| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 125940.2053 | 74654.3161 | 51285.8892 | 159858.0917 | 127857.8499 | 32000.2418 |
| Total P&L (%) | 125.9402 | 74.6543 | 51.2859 | 159.8581 | 127.8579 | 32.0002 |
| Avg Daily Profit (%) | 0.9066 | 0.5374 | 0.3692 | 0.6898 | 0.5946 | 0.2001 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -44715 | -13674 | -48644 | -77590 | -18694 | -89148 |
| Profit Factor | 1.747 | 2.5838 | 1.4222 | 1.5879 | 3.0736 | 1.1522 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 72 | 37 | 35 | 72 | 37 | 35 |
| Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
| Profitability (%) | 73.4694 | 75.5102 | 71.4286 | 73.4694 | 75.5102 | 71.4286 |
| Ratio Avg Win / Avg Loss | 0.6309 | 0.838 | 0.5689 | 0.5734 | 0.9968 | 0.4609 |
| Largest Winning Trade | 13932 | 9279 | 13932 | 20009 | 18769 | 20009 |
| Largest Losing Trade | -39273 | -12001 | -39273 | -69164 | -15734 | -69164 |
| Avg Bars in Trades | 133 | 62 | 203 | 133 | 62 | 203 |
| Avg Bars in Winners | 100 | 52 | 151 | 100 | 52 | 151 |
| Avg Bars in Losers | 223 | 92 | 335 | 223 | 92 | 335 |
| Bars Traded | 13037 | 3051 | 9986 | 13037 | 3051 | 9986 |
| Profit Streak | 149.1744 | 149.1744 | 153.5598 | 149.1744 | 149.1744 | 153.5598 |
| Trades During Streak | 8 | 4 | 6 | 8 | 4 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 600493 | 563704 | 342679 | 550392 | 615328 | -47549 |
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736424000000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1760254866343,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcu",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 220,
"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": [
[
125940.2052931267,
74654.3161095267,
51285.8891836,
159858.0916973256,
127857.8499234697,
32000.241773856
],
[
125.940205,
74.654316,
51.285889,
159.858092,
127.85785,
32.000242
],
[
0.906632,
0.537429,
0.369202,
0.689839,
0.594628,
0.200066
],
[
10,
10,
10,
10,
10,
10
],
[
-44715,
-13674,
-48644,
-77590,
-18694,
-89148
],
[
1.747,
2.583843,
1.422246,
1.587908,
3.073581,
1.152201
],
[
98,
49,
49,
98,
49,
49
],
[
72,
37,
35,
72,
37,
35
],
[
26,
12,
14,
26,
12,
14
],
[
73.469388,
75.510204,
71.428571,
73.469388,
75.510204,
71.428571
],
[
0.630861,
0.838003,
0.568898,
0.573411,
0.996837,
0.46088
],
[
13932,
9279,
13932,
20009,
18769,
20009
],
[
-39273,
-12001,
-39273,
-69164,
-15734,
-69164
],
[
133,
62,
203,
133,
62,
203
],
[
100,
52,
151,
100,
52,
151
],
[
223,
92,
335,
223,
92,
335
],
[
13037,
3051,
9986,
13037,
3051,
9986
],
[
149.174379,
149.174379,
153.559796,
149.174379,
149.174379,
153.559796
],
[
8,
4,
6,
8,
4,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
600493,
563704,
342679,
550392,
615328,
-47549
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736424000000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1760254866343,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 220,
"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) |
|---|