| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 48767.9566 | 32803.1526 | 15964.804 | 22593.6698 | 28475.2476 | -5881.5779 |
| Total P&L (%) | 48.768 | 32.8032 | 15.9648 | 22.5937 | 28.4752 | -5.8816 |
| Avg Daily Profit (%) | 0.3511 | 0.2361 | 0.1149 | 0.1468 | 0.1805 | -0.0436 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -62115 | -24390 | -56709 | -65320 | -21521 | -61472 |
| Profit Factor | 1.2721 | 1.4688 | 1.1461 | 1.1238 | 1.4268 | 0.9492 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
| Losing Trades | 23 | 15 | 8 | 23 | 15 | 8 |
| Profitability (%) | 76.5306 | 69.3878 | 83.6735 | 76.5306 | 69.3878 | 83.6735 |
| Ratio Avg Win / Avg Loss | 0.3901 | 0.648 | 0.2236 | 0.3446 | 0.6295 | 0.1852 |
| Largest Winning Trade | 12770 | 11756 | 12770 | 8881 | 8179 | 8881 |
| Largest Losing Trade | -42341 | -15225 | -42341 | -43578 | -13398 | -43578 |
| Avg Bars in Trades | 133 | 127 | 139 | 133 | 127 | 139 |
| Avg Bars in Winners | 105 | 93 | 114 | 105 | 93 | 114 |
| Avg Bars in Losers | 225 | 204 | 266 | 225 | 204 | 266 |
| Bars Traded | 13074 | 6235 | 6839 | 13074 | 6235 | 6839 |
| Profit Streak | 135.3652 | 135.3652 | 141.9902 | 135.3652 | 135.3652 | 141.9902 |
| Trades During Streak | 8 | 4 | 7 | 8 | 4 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 339340 | 242222 | -106557 | -84633 | 202021 | -576739 |
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736412300000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759063549694,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 160,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 207,
"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": [
[
48767.956561936,
32803.1525671386,
15964.8039947974,
22593.6697620267,
28475.2476139555,
-5881.5778519288
],
[
48.767957,
32.803153,
15.964804,
22.59367,
28.475248,
-5.881578
],
[
0.351076,
0.236147,
0.114929,
0.146753,
0.180543,
-0.043628
],
[
10,
10,
10,
10,
10,
10
],
[
-62115,
-24390,
-56709,
-65320,
-21521,
-61472
],
[
1.272102,
1.468769,
1.146132,
1.123769,
1.426756,
0.949219
],
[
98,
49,
49,
98,
49,
49
],
[
75,
34,
41,
75,
34,
41
],
[
23,
15,
8,
23,
15,
8
],
[
76.530612,
69.387755,
83.673469,
76.530612,
69.387755,
83.673469
],
[
0.390111,
0.647987,
0.223635,
0.344622,
0.629451,
0.185213
],
[
12770,
11756,
12770,
8881,
8179,
8881
],
[
-42341,
-15225,
-42341,
-43578,
-13398,
-43578
],
[
133,
127,
139,
133,
127,
139
],
[
105,
93,
114,
105,
93,
114
],
[
225,
204,
266,
225,
204,
266
],
[
13074,
6235,
6839,
13074,
6235,
6839
],
[
135.365158,
135.365158,
141.990158,
135.365158,
135.365158,
141.990158
],
[
8,
4,
7,
8,
4,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
339340,
242222,
-106557,
-84633,
202021,
-576739
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736412300000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759063549694,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 160,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 207,
"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) |
|---|