,
-75839
],
[
1.424378,
1.672791,
1.191475,
1.29352,
1.76128,
0.948071
],
[
203,
101,
102,
203,
101,
102
],
[
137,
69,
68,
137,
69,
68
],
[
66,
32,
34,
66,
32,
34
],
[
67.487685,
68.316832,
66.666667,
67.487685,
68.316832,
66.666667
],
[
0.686197,
0.775787,
0.595738,
0.623155,
0.816825,
0.474035
],
[
14698,
13543,
14698,
19932,
19932,
19032
],
[
-16575,
-16382,
-16575,
-33295,
-17209,
-33295
],
[
119,
116,
121,
119,
116,
121
],
[
76,
68,
85,
76,
68,
85
],
[
206,
220,
193,
206,
220,
193
],
[
24173,
11771,
12402,
24173,
11771,
12402
],
[
15.268695,
15.268695,
19.289528,
15.268695,
15.268695,
19.289528
],
[
9,
4,
6,
9,
4,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
326378,
278221,
-253527,
304049,
362003,
-578406
]
]
}
{
"trading_pair": "BCH_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736327700000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758832015237,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 107,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 112,
"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) |
|---|