| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 111501.0759 | 27074.8473 | 84426.2287 | 142690.175 | 49389.6249 | 93300.5501 |
| Total P&L (%) | 111.5011 | 27.0748 | 84.4262 | 142.6902 | 49.3896 | 93.3006 |
| Avg Daily Profit (%) | 0.4282 | 0.104 | 0.3242 | 0.341 | 0.1543 | 0.2534 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -54848 | -51851 | -20807 | -73910 | -44775 | -50812 |
| Profit Factor | 1.3463 | 1.169 | 1.522 | 1.3456 | 1.254 | 1.427 |
| Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
| Winning Trades | 125 | 65 | 60 | 125 | 65 | 60 |
| Losing Trades | 149 | 72 | 77 | 149 | 72 | 77 |
| Profitability (%) | 45.6204 | 47.4453 | 43.7956 | 45.6204 | 47.4453 | 43.7956 |
| Ratio Avg Win / Avg Loss | 1.6048 | 1.2949 | 1.9532 | 1.6039 | 1.3891 | 1.8313 |
| Largest Winning Trade | 29476 | 16061 | 29476 | 27149 | 20211 | 27149 |
| Largest Losing Trade | -10190 | -10190 | -8570 | -19355 | -16171 | -19355 |
| Avg Bars in Trades | 89 | 97 | 81 | 89 | 97 | 81 |
| Avg Bars in Winners | 128 | 132 | 124 | 128 | 132 | 124 |
| Avg Bars in Losers | 56 | 65 | 48 | 56 | 65 | 48 |
| Bars Traded | 24548 | 13338 | 11210 | 24548 | 13338 | 11210 |
| Profit Streak | 5.8723 | 5.8723 | 8.7265 | 5.8723 | 5.8723 | 8.7265 |
| Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 398772 | -93597 | 317876 | 371794 | 152519 | 275200 |
{
"trading_pair": "FIL_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736410500000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758976870693,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 204,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 33,
"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": [
[
111501.075942937,
27074.8472617529,
84426.2286811841,
142690.1749977425,
49389.6249344271,
93300.5500633154
],
[
111.501076,
27.074847,
84.426229,
142.690175,
49.389625,
93.30055
],
[
0.428159,
0.103966,
0.324193,
0.341036,
0.15425,
0.253402
],
[
10,
10,
10,
10,
10,
10
],
[
-54848,
-51851,
-20807,
-73910,
-44775,
-50812
],
[
1.346326,
1.168995,
1.521975,
1.34555,
1.254015,
1.427004
],
[
274,
137,
137,
274,
137,
137
],
[
125,
65,
60,
125,
65,
60
],
[
149,
72,
77,
149,
72,
77
],
[
45.620438,
47.445255,
43.79562,
45.620438,
47.445255,
43.79562
],
[
1.60482,
1.294887,
1.953202,
1.603896,
1.389063,
1.831321
],
[
29476,
16061,
29476,
27149,
20211,
27149
],
[
-10190,
-10190,
-8570,
-19355,
-16171,
-19355
],
[
89,
97,
81,
89,
97,
81
],
[
128,
132,
124,
128,
132,
124
],
[
56,
65,
48,
56,
65,
48
],
[
24548,
13338,
11210,
24548,
13338,
11210
],
[
5.872346,
5.872346,
8.726512,
5.872346,
5.872346,
8.726513
],
[
5,
2,
4,
5,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
398772,
-93597,
317876,
371794,
152519,
275200
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736410500000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758976870693,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 204,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 33,
"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) |
|---|