| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 115053.807 | 23830.7336 | 91223.0734 | 163746.9158 | 33813.8114 | 129933.1044 |
| Total P&L (%) | 115.0538 | 23.8307 | 91.2231 | 163.7469 | 33.8138 | 129.9331 |
| Avg Daily Profit (%) | 0.4418 | 0.0915 | 0.3503 | 0.3731 | 0.1119 | 0.3202 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -24594 | -12402 | -15788 | -64634 | -32282 | -40465 |
| Profit Factor | 1.6288 | 1.3465 | 1.7989 | 1.4102 | 1.229 | 1.5166 |
| Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
| Winning Trades | 74 | 39 | 35 | 74 | 39 | 35 |
| Losing Trades | 83 | 40 | 43 | 83 | 40 | 43 |
| Profitability (%) | 47.1338 | 49.3671 | 44.8718 | 47.1338 | 49.3671 | 44.8718 |
| Ratio Avg Win / Avg Loss | 1.827 | 1.381 | 2.2101 | 1.5817 | 1.2605 | 1.8632 |
| Largest Winning Trade | 32831 | 11740 | 32831 | 43994 | 26806 | 43994 |
| Largest Losing Trade | -8369 | -5361 | -8369 | -20333 | -12551 | -20333 |
| Avg Bars in Trades | 156 | 58 | 256 | 156 | 58 | 256 |
| Avg Bars in Winners | 207 | 73 | 357 | 207 | 73 | 357 |
| Avg Bars in Losers | 111 | 43 | 174 | 111 | 43 | 174 |
| Bars Traded | 24626 | 4613 | 20013 | 24626 | 4613 | 20013 |
| Profit Streak | 0 | 0 | 15.3755 | 0 | 0 | 15.3755 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 399032 | -103361 | -24458 | 334134 | -75312 | -25609 |
{
"trading_pair": "FIL_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736636400000,
"first_datapoint_time": 1736827200000,
"last_datapoint_time": 1759135500000,
"evaluation_time": 1759136439587,
"expiration_time": 1765615500000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 137
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 213,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
115053.806976345,
23830.7336244881,
91223.073351857,
163746.9157934059,
33813.811356995,
129933.1044364108
],
[
115.053807,
23.830734,
91.223073,
163.746916,
33.813811,
129.933104
],
[
0.441801,
0.091509,
0.350292,
0.3731,
0.111912,
0.320233
],
[
10,
10,
10,
10,
10,
10
],
[
-24594,
-12402,
-15788,
-64634,
-32282,
-40465
],
[
1.628847,
1.346512,
1.798893,
1.410203,
1.229006,
1.516571
],
[
157,
79,
78,
157,
79,
78
],
[
74,
39,
35,
74,
39,
35
],
[
83,
40,
43,
83,
40,
43
],
[
47.133758,
49.367089,
44.871795,
47.133758,
49.367089,
44.871795
],
[
1.82695,
1.381038,
2.210069,
1.581715,
1.260519,
1.863216
],
[
32831,
11740,
32831,
43994,
26806,
43994
],
[
-8369,
-5361,
-8369,
-20333,
-12551,
-20333
],
[
156,
58,
256,
156,
58,
256
],
[
207,
73,
357,
207,
73,
357
],
[
111,
43,
174,
111,
43,
174
],
[
24626,
4613,
20013,
24626,
4613,
20013
],
[
0,
0,
15.375458,
0,
0,
15.375458
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
399032,
-103361,
-24458,
334134,
-75312,
-25609
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736636400000,
"first_datapoint_time": 1736827200000,
"last_datapoint_time": 1759135500000,
"evaluation_time": 1759136439587,
"expiration_time": 1765615500000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 137
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 213,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|