| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 139066.3139 | 53456.1379 | 85610.176 | 120043.4234 | -32781.8868 | 152825.3102 |
| Total P&L (%) | 139.0663 | 53.4561 | 85.6102 | 120.0434 | -32.7819 | 152.8253 |
| Avg Daily Profit (%) | 0.267 | 0.1026 | 0.1644 | 0.1515 | -0.0762 | 0.1782 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -78896 | -75738 | -42606 | -359492 | -336101 | -136565 |
| Profit Factor | 1.1986 | 1.1494 | 1.25 | 1.061 | 0.9696 | 1.1714 |
| Total Trades | 451 | 226 | 225 | 451 | 226 | 225 |
| Winning Trades | 244 | 120 | 124 | 244 | 120 | 124 |
| Losing Trades | 207 | 106 | 101 | 207 | 106 | 101 |
| Profitability (%) | 54.102 | 53.0973 | 55.1111 | 54.102 | 53.0973 | 55.1111 |
| Ratio Avg Win / Avg Loss | 1.0169 | 1.0153 | 1.0182 | 0.9001 | 0.8565 | 0.9541 |
| Largest Winning Trade | 33184 | 33184 | 26968 | 107961 | 107961 | 54133 |
| Largest Losing Trade | -21851 | -21851 | -16440 | -104576 | -104576 | -57592 |
| Avg Bars in Trades | 54 | 56 | 52 | 54 | 56 | 52 |
| Avg Bars in Winners | 49 | 51 | 47 | 49 | 51 | 47 |
| Avg Bars in Losers | 61 | 63 | 60 | 61 | 63 | 60 |
| Bars Traded | 24760 | 12859 | 11901 | 24760 | 12859 | 11901 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 305107 | -112750 | 281184 | -145605 | -580318 | -25543 |
{
"trading_pair": "FIL_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715072400000,
"first_datapoint_time": 1715320800000,
"last_datapoint_time": 1760070600000,
"evaluation_time": 1760071457601,
"expiration_time": 1766550600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 139,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 76,
"offset": 0,
"std": 1.28913
}
}
} {
"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": [
[
139066.3138849272,
53456.1378861216,
85610.1759988053,
120043.4233653122,
-32781.8868079987,
152825.3101733106
],
[
139.066314,
53.456138,
85.610176,
120.043423,
-32.781887,
152.82531
],
[
0.267009,
0.102636,
0.164373,
0.151537,
-0.076239,
0.178245
],
[
10,
10,
10,
10,
10,
10
],
[
-78896,
-75738,
-42606,
-359492,
-336101,
-136565
],
[
1.198626,
1.149435,
1.250014,
1.060965,
0.969568,
1.171363
],
[
451,
226,
225,
451,
226,
225
],
[
244,
120,
124,
244,
120,
124
],
[
207,
106,
101,
207,
106,
101
],
[
54.101996,
53.097345,
55.111111,
54.101996,
53.097345,
55.111111
],
[
1.016867,
1.015335,
1.018156,
0.900081,
0.856452,
0.954094
],
[
33184,
33184,
26968,
107961,
107961,
54133
],
[
-21851,
-21851,
-16440,
-104576,
-104576,
-57592
],
[
54,
56,
52,
54,
56,
52
],
[
49,
51,
47,
49,
51,
47
],
[
61,
63,
60,
61,
63,
60
],
[
24760,
12859,
11901,
24760,
12859,
11901
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
305107,
-112750,
281184,
-145605,
-580318,
-25543
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715072400000,
"first_datapoint_time": 1715320800000,
"last_datapoint_time": 1760070600000,
"evaluation_time": 1760071457601,
"expiration_time": 1766550600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 139,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 76,
"offset": 0,
"std": 1.28913
}
}
}
| # | 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) |
|---|