| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 79857.3495 | 21953.3833 | 57903.9662 | 73598.1646 | 17880.5041 | 55717.6604 |
| Total P&L (%) | 79.8573 | 21.9534 | 57.904 | 73.5982 | 17.8805 | 55.7177 |
| Avg Daily Profit (%) | 0.3066 | 0.0843 | 0.2223 | 0.212 | 0.0632 | 0.1702 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -50628 | -23040 | -42979 | -73670 | -27496 | -57753 |
| Profit Factor | 1.3038 | 1.1574 | 1.4692 | 1.2254 | 1.1052 | 1.3557 |
| Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
| Winning Trades | 120 | 53 | 67 | 120 | 53 | 67 |
| Losing Trades | 75 | 44 | 31 | 75 | 44 | 31 |
| Profitability (%) | 61.5385 | 54.6392 | 68.3673 | 61.5385 | 54.6392 | 68.3673 |
| Ratio Avg Win / Avg Loss | 0.8149 | 0.9609 | 0.6798 | 0.7659 | 0.9176 | 0.6273 |
| Largest Winning Trade | 25515 | 18545 | 25515 | 35290 | 19555 | 35290 |
| Largest Losing Trade | -28230 | -17678 | -28230 | -37109 | -17268 | -37109 |
| Avg Bars in Trades | 126 | 129 | 124 | 126 | 129 | 124 |
| Avg Bars in Winners | 92 | 86 | 96 | 92 | 86 | 96 |
| Avg Bars in Losers | 182 | 180 | 184 | 182 | 180 | 184 |
| Bars Traded | 24735 | 12559 | 12176 | 24735 | 12559 | 12176 |
| Profit Streak | 8.1346 | 14.8429 | 8.1346 | 8.1346 | 14.8429 | 8.1346 |
| Trades During Streak | 10 | 7 | 5 | 10 | 7 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 354734 | -134474 | 326736 | 308377 | -222719 | 280482 |
{
"trading_pair": "ETC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737706500000,
"first_datapoint_time": 1737850500000,
"last_datapoint_time": 1760205600000,
"evaluation_time": 1760206430093,
"expiration_time": 1766685600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 161,
"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": [
[
79857.3494785602,
21953.3833191434,
57903.9661594168,
73598.1645597017,
17880.5041370153,
55717.6604226863
],
[
79.857349,
21.953383,
57.903966,
73.598165,
17.880504,
55.71766
],
[
0.306648,
0.0843,
0.222348,
0.212026,
0.063188,
0.170206
],
[
10,
10,
10,
10,
10,
10
],
[
-50628,
-23040,
-42979,
-73670,
-27496,
-57753
],
[
1.303783,
1.157408,
1.469209,
1.225403,
1.105244,
1.355745
],
[
195,
97,
98,
195,
97,
98
],
[
120,
53,
67,
120,
53,
67
],
[
75,
44,
31,
75,
44,
31
],
[
61.538462,
54.639175,
68.367347,
61.538462,
54.639175,
68.367347
],
[
0.814865,
0.960867,
0.679783,
0.765877,
0.917561,
0.627285
],
[
25515,
18545,
25515,
35290,
19555,
35290
],
[
-28230,
-17678,
-28230,
-37109,
-17268,
-37109
],
[
126,
129,
124,
126,
129,
124
],
[
92,
86,
96,
92,
86,
96
],
[
182,
180,
184,
182,
180,
184
],
[
24735,
12559,
12176,
24735,
12559,
12176
],
[
8.134607,
14.842941,
8.134607,
8.134608,
14.842941,
8.134608
],
[
10,
7,
5,
10,
7,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
354734,
-134474,
326736,
308377,
-222719,
280482
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737706500000,
"first_datapoint_time": 1737850500000,
"last_datapoint_time": 1760205600000,
"evaluation_time": 1760206430093,
"expiration_time": 1766685600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 161,
"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) |
|---|