| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 76088.4131 | 47629.9376 | 28458.4755 | 59797.0096 | 48055.5266 | 11741.483 |
| Total P&L (%) | 76.0884 | 47.6299 | 28.4585 | 59.797 | 48.0555 | 11.7415 |
| Avg Daily Profit (%) | 0.5478 | 0.3429 | 0.2049 | 0.338 | 0.2829 | 0.08 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -54802 | -27613 | -55262 | -58361 | -28457 | -56212 |
| Profit Factor | 1.3718 | 1.5892 | 1.2299 | 1.2712 | 1.5771 | 1.0855 |
| Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
| Winning Trades | 96 | 47 | 49 | 96 | 47 | 49 |
| Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
| Profitability (%) | 67.1329 | 65.2778 | 69.0141 | 67.1329 | 65.2778 | 69.0141 |
| Ratio Avg Win / Avg Loss | 0.6716 | 0.8453 | 0.5522 | 0.6223 | 0.8389 | 0.4874 |
| Largest Winning Trade | 15465 | 15465 | 13610 | 12536 | 12536 | 11168 |
| Largest Losing Trade | -41317 | -16609 | -41317 | -40219 | -16592 | -40219 |
| Avg Bars in Trades | 91 | 87 | 94 | 91 | 87 | 94 |
| Avg Bars in Winners | 69 | 65 | 74 | 69 | 65 | 74 |
| Avg Bars in Losers | 135 | 130 | 141 | 135 | 130 | 141 |
| Bars Traded | 13071 | 6334 | 6737 | 13071 | 6334 | 6737 |
| Profit Streak | 130.8733 | 130.8733 | 144.5192 | 130.8733 | 130.8733 | 144.5192 |
| Trades During Streak | 4 | 2 | 8 | 4 | 2 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 419466 | -70538 | -82086 | 308293 | -71087 | -410384 |
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736421300000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759453056840,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 164,
"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": [
[
76088.4131103599,
47629.9376298553,
28458.4754805046,
59797.0096265466,
48055.5266358102,
11741.4829907365
],
[
76.088413,
47.629938,
28.458475,
59.79701,
48.055527,
11.741483
],
[
0.547753,
0.342883,
0.20487,
0.338007,
0.282897,
0.079953
],
[
10,
10,
10,
10,
10,
10
],
[
-54802,
-27613,
-55262,
-58361,
-28457,
-56212
],
[
1.371822,
1.589204,
1.229877,
1.271152,
1.577071,
1.085545
],
[
143,
72,
71,
143,
72,
71
],
[
96,
47,
49,
96,
47,
49
],
[
47,
25,
22,
47,
25,
22
],
[
67.132867,
65.277778,
69.014085,
67.132867,
65.277778,
69.014085
],
[
0.671621,
0.845321,
0.55219,
0.622335,
0.838868,
0.487388
],
[
15465,
15465,
13610,
12536,
12536,
11168
],
[
-41317,
-16609,
-41317,
-40219,
-16592,
-40219
],
[
91,
87,
94,
91,
87,
94
],
[
69,
65,
74,
69,
65,
74
],
[
135,
130,
141,
135,
130,
141
],
[
13071,
6334,
6737,
13071,
6334,
6737
],
[
130.873343,
130.873343,
144.519176,
130.873343,
130.873343,
144.519176
],
[
4,
2,
8,
4,
2,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
419466,
-70538,
-82086,
308293,
-71087,
-410384
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736421300000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759453056840,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 164,
"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) |
|---|