| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 74498.384 | 45339.3391 | 29159.0449 | 58683.1073 | 50029.1288 | 8653.9785 |
| Total P&L (%) | 74.4984 | 45.3393 | 29.159 | 58.6831 | 50.0291 | 8.654 |
| Avg Daily Profit (%) | 0.5363 | 0.3264 | 0.2099 | 0.333 | 0.2925 | 0.0598 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -57387 | -19441 | -50983 | -71224 | -18409 | -65193 |
| Profit Factor | 1.4512 | 1.7106 | 1.2879 | 1.3044 | 1.7352 | 1.0694 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Losing Trades | 19 | 10 | 9 | 19 | 10 | 9 |
| Profitability (%) | 75.641 | 74.359 | 76.9231 | 75.641 | 74.359 | 76.9231 |
| Ratio Avg Win / Avg Loss | 0.4674 | 0.5899 | 0.3864 | 0.4201 | 0.5983 | 0.3208 |
| Largest Winning Trade | 13292 | 13068 | 13292 | 12986 | 12986 | 12571 |
| Largest Losing Trade | -41637 | -15332 | -41637 | -52515 | -14952 | -52515 |
| Avg Bars in Trades | 166 | 158 | 174 | 166 | 158 | 174 |
| Avg Bars in Winners | 128 | 119 | 137 | 128 | 119 | 137 |
| Avg Bars in Losers | 282 | 269 | 298 | 282 | 269 | 298 |
| Bars Traded | 12977 | 6166 | 6811 | 12977 | 6166 | 6811 |
| Profit Streak | 133.7467 | 133.7467 | 140.1842 | 133.7467 | 133.7467 | 140.1842 |
| Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -25605 | 367142 | 216255 | -28995 | 373393 | -421613 |
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736376300000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1758930911495,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 135,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 167,
"offset": 0,
"a": 0.78477
}
}
} {
"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": [
[
74498.3839566512,
45339.3390778108,
29159.0448788404,
58683.107285111,
50029.1287502233,
8653.9785348878
],
[
74.498384,
45.339339,
29.159045,
58.683107,
50.029129,
8.653979
],
[
0.536307,
0.326394,
0.209913,
0.332955,
0.292457,
0.059767
],
[
10,
10,
10,
10,
10,
10
],
[
-57387,
-19441,
-50983,
-71224,
-18409,
-65193
],
[
1.451245,
1.710565,
1.287884,
1.304429,
1.735154,
1.069392
],
[
78,
39,
39,
78,
39,
39
],
[
59,
29,
30,
59,
29,
30
],
[
19,
10,
9,
19,
10,
9
],
[
75.641026,
74.358974,
76.923077,
75.641026,
74.358974,
76.923077
],
[
0.46735,
0.58985,
0.386365,
0.42007,
0.598329,
0.320817
],
[
13292,
13068,
13292,
12986,
12986,
12571
],
[
-41637,
-15332,
-41637,
-52515,
-14952,
-52515
],
[
166,
158,
174,
166,
158,
174
],
[
128,
119,
137,
128,
119,
137
],
[
282,
269,
298,
282,
269,
298
],
[
12977,
6166,
6811,
12977,
6166,
6811
],
[
133.746661,
133.746661,
140.184161,
133.746661,
133.746661,
140.184161
],
[
8,
4,
5,
8,
4,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-25605,
367142,
216255,
-28995,
373393,
-421613
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736376300000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1758930911495,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 135,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 167,
"offset": 0,
"a": 0.78477
}
}
}
| # | 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) |
|---|