| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 90389.4491 | 67877.668 | 22511.7811 | 117632.2159 | 110197.7316 | 7434.4843 |
| Total P&L (%) | 90.3894 | 67.8777 | 22.5118 | 117.6322 | 110.1977 | 7.4345 |
| Avg Daily Profit (%) | 0.3471 | 0.2606 | 0.0864 | 0.2991 | 0.2857 | 0.0275 |
| Buy And Hold Return (%) | 33.8253 | 33.8253 | 33.8253 | 33.8253 | 33.8253 | 33.8253 |
| Max Trade Drawdown | -22969 | -23959 | -14205 | -30499 | -24388 | -30426 |
| Profit Factor | 1.5121 | 1.8118 | 1.2423 | 1.443 | 1.9973 | 1.048 |
| Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
| Winning Trades | 137 | 70 | 67 | 137 | 70 | 67 |
| Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
| Profitability (%) | 74.8634 | 76.9231 | 72.8261 | 74.8634 | 76.9231 | 72.8261 |
| Ratio Avg Win / Avg Loss | 0.5077 | 0.5436 | 0.4635 | 0.4845 | 0.5992 | 0.391 |
| Largest Winning Trade | 11577 | 11577 | 4930 | 14433 | 14433 | 9716 |
| Largest Losing Trade | -22969 | -22969 | -14205 | -23843 | -23384 | -23843 |
| Avg Bars in Trades | 132 | 133 | 130 | 132 | 133 | 130 |
| Avg Bars in Winners | 72 | 75 | 68 | 72 | 75 | 68 |
| Avg Bars in Losers | 310 | 326 | 297 | 310 | 326 | 297 |
| Bars Traded | 24163 | 12164 | 11999 | 24163 | 12164 | 11999 |
| Profit Streak | 0 | 15.5799 | 0 | 0 | 15.5799 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 287097 | 198060 | -243450 | 282902 | 361287 | -489769 |
{
"trading_pair": "BCH_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736432100000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758916500884,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 22,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 228,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
90389.4490678199,
67877.6680175807,
22511.7810502392,
117632.2158674772,
110197.7315612612,
7434.4843062159
],
[
90.389449,
67.877668,
22.511781,
117.632216,
110.197732,
7.434484
],
[
0.347091,
0.260647,
0.086444,
0.299055,
0.285669,
0.02754
],
[
33.82528,
33.82528,
33.82528,
33.82528,
33.82528,
33.82528
],
[
-22969,
-23959,
-14205,
-30499,
-24388,
-30426
],
[
1.512081,
1.811838,
1.242312,
1.443047,
1.997338,
1.04796
],
[
183,
91,
92,
183,
91,
92
],
[
137,
70,
67,
137,
70,
67
],
[
46,
21,
25,
46,
21,
25
],
[
74.863388,
76.923077,
72.826087,
74.863388,
76.923077,
72.826087
],
[
0.507706,
0.543552,
0.463549,
0.484527,
0.599202,
0.39103
],
[
11577,
11577,
4930,
14433,
14433,
9716
],
[
-22969,
-22969,
-14205,
-23843,
-23384,
-23843
],
[
132,
133,
130,
132,
133,
130
],
[
72,
75,
68,
72,
75,
68
],
[
310,
326,
297,
310,
326,
297
],
[
24163,
12164,
11999,
24163,
12164,
11999
],
[
0,
15.579871,
0,
0,
15.579871,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
287097,
198060,
-243450,
282902,
361287,
-489769
]
]
}
{
"trading_pair": "BCH_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736432100000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758916500884,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 22,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 228,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|