| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 112053.7585 | 25278.8181 | 86774.9405 | 164026.0527 | 36788.9414 | 127237.1113 |
| Total P&L (%) | 112.0538 | 25.2788 | 86.7749 | 164.0261 | 36.7889 | 127.2371 |
| Avg Daily Profit (%) | 0.4303 | 0.0971 | 0.3332 | 0.3735 | 0.1204 | 0.3157 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -31167 | -31689 | -11313 | -38055 | -38896 | -22360 |
| Profit Factor | 1.7009 | 1.226 | 2.8072 | 1.5698 | 1.1926 | 2.3138 |
| Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
| Winning Trades | 91 | 44 | 47 | 91 | 44 | 47 |
| Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
| Profitability (%) | 72.8 | 69.8413 | 75.8065 | 72.8 | 69.8413 | 75.8065 |
| Ratio Avg Win / Avg Loss | 0.6355 | 0.5294 | 0.8959 | 0.5865 | 0.515 | 0.7384 |
| Largest Winning Trade | 8747 | 8747 | 7100 | 16942 | 15555 | 16942 |
| Largest Losing Trade | -28557 | -28557 | -8091 | -34980 | -34980 | -22360 |
| Avg Bars in Trades | 197 | 211 | 183 | 197 | 211 | 183 |
| Avg Bars in Winners | 115 | 112 | 117 | 115 | 112 | 117 |
| Avg Bars in Losers | 418 | 441 | 389 | 418 | 441 | 389 |
| Bars Traded | 24695 | 13320 | 11375 | 24695 | 13320 | 11375 |
| Profit Streak | 1.4587 | 7.1879 | 0 | 1.4587 | 7.1879 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 347583 | -213301 | -140890 | 316467 | -189503 | -141992 |
{
"trading_pair": "FIL_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737228600000,
"first_datapoint_time": 1737398700000,
"last_datapoint_time": 1759727700000,
"evaluation_time": 1759728632071,
"expiration_time": 1766207700000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 174,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 190,
"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": [
[
112053.7585369118,
25278.8180715545,
86774.9404653574,
164026.0527043831,
36788.9414198825,
127237.1112845005
],
[
112.053759,
25.278818,
86.77494,
164.026053,
36.788941,
127.237111
],
[
0.430281,
0.097069,
0.333212,
0.373508,
0.120366,
0.31569
],
[
10,
10,
10,
10,
10,
10
],
[
-31167,
-31689,
-11313,
-38055,
-38896,
-22360
],
[
1.700918,
1.226006,
2.807174,
1.569833,
1.19261,
2.313792
],
[
125,
63,
62,
125,
63,
62
],
[
91,
44,
47,
91,
44,
47
],
[
34,
19,
15,
34,
19,
15
],
[
72.8,
69.84127,
75.806452,
72.8,
69.84127,
75.806452
],
[
0.635508,
0.529412,
0.895907,
0.586531,
0.514991,
0.738444
],
[
8747,
8747,
7100,
16942,
15555,
16942
],
[
-28557,
-28557,
-8091,
-34980,
-34980,
-22360
],
[
197,
211,
183,
197,
211,
183
],
[
115,
112,
117,
115,
112,
117
],
[
418,
441,
389,
418,
441,
389
],
[
24695,
13320,
11375,
24695,
13320,
11375
],
[
1.458704,
7.187871,
0,
1.458704,
7.187871,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
347583,
-213301,
-140890,
316467,
-189503,
-141992
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737228600000,
"first_datapoint_time": 1737398700000,
"last_datapoint_time": 1759727700000,
"evaluation_time": 1759728632071,
"expiration_time": 1766207700000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 174,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 190,
"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) |
|---|