| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 94791.3676 | 69564.288 | 25227.0797 | 121592.4757 | 122271.5302 | -679.0544 |
| Total P&L (%) | 94.7914 | 69.5643 | 25.2271 | 121.5925 | 122.2715 | -0.6791 |
| Avg Daily Profit (%) | 0.364 | 0.2671 | 0.0969 | 0.306 | 0.3072 | -0.0026 |
| Buy And Hold Return (%) | 28.919 | 28.919 | 28.919 | 28.919 | 28.919 | 28.919 |
| Max Trade Drawdown | -28343 | -16382 | -22025 | -71080 | -28036 | -55535 |
| Profit Factor | 1.4219 | 1.6475 | 1.2152 | 1.2859 | 1.6576 | 0.9972 |
| Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
| Winning Trades | 165 | 82 | 83 | 165 | 82 | 83 |
| Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Profitability (%) | 72.3684 | 71.9298 | 72.807 | 72.3684 | 71.9298 | 72.807 |
| Ratio Avg Win / Avg Loss | 0.5429 | 0.6429 | 0.4539 | 0.491 | 0.6469 | 0.3724 |
| Largest Winning Trade | 12607 | 12607 | 10144 | 20586 | 20586 | 14413 |
| Largest Losing Trade | -17911 | -16382 | -17911 | -29507 | -26165 | -29507 |
| Avg Bars in Trades | 108 | 108 | 107 | 108 | 108 | 107 |
| Avg Bars in Winners | 63 | 61 | 65 | 63 | 61 | 65 |
| Avg Bars in Losers | 226 | 229 | 222 | 226 | 229 | 222 |
| Bars Traded | 24711 | 12404 | 12307 | 24711 | 12404 | 12307 |
| Profit Streak | 1.9402 | 9.3568 | 1.9402 | 1.9402 | 9.3568 | 1.9402 |
| Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 241554 | 268398 | -232064 | 223440 | 359405 | -581318 |
{
"trading_pair": "BCH_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737225900000,
"first_datapoint_time": 1737363600000,
"last_datapoint_time": 1759725000000,
"evaluation_time": 1759726129945,
"expiration_time": 1766205000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 87,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 154,
"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": [
[
94791.3676283062,
69564.2879669884,
25227.0796613178,
121592.4757435662,
122271.530188394,
-679.0544448277
],
[
94.791368,
69.564288,
25.22708,
121.592476,
122.27153,
-0.679054
],
[
0.363994,
0.267123,
0.096871,
0.306001,
0.307179,
-0.002616
],
[
28.919035,
28.919035,
28.919035,
28.919035,
28.919035,
28.919035
],
[
-28343,
-16382,
-22025,
-71080,
-28036,
-55535
],
[
1.421899,
1.647543,
1.215156,
1.28587,
1.657618,
0.997164
],
[
228,
114,
114,
228,
114,
114
],
[
165,
82,
83,
165,
82,
83
],
[
63,
32,
31,
63,
32,
31
],
[
72.368421,
71.929825,
72.807018,
72.368421,
71.929825,
72.807018
],
[
0.542907,
0.642944,
0.453854,
0.490969,
0.646875,
0.372435
],
[
12607,
12607,
10144,
20586,
20586,
14413
],
[
-17911,
-16382,
-17911,
-29507,
-26165,
-29507
],
[
108,
108,
107,
108,
108,
107
],
[
63,
61,
65,
63,
61,
65
],
[
226,
229,
222,
226,
229,
222
],
[
24711,
12404,
12307,
24711,
12404,
12307
],
[
1.940161,
9.356828,
1.940161,
1.940161,
9.356828,
1.940161
],
[
3,
5,
1,
3,
5,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
241554,
268398,
-232064,
223440,
359405,
-581318
]
]
}
{
"trading_pair": "BCH_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737225900000,
"first_datapoint_time": 1737363600000,
"last_datapoint_time": 1759725000000,
"evaluation_time": 1759726129945,
"expiration_time": 1766205000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 87,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 154,
"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) |
|---|