| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 84976.858 | 13228.3314 | 71748.5266 | 99500.6731 | 15640.2705 | 83860.4026 |
| Total P&L (%) | 84.9769 | 13.2283 | 71.7485 | 99.5007 | 15.6403 | 83.8604 |
| Avg Daily Profit (%) | 0.3263 | 0.0508 | 0.2755 | 0.2656 | 0.0558 | 0.2341 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -27583 | -21943 | -15998 | -31834 | -29175 | -23374 |
| Profit Factor | 1.4952 | 1.1143 | 2.2834 | 1.432 | 1.1049 | 2.0324 |
| Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
| Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
| Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
| Profitability (%) | 73.0435 | 70.1754 | 75.8621 | 73.0435 | 70.1754 | 75.8621 |
| Ratio Avg Win / Avg Loss | 0.5518 | 0.4736 | 0.7265 | 0.5285 | 0.4696 | 0.6467 |
| Largest Winning Trade | 8897 | 8897 | 8438 | 14255 | 14255 | 11177 |
| Largest Losing Trade | -27583 | -27583 | -9809 | -28662 | -28662 | -16501 |
| Avg Bars in Trades | 211 | 215 | 206 | 211 | 215 | 206 |
| Avg Bars in Winners | 142 | 130 | 152 | 142 | 130 | 152 |
| Avg Bars in Losers | 398 | 416 | 376 | 398 | 416 | 376 |
| Bars Traded | 24306 | 12310 | 11996 | 24306 | 12310 | 11996 |
| Profit Streak | 6.7119 | 13.8786 | 6.7119 | 6.7119 | 13.8786 | 6.7119 |
| Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 436062 | -464106 | -167101 | 403453 | -412272 | -167939 |
{
"trading_pair": "FIL_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737693000000,
"first_datapoint_time": 1737890100000,
"last_datapoint_time": 1760192100000,
"evaluation_time": 1760192409211,
"expiration_time": 1766672100000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 122,
"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": [
[
84976.8579529018,
13228.3313951442,
71748.5265577577,
99500.6731074685,
15640.2705215563,
83860.4025859122
],
[
84.976858,
13.228331,
71.748527,
99.500673,
15.640271,
83.860403
],
[
0.326307,
0.050796,
0.275511,
0.265557,
0.055815,
0.234129
],
[
10,
10,
10,
10,
10,
10
],
[
-27583,
-21943,
-15998,
-31834,
-29175,
-23374
],
[
1.495229,
1.114348,
2.283379,
1.43197,
1.104891,
2.032353
],
[
115,
57,
58,
115,
57,
58
],
[
84,
40,
44,
84,
40,
44
],
[
31,
17,
14,
31,
17,
14
],
[
73.043478,
70.175439,
75.862069,
73.043478,
70.175439,
75.862069
],
[
0.551811,
0.473598,
0.72653,
0.528465,
0.469579,
0.646658
],
[
8897,
8897,
8438,
14255,
14255,
11177
],
[
-27583,
-27583,
-9809,
-28662,
-28662,
-16501
],
[
211,
215,
206,
211,
215,
206
],
[
142,
130,
152,
142,
130,
152
],
[
398,
416,
376,
398,
416,
376
],
[
24306,
12310,
11996,
24306,
12310,
11996
],
[
6.711912,
13.878579,
6.711912,
6.711912,
13.878579,
6.711912
],
[
4,
4,
2,
4,
4,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
436062,
-464106,
-167101,
403453,
-412272,
-167939
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737693000000,
"first_datapoint_time": 1737890100000,
"last_datapoint_time": 1760192100000,
"evaluation_time": 1760192409211,
"expiration_time": 1766672100000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 122,
"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) |
|---|