| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 133207.5129 | 86251.8882 | 46955.6248 | 97243.4696 | 74761.6865 | 22481.7831 |
| Total P&L (%) | 133.2075 | 86.2519 | 46.9556 | 97.2435 | 74.7617 | 22.4818 |
| Avg Daily Profit (%) | 1.5345 | 0.9936 | 0.5409 | 0.7855 | 0.6451 | 0.2339 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -73087 | -43791 | -38359 | -59468 | -35826 | -30487 |
| Profit Factor | 1.6442 | 1.7687 | 1.4964 | 1.5548 | 1.7852 | 1.2808 |
| Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
| Winning Trades | 106 | 51 | 55 | 106 | 51 | 55 |
| Losing Trades | 165 | 85 | 80 | 165 | 85 | 80 |
| Profitability (%) | 39.1144 | 37.5 | 40.7407 | 39.1144 | 37.5 | 40.7407 |
| Ratio Avg Win / Avg Loss | 2.5593 | 2.9478 | 2.1766 | 2.4201 | 2.9753 | 1.8629 |
| Largest Winning Trade | 127417 | 127417 | 65935 | 110246 | 110246 | 34380 |
| Largest Losing Trade | -7800 | -4770 | -7800 | -6699 | -4246 | -6699 |
| Avg Bars in Trades | 91 | 91 | 90 | 91 | 91 | 90 |
| Avg Bars in Winners | 111 | 116 | 106 | 111 | 116 | 106 |
| Avg Bars in Losers | 77 | 77 | 78 | 77 | 77 | 78 |
| Bars Traded | 24678 | 12493 | 12184 | 24678 | 12493 | 12184 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 422570 | 343712 | 200971 | 382149 | 291162 | -1990 |
{
"trading_pair": "FIL_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752871500000,
"first_datapoint_time": 1752936000000,
"last_datapoint_time": 1760371200000,
"evaluation_time": 1760371638844,
"expiration_time": 1766851200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 216,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 55,
"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": [
[
133207.5129315385,
86251.8881585674,
46955.6247729711,
97243.4695742519,
74761.6864683838,
22481.7831058682
],
[
133.207513,
86.251888,
46.955625,
97.24347,
74.761686,
22.481783
],
[
1.534472,
0.993571,
0.540901,
0.785547,
0.645147,
0.233878
],
[
10,
10,
10,
10,
10,
10
],
[
-73087,
-43791,
-38359,
-59468,
-35826,
-30487
],
[
1.644175,
1.768706,
1.496445,
1.554759,
1.785207,
1.280753
],
[
271,
136,
135,
271,
136,
135
],
[
106,
51,
55,
106,
51,
55
],
[
165,
85,
80,
165,
85,
80
],
[
39.114391,
37.5,
40.740741,
39.114391,
37.5,
40.740741
],
[
2.559329,
2.947843,
2.176647,
2.420144,
2.975344,
1.862913
],
[
127417,
127417,
65935,
110246,
110246,
34380
],
[
-7800,
-4770,
-7800,
-6699,
-4246,
-6699
],
[
91,
91,
90,
91,
91,
90
],
[
111,
116,
106,
111,
116,
106
],
[
77,
77,
78,
77,
77,
78
],
[
24678,
12493,
12184,
24678,
12493,
12184
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
422570,
343712,
200971,
382149,
291162,
-1990
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752871500000,
"first_datapoint_time": 1752936000000,
"last_datapoint_time": 1760371200000,
"evaluation_time": 1760371638844,
"expiration_time": 1766851200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 216,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 55,
"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) |
|---|