| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 88803.3285 | 51777.4837 | 37025.8448 | 97494.5619 | 72314.6227 | 25179.9392 |
| Total P&L (%) | 88.8033 | 51.7775 | 37.0258 | 97.4946 | 72.3146 | 25.1799 |
| Avg Daily Profit (%) | 0.6393 | 0.3727 | 0.2665 | 0.4911 | 0.3925 | 0.1618 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -32952 | -23376 | -35440 | -44213 | -42315 | -47181 |
| Profit Factor | 1.351 | 1.3976 | 1.3017 | 1.2689 | 1.4022 | 1.1377 |
| Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
| Winning Trades | 101 | 47 | 54 | 101 | 47 | 54 |
| Losing Trades | 96 | 51 | 45 | 96 | 51 | 45 |
| Profitability (%) | 51.269 | 47.9592 | 54.5455 | 51.269 | 47.9592 | 54.5455 |
| Ratio Avg Win / Avg Loss | 1.2842 | 1.5165 | 1.0847 | 1.2061 | 1.5215 | 0.9481 |
| Largest Winning Trade | 25003 | 25003 | 12745 | 27997 | 27997 | 16967 |
| Largest Losing Trade | -19801 | -10649 | -19801 | -25856 | -20853 | -25856 |
| Avg Bars in Trades | 65 | 66 | 63 | 65 | 66 | 63 |
| Avg Bars in Winners | 73 | 76 | 71 | 73 | 76 | 71 |
| Avg Bars in Losers | 56 | 57 | 54 | 56 | 57 | 54 |
| Bars Traded | 12852 | 6552 | 6300 | 12852 | 6552 | 6300 |
| 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 | 402698 | 245024 | 155338 | 339032 | 295857 | -68406 |
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736379900000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759091445346,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 171,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 129,
"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": [
[
88803.3285022912,
51777.4837280942,
37025.8447741969,
97494.5619349081,
72314.6226864841,
25179.9392484242
],
[
88.803329,
51.777484,
37.025845,
97.494562,
72.314623,
25.179939
],
[
0.639287,
0.372741,
0.266546,
0.491117,
0.392498,
0.161805
],
[
10,
10,
10,
10,
10,
10
],
[
-32952,
-23376,
-35440,
-44213,
-42315,
-47181
],
[
1.351035,
1.397578,
1.301651,
1.268877,
1.402212,
1.137741
],
[
197,
98,
99,
197,
98,
99
],
[
101,
47,
54,
101,
47,
54
],
[
96,
51,
45,
96,
51,
45
],
[
51.269036,
47.959184,
54.545455,
51.269036,
47.959184,
54.545455
],
[
1.284152,
1.516521,
1.084709,
1.206061,
1.521549,
0.948117
],
[
25003,
25003,
12745,
27997,
27997,
16967
],
[
-19801,
-10649,
-19801,
-25856,
-20853,
-25856
],
[
65,
66,
63,
65,
66,
63
],
[
73,
76,
71,
73,
76,
71
],
[
56,
57,
54,
56,
57,
54
],
[
12852,
6552,
6300,
12852,
6552,
6300
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
402698,
245024,
155338,
339032,
295857,
-68406
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736379900000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759091445346,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 171,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 129,
"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) |
|---|