| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 439532.9085 | 298022.6256 | 141510.2829 | 689482.3012 | 427269.3762 | 262212.925 |
| Total P&L (%) | 439.5329 | 298.0226 | 141.5103 | 689.4823 | 427.2694 | 262.2129 |
| Avg Daily Profit (%) | 0.1848 | 0.1253 | 0.0595 | 0.0869 | 0.0699 | 0.0541 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -107395 | -100586 | -64207 | -720910 | -569866 | -324331 |
| Profit Factor | 1.5522 | 1.7363 | 1.3618 | 1.1824 | 1.2132 | 1.1476 |
| Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
| Winning Trades | 90 | 43 | 47 | 90 | 43 | 47 |
| Losing Trades | 119 | 61 | 58 | 119 | 61 | 58 |
| Profitability (%) | 43.0622 | 41.3462 | 44.7619 | 43.0622 | 41.3462 | 44.7619 |
| Ratio Avg Win / Avg Loss | 2.0524 | 2.4632 | 1.6805 | 1.5633 | 1.7211 | 1.4161 |
| Largest Winning Trade | 131340 | 131340 | 47885 | 710675 | 710675 | 179339 |
| Largest Losing Trade | -28503 | -27064 | -28503 | -326765 | -326765 | -223815 |
| Avg Bars in Trades | 22 | 24 | 20 | 22 | 24 | 20 |
| Avg Bars in Winners | 33 | 35 | 30 | 33 | 35 | 30 |
| Avg Bars in Losers | 14 | 16 | 12 | 14 | 16 | 12 |
| Bars Traded | 4668 | 2518 | 2150 | 4668 | 2518 | 2150 |
| Profit Streak | 0 | 228.6928 | 0 | 0 | 228.6928 | 0 |
| Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 320450 | -24434 | -113939 | -96657 | -100895 | -180874 |
{
"trading_pair": "EOS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4757,
"evaluation_days": 2378.5,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1545739200000,
"last_datapoint_time": 1748217600000,
"evaluation_time": 1759163854787,
"expiration_time": 1754382672000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 70,
"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": [
[
439532.9085258427,
298022.6255853059,
141510.282940537,
689482.3011965721,
427269.3761501912,
262212.9250463812
],
[
439.532909,
298.022626,
141.510283,
689.482301,
427.269376,
262.212925
],
[
0.184794,
0.125299,
0.059496,
0.086908,
0.069923,
0.054127
],
[
10,
10,
10,
10,
10,
10
],
[
-107395,
-100586,
-64207,
-720910,
-569866,
-324331
],
[
1.552248,
1.736336,
1.361771,
1.182361,
1.213213,
1.147567
],
[
209,
104,
105,
209,
104,
105
],
[
90,
43,
47,
90,
43,
47
],
[
119,
61,
58,
119,
61,
58
],
[
43.062201,
41.346154,
44.761905,
43.062201,
41.346154,
44.761905
],
[
2.052417,
2.463174,
1.680483,
1.563344,
1.721069,
1.416147
],
[
131340,
131340,
47885,
710675,
710675,
179339
],
[
-28503,
-27064,
-28503,
-326765,
-326765,
-223815
],
[
22,
24,
20,
22,
24,
20
],
[
33,
35,
30,
33,
35,
30
],
[
14,
16,
12,
14,
16,
12
],
[
4668,
2518,
2150,
4668,
2518,
2150
],
[
0,
228.692764,
0,
0,
228.692764,
0
],
[
0,
4,
0,
0,
4,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
320450,
-24434,
-113939,
-96657,
-100895,
-180874
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4757,
"evaluation_days": 2378.5,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1545739200000,
"last_datapoint_time": 1748217600000,
"evaluation_time": 1759163854787,
"expiration_time": 1754382672000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 70,
"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) |
|---|