| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 103907.8846 | 6326.7044 | 97581.1802 | 119372.5085 | -553.2566 | 119925.7651 |
| Total P&L (%) | 103.9079 | 6.3267 | 97.5812 | 119.3725 | -0.5533 | 119.9258 |
| Avg Daily Profit (%) | 0.399 | 0.0243 | 0.3747 | 0.3021 | -0.0021 | 0.3031 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -36134 | -29456 | -25300 | -48032 | -35399 | -34894 |
| Profit Factor | 1.4273 | 1.04 | 2.1476 | 1.3976 | 0.9971 | 2.1265 |
| Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
| Winning Trades | 114 | 53 | 61 | 114 | 53 | 61 |
| Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
| Profitability (%) | 69.0909 | 64.6341 | 73.494 | 69.0909 | 64.6341 | 73.494 |
| Ratio Avg Win / Avg Loss | 0.6385 | 0.5691 | 0.7745 | 0.6252 | 0.5456 | 0.7669 |
| Largest Winning Trade | 33265 | 9569 | 33265 | 54759 | 11181 | 54759 |
| Largest Losing Trade | -28950 | -28950 | -19672 | -31032 | -31032 | -27134 |
| Avg Bars in Trades | 149 | 149 | 149 | 149 | 149 | 149 |
| Avg Bars in Winners | 101 | 89 | 112 | 101 | 89 | 112 |
| Avg Bars in Losers | 256 | 259 | 253 | 256 | 259 | 253 |
| Bars Traded | 24684 | 12249 | 12435 | 24684 | 12249 | 12435 |
| Profit Streak | 7.0049 | 14.5987 | 7.0049 | 7.0049 | 14.5987 | 7.0049 |
| Trades During Streak | 8 | 6 | 4 | 8 | 6 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 438952 | -506433 | 490987 | 402611 | -582832 | 467492 |
{
"trading_pair": "FIL_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737691200000,
"first_datapoint_time": 1737902700000,
"last_datapoint_time": 1760190300000,
"evaluation_time": 1760190727614,
"expiration_time": 1766670300000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 223,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 178,
"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": [
[
103907.8845651359,
6326.7043964308,
97581.1801687054,
119372.5084735836,
-553.2566056818,
119925.7650792655
],
[
103.907885,
6.326704,
97.58118,
119.372508,
-0.553257,
119.925765
],
[
0.399001,
0.024294,
0.374707,
0.302122,
-0.00213,
0.303093
],
[
10,
10,
10,
10,
10,
10
],
[
-36134,
-29456,
-25300,
-48032,
-35399,
-34894
],
[
1.4273,
1.040007,
2.147565,
1.397607,
0.997145,
2.126541
],
[
165,
82,
83,
165,
82,
83
],
[
114,
53,
61,
114,
53,
61
],
[
51,
29,
22,
51,
29,
22
],
[
69.090909,
64.634146,
73.493976,
69.090909,
64.634146,
73.493976
],
[
0.638529,
0.56906,
0.774532,
0.625245,
0.545608,
0.766949
],
[
33265,
9569,
33265,
54759,
11181,
54759
],
[
-28950,
-28950,
-19672,
-31032,
-31032,
-27134
],
[
149,
149,
149,
149,
149,
149
],
[
101,
89,
112,
101,
89,
112
],
[
256,
259,
253,
256,
259,
253
],
[
24684,
12249,
12435,
24684,
12249,
12435
],
[
7.004949,
14.598699,
7.004949,
7.004949,
14.598699,
7.004949
],
[
8,
6,
4,
8,
6,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
438952,
-506433,
490987,
402611,
-582832,
467492
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737691200000,
"first_datapoint_time": 1737902700000,
"last_datapoint_time": 1760190300000,
"evaluation_time": 1760190727614,
"expiration_time": 1766670300000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 223,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 178,
"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) |
|---|