| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 85670.5988 | 78839.4819 | 6831.1168 | 15995.3498 | 35692.0036 | -19696.6538 |
| Total P&L (%) | 85.6706 | 78.8395 | 6.8311 | 15.9954 | 35.692 | -19.6967 |
| Avg Daily Profit (%) | 2.0814 | 1.9154 | 0.166 | 0.3611 | 0.7443 | -0.5315 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -121931 | -60312 | -64108 | -70795 | -34262 | -37790 |
| Profit Factor | 1.383 | 1.7626 | 1.0568 | 1.1199 | 1.5955 | 0.7318 |
| Total Trades | 576 | 288 | 288 | 576 | 288 | 288 |
| Winning Trades | 216 | 100 | 116 | 216 | 100 | 116 |
| Losing Trades | 360 | 188 | 172 | 360 | 188 | 172 |
| Profitability (%) | 37.5 | 34.7222 | 40.2778 | 37.5 | 34.7222 | 40.2778 |
| Ratio Avg Win / Avg Loss | 2.305 | 3.3137 | 1.567 | 1.8665 | 2.9995 | 1.0851 |
| Largest Winning Trade | 138786 | 138786 | 69794 | 69701 | 69701 | 20644 |
| Largest Losing Trade | -7998 | -4834 | -7998 | -5324 | -2973 | -5324 |
| Avg Bars in Trades | 20 | 16 | 23 | 20 | 16 | 23 |
| Avg Bars in Winners | 22 | 18 | 26 | 22 | 18 | 26 |
| Avg Bars in Losers | 18 | 16 | 22 | 18 | 16 | 22 |
| Bars Traded | 11683 | 4835 | 6848 | 11683 | 4835 | 6848 |
| Profit Streak | 0 | 0.2893 | 0 | 0 | 0.2893 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 428346 | 247648 | -320041 | -91734 | 89576 | -583755 |
{
"trading_pair": "FIL_USDT",
"interval": "5m",
"packets": 11855,
"actual_packets": 11855,
"evaluation_days": 41.16,
"actual_first_datapoint_time": 1756586700000,
"first_datapoint_time": 1756618200000,
"last_datapoint_time": 1760142900000,
"evaluation_time": 1760142994331,
"expiration_time": 1763215716000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 106,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
85670.598789911,
78839.4819498555,
6831.1168400556,
15995.3498077285,
35692.0036459611,
-19696.6538382325
],
[
85.670599,
78.839482,
6.831117,
15.99535,
35.692004,
-19.696654
],
[
2.081404,
1.915439,
0.165965,
0.361146,
0.744295,
-0.531524
],
[
10,
10,
10,
10,
10,
10
],
[
-121931,
-60312,
-64108,
-70795,
-34262,
-37790
],
[
1.383016,
1.762613,
1.056787,
1.119916,
1.595492,
0.731838
],
[
576,
288,
288,
576,
288,
288
],
[
216,
100,
116,
216,
100,
116
],
[
360,
188,
172,
360,
188,
172
],
[
37.5,
34.722222,
40.277778,
37.5,
34.722222,
40.277778
],
[
2.305027,
3.313712,
1.566961,
1.866527,
2.999524,
1.08514
],
[
138786,
138786,
69794,
69701,
69701,
20644
],
[
-7998,
-4834,
-7998,
-5324,
-2973,
-5324
],
[
20,
16,
23,
20,
16,
23
],
[
22,
18,
26,
22,
18,
26
],
[
18,
16,
22,
18,
16,
22
],
[
11683,
4835,
6848,
11683,
4835,
6848
],
[
0,
0.289286,
0,
0,
0.289286,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
428346,
247648,
-320041,
-91734,
89576,
-583755
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "5m",
"packets": 11855,
"actual_packets": 11855,
"evaluation_days": 41.16,
"actual_first_datapoint_time": 1756586700000,
"first_datapoint_time": 1756618200000,
"last_datapoint_time": 1760142900000,
"evaluation_time": 1760142994331,
"expiration_time": 1763215716000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 106,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|