| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 83965.2825 | 63416.7087 | 20548.5738 | 99379.432 | 106366.5943 | -6987.1624 |
| Total P&L (%) | 83.9653 | 63.4167 | 20.5486 | 99.3794 | 106.3666 | -6.9872 |
| Avg Daily Profit (%) | 0.3224 | 0.2435 | 0.0789 | 0.2653 | 0.2786 | -0.0278 |
| Buy And Hold Return (%) | 38.0843 | 38.0843 | 38.0843 | 38.0843 | 38.0843 | 38.0843 |
| Max Trade Drawdown | -31759 | -24436 | -25174 | -76372 | -28409 | -62212 |
| Profit Factor | 1.4331 | 1.6438 | 1.2155 | 1.2873 | 1.6836 | 0.9633 |
| Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
| Winning Trades | 122 | 65 | 57 | 122 | 65 | 57 |
| Losing Trades | 56 | 24 | 32 | 56 | 24 | 32 |
| Profitability (%) | 68.5393 | 73.0337 | 64.0449 | 68.5393 | 73.0337 | 64.0449 |
| Ratio Avg Win / Avg Loss | 0.6578 | 0.6069 | 0.6824 | 0.5909 | 0.6216 | 0.5408 |
| Largest Winning Trade | 13840 | 13840 | 6847 | 18490 | 18490 | 13163 |
| Largest Losing Trade | -24436 | -24436 | -11564 | -31144 | -28248 | -31144 |
| Avg Bars in Trades | 138 | 139 | 137 | 138 | 139 | 137 |
| Avg Bars in Winners | 88 | 85 | 90 | 88 | 85 | 90 |
| Avg Bars in Losers | 249 | 286 | 221 | 249 | 286 | 221 |
| Bars Traded | 24706 | 12434 | 12271 | 24706 | 12434 | 12271 |
| Profit Streak | 2.3831 | 7.9768 | 2.3831 | 2.3831 | 7.9768 | 2.3831 |
| Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 123710 | 83405 | -256812 | 148430 | 306700 | -582115 |
{
"trading_pair": "BCH_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737282600000,
"first_datapoint_time": 1737459000000,
"last_datapoint_time": 1759781700000,
"evaluation_time": 1759782398023,
"expiration_time": 1766261700000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 99,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 197,
"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": [
[
83965.2825058446,
63416.7086568627,
20548.5738489819,
99379.4319559486,
106366.594319145,
-6987.1623631963
],
[
83.965283,
63.416709,
20.548574,
99.379432,
106.366594,
-6.987162
],
[
0.322423,
0.243517,
0.078906,
0.265323,
0.278586,
-0.02781
],
[
38.084326,
38.084326,
38.084326,
38.084326,
38.084326,
38.084326
],
[
-31759,
-24436,
-25174,
-76372,
-28409,
-62212
],
[
1.433109,
1.643762,
1.215491,
1.287288,
1.683625,
0.963289
],
[
178,
89,
89,
178,
89,
89
],
[
122,
65,
57,
122,
65,
57
],
[
56,
24,
32,
56,
24,
32
],
[
68.539326,
73.033708,
64.044944,
68.539326,
73.033708,
64.044944
],
[
0.65782,
0.606927,
0.682381,
0.590886,
0.621646,
0.540794
],
[
13840,
13840,
6847,
18490,
18490,
13163
],
[
-24436,
-24436,
-11564,
-31144,
-28248,
-31144
],
[
138,
139,
137,
138,
139,
137
],
[
88,
85,
90,
88,
85,
90
],
[
249,
286,
221,
249,
286,
221
],
[
24706,
12434,
12271,
24706,
12434,
12271
],
[
2.383079,
7.976829,
2.383079,
2.383079,
7.976829,
2.383079
],
[
3,
3,
1,
3,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
123710,
83405,
-256812,
148430,
306700,
-582115
]
]
}
{
"trading_pair": "BCH_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737282600000,
"first_datapoint_time": 1737459000000,
"last_datapoint_time": 1759781700000,
"evaluation_time": 1759782398023,
"expiration_time": 1766261700000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 99,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 197,
"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) |
|---|