| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 75037.3767 | 48797.9715 | 26239.4052 | 60747.2656 | 60327.405 | 419.8606 |
| Total P&L (%) | 75.0374 | 48.798 | 26.2394 | 60.7473 | 60.3274 | 0.4199 |
| Avg Daily Profit (%) | 0.5402 | 0.3513 | 0.1889 | 0.3423 | 0.3404 | 0.003 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -41870 | -19800 | -38632 | -66064 | -29080 | -67607 |
| Profit Factor | 1.3755 | 1.6246 | 1.2156 | 1.2315 | 1.6365 | 1.0025 |
| Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
| Winning Trades | 95 | 43 | 52 | 95 | 43 | 52 |
| Losing Trades | 45 | 27 | 18 | 45 | 27 | 18 |
| Profitability (%) | 67.8571 | 61.4286 | 74.2857 | 67.8571 | 61.4286 | 74.2857 |
| Ratio Avg Win / Avg Loss | 0.6515 | 1.0201 | 0.4208 | 0.5833 | 1.0275 | 0.347 |
| Largest Winning Trade | 14085 | 11198 | 14085 | 12869 | 12543 | 12869 |
| Largest Losing Trade | -33595 | -12624 | -33595 | -48305 | -16898 | -48305 |
| Avg Bars in Trades | 92 | 89 | 95 | 92 | 89 | 95 |
| Avg Bars in Winners | 67 | 61 | 71 | 67 | 61 | 71 |
| Avg Bars in Losers | 146 | 135 | 164 | 146 | 135 | 164 |
| Bars Traded | 12992 | 6295 | 6697 | 12992 | 6295 | 6697 |
| Profit Streak | 141.5214 | 141.5214 | 144.6776 | 141.5214 | 141.5214 | 144.6776 |
| Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 423256 | -83690 | -89448 | 308478 | -82965 | -665433 |
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736391600000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759946446055,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 184,
"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": [
[
75037.3767185459,
48797.9714697972,
26239.4052487486,
60747.2655914042,
60327.4050237433,
419.8605676607
],
[
75.037377,
48.797971,
26.239405,
60.747266,
60.327405,
0.419861
],
[
0.540187,
0.351292,
0.188895,
0.34229,
0.340401,
0.003016
],
[
10,
10,
10,
10,
10,
10
],
[
-41870,
-19800,
-38632,
-66064,
-29080,
-67607
],
[
1.375469,
1.624615,
1.215563,
1.231474,
1.636452,
1.002504
],
[
140,
70,
70,
140,
70,
70
],
[
95,
43,
52,
95,
43,
52
],
[
45,
27,
18,
45,
27,
18
],
[
67.857143,
61.428571,
74.285714,
67.857143,
61.428571,
74.285714
],
[
0.651538,
1.020107,
0.420772,
0.58333,
1.02754,
0.347021
],
[
14085,
11198,
14085,
12869,
12543,
12869
],
[
-33595,
-12624,
-33595,
-48305,
-16898,
-48305
],
[
92,
89,
95,
92,
89,
95
],
[
67,
61,
71,
67,
61,
71
],
[
146,
135,
164,
146,
135,
164
],
[
12992,
6295,
6697,
12992,
6295,
6697
],
[
141.521366,
141.521366,
144.677616,
141.521366,
141.521366,
144.677616
],
[
6,
3,
4,
6,
3,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
423256,
-83690,
-89448,
308478,
-82965,
-665433
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736391600000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759946446055,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 184,
"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) |
|---|