| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 135806.5902 | 87733.8726 | 48072.7177 | 98958.8732 | 70409.9882 | 28548.885 |
| Total P&L (%) | 135.8066 | 87.7339 | 48.0727 | 98.9589 | 70.41 | 28.5489 |
| Avg Daily Profit (%) | 1.5644 | 1.0106 | 0.5538 | 0.7956 | 0.6159 | 0.2897 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -93539 | -52035 | -41788 | -74645 | -42956 | -31850 |
| Profit Factor | 1.4364 | 1.5122 | 1.3436 | 1.3828 | 1.4982 | 1.2436 |
| Total Trades | 604 | 302 | 302 | 604 | 302 | 302 |
| Winning Trades | 259 | 133 | 126 | 259 | 133 | 126 |
| Losing Trades | 345 | 169 | 176 | 345 | 169 | 176 |
| Profitability (%) | 42.8808 | 44.0397 | 41.7219 | 42.8808 | 44.0397 | 41.7219 |
| Ratio Avg Win / Avg Loss | 1.9134 | 1.9215 | 1.8768 | 1.8419 | 1.9037 | 1.7371 |
| Largest Winning Trade | 126890 | 126890 | 66781 | 94192 | 94192 | 29723 |
| Largest Losing Trade | -9123 | -5268 | -9123 | -8440 | -5908 | -8440 |
| Avg Bars in Trades | 41 | 41 | 40 | 41 | 41 | 40 |
| Avg Bars in Winners | 44 | 42 | 46 | 44 | 42 | 46 |
| Avg Bars in Losers | 38 | 41 | 36 | 38 | 41 | 36 |
| Bars Traded | 24887 | 12672 | 12215 | 24887 | 12672 | 12215 |
| Profit Streak | 0 | 0.7077 | 0 | 0 | 0.7077 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 499745 | 321688 | 232551 | 462707 | 255386 | 66824 |
{
"trading_pair": "FIL_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752802200000,
"first_datapoint_time": 1752812400000,
"last_datapoint_time": 1760301900000,
"evaluation_time": 1760302140938,
"expiration_time": 1766781900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 2
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 35,
"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": [
[
135806.5902404635,
87733.8725664056,
48072.7176740579,
98958.8732381522,
70409.9882197543,
28548.885018398
],
[
135.80659,
87.733873,
48.072718,
98.958873,
70.409988,
28.548885
],
[
1.564412,
1.010642,
0.553769,
0.795601,
0.615916,
0.289716
],
[
10,
10,
10,
10,
10,
10
],
[
-93539,
-52035,
-41788,
-74645,
-42956,
-31850
],
[
1.436409,
1.51216,
1.343647,
1.382792,
1.498168,
1.243632
],
[
604,
302,
302,
604,
302,
302
],
[
259,
133,
126,
259,
133,
126
],
[
345,
169,
176,
345,
169,
176
],
[
42.880795,
44.039735,
41.721854,
42.880795,
44.039735,
41.721854
],
[
1.913363,
1.921466,
1.876841,
1.841944,
1.903687,
1.737137
],
[
126890,
126890,
66781,
94192,
94192,
29723
],
[
-9123,
-5268,
-9123,
-8440,
-5908,
-8440
],
[
41,
41,
40,
41,
41,
40
],
[
44,
42,
46,
44,
42,
46
],
[
38,
41,
36,
38,
41,
36
],
[
24887,
12672,
12215,
24887,
12672,
12215
],
[
0,
0.70765,
0,
0,
0.70765,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
499745,
321688,
232551,
462707,
255386,
66824
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752802200000,
"first_datapoint_time": 1752812400000,
"last_datapoint_time": 1760301900000,
"evaluation_time": 1760302140938,
"expiration_time": 1766781900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 2
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 35,
"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) |
|---|