| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 69914.7448 | 39721.0164 | 30193.7283 | 60721.1927 | 43762.8421 | 16958.3506 |
| Total P&L (%) | 69.9147 | 39.721 | 30.1937 | 60.7212 | 43.7628 | 16.9584 |
| Avg Daily Profit (%) | 0.5033 | 0.2859 | 0.2174 | 0.3422 | 0.2617 | 0.1128 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -47413 | -35117 | -47485 | -49593 | -29755 | -51854 |
| Profit Factor | 1.4637 | 1.678 | 1.3275 | 1.3928 | 1.8108 | 1.1685 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
| Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
| Profitability (%) | 70.7317 | 68.2927 | 73.1707 | 70.7317 | 68.2927 | 73.1707 |
| Ratio Avg Win / Avg Loss | 0.6057 | 0.7791 | 0.4868 | 0.5763 | 0.8407 | 0.4285 |
| Largest Winning Trade | 11791 | 8670 | 11791 | 11522 | 9194 | 11522 |
| Largest Losing Trade | -35575 | -17483 | -35575 | -36345 | -14324 | -36345 |
| Avg Bars in Trades | 157 | 156 | 159 | 157 | 156 | 159 |
| Avg Bars in Winners | 120 | 124 | 117 | 120 | 124 | 117 |
| Avg Bars in Losers | 247 | 225 | 273 | 247 | 225 | 273 |
| Bars Traded | 12944 | 6411 | 6532 | 12944 | 6411 | 6532 |
| Profit Streak | 137.7779 | 137.7779 | 142.3508 | 137.7779 | 137.7779 | 142.3508 |
| Trades During Streak | 10 | 5 | 6 | 10 | 5 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 129872 | 307827 | 214732 | 42611 | 322511 | -85392 |
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736428500000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759281910928,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 225,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 159,
"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": [
[
69914.744756372,
39721.0164410149,
30193.7283153571,
60721.1927261023,
43762.8421094957,
16958.3506166066
],
[
69.914745,
39.721016,
30.193728,
60.721193,
43.762842,
16.958351
],
[
0.50331,
0.285948,
0.217362,
0.342173,
0.261658,
0.112833
],
[
10,
10,
10,
10,
10,
10
],
[
-47413,
-35117,
-47485,
-49593,
-29755,
-51854
],
[
1.463737,
1.678032,
1.327548,
1.392753,
1.810794,
1.168524
],
[
82,
41,
41,
82,
41,
41
],
[
58,
28,
30,
58,
28,
30
],
[
24,
13,
11,
24,
13,
11
],
[
70.731707,
68.292683,
73.170732,
70.731707,
68.292683,
73.170732
],
[
0.605684,
0.779086,
0.486768,
0.576312,
0.840726,
0.428459
],
[
11791,
8670,
11791,
11522,
9194,
11522
],
[
-35575,
-17483,
-35575,
-36345,
-14324,
-36345
],
[
157,
156,
159,
157,
156,
159
],
[
120,
124,
117,
120,
124,
117
],
[
247,
225,
273,
247,
225,
273
],
[
12944,
6411,
6532,
12944,
6411,
6532
],
[
137.777904,
137.777904,
142.350821,
137.777904,
137.777904,
142.350821
],
[
10,
5,
6,
10,
5,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
129872,
307827,
214732,
42611,
322511,
-85392
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736428500000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759281910928,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 225,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 159,
"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) |
|---|