| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 100081.5908 | 18968.1188 | 81113.4719 | 138646.3515 | 40470.5712 | 98175.7804 |
| Total P&L (%) | 100.0816 | 18.9681 | 81.1135 | 138.6464 | 40.4706 | 98.1758 |
| Avg Daily Profit (%) | 0.3843 | 0.0728 | 0.3115 | 0.3346 | 0.1306 | 0.263 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -29561 | -34636 | -14726 | -29553 | -36970 | -23842 |
| Profit Factor | 1.7164 | 1.2142 | 2.5854 | 1.7634 | 1.392 | 2.2524 |
| Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
| Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
| Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
| Profitability (%) | 74.7475 | 71.4286 | 78 | 74.7475 | 71.4286 | 78 |
| Ratio Avg Win / Avg Loss | 0.5799 | 0.4857 | 0.7292 | 0.5957 | 0.5568 | 0.6353 |
| Largest Winning Trade | 10430 | 8349 | 10430 | 11218 | 11218 | 10792 |
| Largest Losing Trade | -23639 | -23639 | -12147 | -23842 | -22883 | -23842 |
| Avg Bars in Trades | 243 | 265 | 221 | 243 | 265 | 221 |
| Avg Bars in Winners | 158 | 168 | 149 | 158 | 168 | 149 |
| Avg Bars in Losers | 493 | 506 | 477 | 493 | 506 | 477 |
| Bars Traded | 24063 | 12993 | 11070 | 24063 | 12993 | 11070 |
| Profit Streak | 10.9264 | 28.1347 | 10.9264 | 10.9264 | 28.1347 | 10.9264 |
| Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 472317 | -102357 | -166452 | 460273 | -18887 | -167509 |
{
"trading_pair": "FIL_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736382600000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758851037801,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 217,
"offset": 0,
"std": 1.4197
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 173,
"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": [
[
100081.5907636893,
18968.1188353774,
81113.4719283119,
138646.3515396737,
40470.5711674854,
98175.7803721886
],
[
100.081591,
18.968119,
81.113472,
138.646352,
40.470571,
98.17578
],
[
0.384308,
0.072837,
0.311472,
0.334562,
0.130577,
0.262992
],
[
10,
10,
10,
10,
10,
10
],
[
-29561,
-34636,
-14726,
-29553,
-36970,
-23842
],
[
1.716405,
1.214236,
2.585449,
1.763368,
1.392034,
2.252364
],
[
99,
49,
50,
99,
49,
50
],
[
74,
35,
39,
74,
35,
39
],
[
25,
14,
11,
25,
14,
11
],
[
74.747475,
71.428571,
78,
74.747475,
71.428571,
78
],
[
0.579866,
0.485694,
0.729229,
0.595732,
0.556814,
0.635282
],
[
10430,
8349,
10430,
11218,
11218,
10792
],
[
-23639,
-23639,
-12147,
-23842,
-22883,
-23842
],
[
243,
265,
221,
243,
265,
221
],
[
158,
168,
149,
158,
168,
149
],
[
493,
506,
477,
493,
506,
477
],
[
24063,
12993,
11070,
24063,
12993,
11070
],
[
10.926363,
28.134697,
10.926363,
10.926363,
28.134697,
10.926363
],
[
2,
5,
1,
2,
5,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
472317,
-102357,
-166452,
460273,
-18887,
-167509
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736382600000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758851037801,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 217,
"offset": 0,
"std": 1.4197
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 173,
"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) |
|---|