| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 117801.746 | 20596.6004 | 97205.1456 | 163087.0422 | 30848.3358 | 132238.7064 |
| Total P&L (%) | 117.8017 | 20.5966 | 97.2051 | 163.087 | 30.8483 | 132.2387 |
| Avg Daily Profit (%) | 0.4524 | 0.0791 | 0.3733 | 0.3721 | 0.1033 | 0.3241 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -31352 | -6213 | -30074 | -63104 | -13688 | -63135 |
| Profit Factor | 1.7397 | 1.4676 | 1.8437 | 1.5335 | 1.3847 | 1.5864 |
| Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
| Winning Trades | 69 | 35 | 34 | 69 | 35 | 34 |
| Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
| Profitability (%) | 56.5574 | 57.377 | 55.7377 | 56.5574 | 57.377 | 55.7377 |
| Ratio Avg Win / Avg Loss | 1.3363 | 1.0902 | 1.4641 | 1.1779 | 1.0287 | 1.2598 |
| Largest Winning Trade | 27991 | 12738 | 27991 | 55687 | 19572 | 55687 |
| Largest Losing Trade | -17833 | -4464 | -17833 | -33651 | -6619 | -33651 |
| Avg Bars in Trades | 201 | 26 | 376 | 201 | 26 | 376 |
| Avg Bars in Winners | 187 | 29 | 349 | 187 | 29 | 349 |
| Avg Bars in Losers | 220 | 22 | 410 | 220 | 22 | 410 |
| Bars Traded | 24592 | 1638 | 22954 | 24592 | 1638 | 22954 |
| Profit Streak | 3.2118 | 3.7326 | 3.2118 | 3.2118 | 3.7326 | 3.2118 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 405050 | -254767 | -151791 | 356038 | -219818 | -152764 |
{
"trading_pair": "FIL_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737717300000,
"first_datapoint_time": 1737873900000,
"last_datapoint_time": 1760216400000,
"evaluation_time": 1760216699447,
"expiration_time": 1766696400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 175,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 177,
"offset": 0,
"std": 2.43585
}
}
} {
"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": [
[
117801.7459901292,
20596.6003863527,
97205.1456037766,
163087.0421688429,
30848.3357739388,
132238.7063949041
],
[
117.801746,
20.5966,
97.205146,
163.087042,
30.848336,
132.238706
],
[
0.452353,
0.07909,
0.373263,
0.372135,
0.103298,
0.324077
],
[
10,
10,
10,
10,
10,
10
],
[
-31352,
-6213,
-30074,
-63104,
-13688,
-63135
],
[
1.739661,
1.467572,
1.843689,
1.533517,
1.384727,
1.586424
],
[
122,
61,
61,
122,
61,
61
],
[
69,
35,
34,
69,
35,
34
],
[
53,
26,
27,
53,
26,
27
],
[
56.557377,
57.377049,
55.737705,
56.557377,
57.377049,
55.737705
],
[
1.336261,
1.090197,
1.464106,
1.177919,
1.028654,
1.259807
],
[
27991,
12738,
27991,
55687,
19572,
55687
],
[
-17833,
-4464,
-17833,
-33651,
-6619,
-33651
],
[
201,
26,
376,
201,
26,
376
],
[
187,
29,
349,
187,
29,
349
],
[
220,
22,
410,
220,
22,
410
],
[
24592,
1638,
22954,
24592,
1638,
22954
],
[
3.211799,
3.732632,
3.211799,
3.211799,
3.732632,
3.211799
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
405050,
-254767,
-151791,
356038,
-219818,
-152764
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737717300000,
"first_datapoint_time": 1737873900000,
"last_datapoint_time": 1760216400000,
"evaluation_time": 1760216699447,
"expiration_time": 1766696400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 175,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 177,
"offset": 0,
"std": 2.43585
}
}
}
| # | 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) |
|---|