| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 56618.4568 | 34497.0448 | 22121.412 | 37122.2798 | 31584.7643 | 5537.5155 |
| Total P&L (%) | 56.6185 | 34.497 | 22.1214 | 37.1223 | 31.5848 | 5.5375 |
| Avg Daily Profit (%) | 0.4076 | 0.2483 | 0.1593 | 0.2275 | 0.1978 | 0.0388 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -46410 | -23600 | -47554 | -50364 | -21702 | -54563 |
| Profit Factor | 1.3307 | 1.5419 | 1.2057 | 1.2111 | 1.5126 | 1.0485 |
| Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
| Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
| Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
| Profitability (%) | 72 | 68 | 76 | 72 | 68 | 76 |
| Ratio Avg Win / Avg Loss | 0.5175 | 0.7256 | 0.3808 | 0.471 | 0.7118 | 0.3311 |
| Largest Winning Trade | 10098 | 10098 | 9861 | 9593 | 8385 | 9593 |
| Largest Losing Trade | -39259 | -15941 | -39259 | -42123 | -15033 | -42123 |
| Avg Bars in Trades | 129 | 123 | 136 | 129 | 123 | 136 |
| Avg Bars in Winners | 93 | 89 | 97 | 93 | 89 | 97 |
| Avg Bars in Losers | 223 | 197 | 257 | 223 | 197 | 257 |
| Bars Traded | 12999 | 6197 | 6802 | 12999 | 6197 | 6802 |
| Profit Streak | 0 | 0 | 149.7466 | 0 | 0 | 149.7466 |
| Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 314023 | -174284 | -177383 | 175198 | -175154 | -652754 |
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736396100000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759909206971,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 160,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 189,
"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": [
[
56618.456792399,
34497.044804715,
22121.4119876839,
37122.279761847,
31584.7642818723,
5537.5154799746
],
[
56.618457,
34.497045,
22.121412,
37.12228,
31.584764,
5.537515
],
[
0.407591,
0.248341,
0.15925,
0.22753,
0.197792,
0.038807
],
[
10,
10,
10,
10,
10,
10
],
[
-46410,
-23600,
-47554,
-50364,
-21702,
-54563
],
[
1.330725,
1.541906,
1.205711,
1.211053,
1.512603,
1.048458
],
[
100,
50,
50,
100,
50,
50
],
[
72,
34,
38,
72,
34,
38
],
[
28,
16,
12,
28,
16,
12
],
[
72,
68,
76,
72,
68,
76
],
[
0.517504,
0.725603,
0.380751,
0.470965,
0.711813,
0.331092
],
[
10098,
10098,
9861,
9593,
8385,
9593
],
[
-39259,
-15941,
-39259,
-42123,
-15033,
-42123
],
[
129,
123,
136,
129,
123,
136
],
[
93,
89,
97,
93,
89,
97
],
[
223,
197,
257,
223,
197,
257
],
[
12999,
6197,
6802,
12999,
6197,
6802
],
[
0,
0,
149.746608,
0,
0,
149.746608
],
[
0,
0,
6,
0,
0,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
314023,
-174284,
-177383,
175198,
-175154,
-652754
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736396100000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759909206971,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 160,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 189,
"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) |
|---|