| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 83669.7636 | 62974.9454 | 20694.8182 | 106352.6744 | 95585.1568 | 10767.5176 |
| Total P&L (%) | 83.6698 | 62.9749 | 20.6948 | 106.3527 | 95.5852 | 10.7675 |
| Avg Daily Profit (%) | 0.3213 | 0.2418 | 0.0795 | 0.2786 | 0.2579 | 0.0393 |
| Buy And Hold Return (%) | 32.0959 | 32.0959 | 32.0959 | 32.0959 | 32.0959 | 32.0959 |
| Max Trade Drawdown | -20648 | -23244 | -18906 | -28827 | -32435 | -35196 |
| Profit Factor | 1.6953 | 2.071 | 1.3363 | 1.5429 | 2.0847 | 1.0999 |
| Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
| Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
| Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
| Profitability (%) | 64.5161 | 67.3913 | 61.7021 | 64.5161 | 67.3913 | 61.7021 |
| Ratio Avg Win / Avg Loss | 0.9324 | 1.0021 | 0.8294 | 0.8486 | 1.0087 | 0.6827 |
| Largest Winning Trade | 16293 | 16293 | 7452 | 20108 | 20108 | 9601 |
| Largest Losing Trade | -20648 | -20648 | -10041 | -28827 | -28827 | -22946 |
| Avg Bars in Trades | 260 | 254 | 266 | 260 | 254 | 266 |
| Avg Bars in Winners | 171 | 173 | 170 | 171 | 173 | 170 |
| Avg Bars in Losers | 421 | 422 | 421 | 421 | 422 | 421 |
| Bars Traded | 24226 | 11701 | 12525 | 24226 | 11701 | 12525 |
| Profit Streak | 10.8367 | 14.6284 | 10.8367 | 10.8367 | 14.6284 | 10.8367 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 295941 | 204096 | -252691 | 286232 | 354396 | -417197 |
{
"trading_pair": "BCH_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736480700000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758886494618,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 59,
"offset": 223
}
}
} {
"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": [
[
83669.7635833888,
62974.9454163418,
20694.8181670468,
106352.6743851231,
95585.1568173416,
10767.5175677817
],
[
83.669764,
62.974945,
20.694818,
106.352674,
95.585157,
10.767518
],
[
0.321288,
0.241821,
0.079467,
0.27856,
0.257926,
0.039276
],
[
32.095865,
32.095865,
32.095865,
32.095865,
32.095865,
32.095865
],
[
-20648,
-23244,
-18906,
-28827,
-32435,
-35196
],
[
1.695331,
2.071043,
1.336321,
1.542936,
2.084653,
1.099922
],
[
93,
46,
47,
93,
46,
47
],
[
60,
31,
29,
60,
31,
29
],
[
33,
15,
18,
33,
15,
18
],
[
64.516129,
67.391304,
61.702128,
64.516129,
67.391304,
61.702128
],
[
0.932432,
1.002118,
0.82944,
0.848615,
1.008703,
0.68271
],
[
16293,
16293,
7452,
20108,
20108,
9601
],
[
-20648,
-20648,
-10041,
-28827,
-28827,
-22946
],
[
260,
254,
266,
260,
254,
266
],
[
171,
173,
170,
171,
173,
170
],
[
421,
422,
421,
421,
422,
421
],
[
24226,
11701,
12525,
24226,
11701,
12525
],
[
10.836743,
14.62841,
10.836743,
10.836743,
14.62841,
10.836743
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
295941,
204096,
-252691,
286232,
354396,
-417197
]
]
}
{
"trading_pair": "BCH_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736480700000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758886494618,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 59,
"offset": 223
}
}
}
| # | 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) |
|---|