| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 125957.672 | 35967.2725 | 89990.3995 | 185626.9393 | 63706.6748 | 121920.2645 |
| Total P&L (%) | 125.9577 | 35.9673 | 89.9904 | 185.6269 | 63.7067 | 121.9203 |
| Avg Daily Profit (%) | 0.4837 | 0.1381 | 0.3456 | 0.4038 | 0.1895 | 0.3066 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -37241 | -39994 | -17249 | -51501 | -39143 | -33084 |
| Profit Factor | 1.4348 | 1.2149 | 1.7357 | 1.3697 | 1.2393 | 1.5168 |
| Total Trades | 343 | 171 | 172 | 343 | 171 | 172 |
| Winning Trades | 199 | 99 | 100 | 199 | 99 | 100 |
| Losing Trades | 144 | 72 | 72 | 144 | 72 | 72 |
| Profitability (%) | 58.0175 | 57.8947 | 58.1395 | 58.0175 | 57.8947 | 58.1395 |
| Ratio Avg Win / Avg Loss | 1.0382 | 0.8835 | 1.2497 | 0.9911 | 0.9013 | 1.0921 |
| Largest Winning Trade | 13880 | 13880 | 11123 | 19956 | 19956 | 18211 |
| Largest Losing Trade | -32090 | -32090 | -9559 | -31122 | -31122 | -19589 |
| Avg Bars in Trades | 70 | 75 | 65 | 70 | 75 | 65 |
| Avg Bars in Winners | 52 | 51 | 53 | 52 | 51 | 53 |
| Avg Bars in Losers | 94 | 109 | 80 | 94 | 109 | 80 |
| Bars Traded | 24131 | 12942 | 11189 | 24131 | 12942 | 11189 |
| Profit Streak | 7.9814 | 0 | 9.5751 | 7.9814 | 0 | 9.5751 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 470342 | -13371 | 453414 | 371454 | 184525 | 413675 |
{
"trading_pair": "FIL_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736379900000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758997092326,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 86,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 170,
"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": [
[
125957.6719793965,
35967.272454438,
89990.3995249583,
185626.9392672136,
63706.6748099856,
121920.264457228
],
[
125.957672,
35.967272,
89.9904,
185.626939,
63.706675,
121.920264
],
[
0.483671,
0.138113,
0.345559,
0.403822,
0.189453,
0.30657
],
[
10,
10,
10,
10,
10,
10
],
[
-37241,
-39994,
-17249,
-51501,
-39143,
-33084
],
[
1.434755,
1.214853,
1.735716,
1.36967,
1.239309,
1.516761
],
[
343,
171,
172,
343,
171,
172
],
[
199,
99,
100,
199,
99,
100
],
[
144,
72,
72,
144,
72,
72
],
[
58.017493,
57.894737,
58.139535,
58.017493,
57.894737,
58.139535
],
[
1.038215,
0.883529,
1.249716,
0.991118,
0.901316,
1.092068
],
[
13880,
13880,
11123,
19956,
19956,
18211
],
[
-32090,
-32090,
-9559,
-31122,
-31122,
-19589
],
[
70,
75,
65,
70,
75,
65
],
[
52,
51,
53,
52,
51,
53
],
[
94,
109,
80,
94,
109,
80
],
[
24131,
12942,
11189,
24131,
12942,
11189
],
[
7.981392,
0,
9.575143,
7.981393,
0,
9.575143
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
470342,
-13371,
453414,
371454,
184525,
413675
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736379900000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758997092326,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 86,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 170,
"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) |
|---|