| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 88703.8098 | 53554.8567 | 35148.9531 | 97901.5519 | 70282.4483 | 27619.1036 |
| Total P&L (%) | 88.7038 | 53.5549 | 35.149 | 97.9016 | 70.2824 | 27.6191 |
| Avg Daily Profit (%) | 0.6386 | 0.3855 | 0.253 | 0.4926 | 0.3839 | 0.1757 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -42850 | -41192 | -27089 | -48659 | -36559 | -53581 |
| Profit Factor | 1.3938 | 1.4291 | 1.35 | 1.3556 | 1.5194 | 1.1973 |
| Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
| Winning Trades | 110 | 55 | 55 | 110 | 55 | 55 |
| Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Profitability (%) | 64.7059 | 64.7059 | 64.7059 | 64.7059 | 64.7059 | 64.7059 |
| Ratio Avg Win / Avg Loss | 0.7603 | 0.7795 | 0.7363 | 0.7394 | 0.8287 | 0.6531 |
| Largest Winning Trade | 19339 | 19339 | 11111 | 13646 | 13646 | 12619 |
| Largest Losing Trade | -22774 | -17514 | -22774 | -45684 | -14515 | -45684 |
| Avg Bars in Trades | 76 | 79 | 74 | 76 | 79 | 74 |
| Avg Bars in Winners | 60 | 55 | 65 | 60 | 55 | 65 |
| Avg Bars in Losers | 107 | 124 | 91 | 107 | 124 | 91 |
| Bars Traded | 13085 | 6759 | 6326 | 13085 | 6759 | 6326 |
| Profit Streak | 126.457 | 126.457 | 126.4883 | 126.457 | 126.457 | 126.4883 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 444045 | 286543 | 172301 | 390731 | 345367 | -399 |
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736372700000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1758911287634,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 89,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 163,
"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": [
[
88703.8098378832,
53554.8567354254,
35148.9531024577,
97901.5518881172,
70282.4483339027,
27619.1035542146
],
[
88.70381,
53.554857,
35.148953,
97.901552,
70.282448,
27.619104
],
[
0.63857,
0.385536,
0.253034,
0.492606,
0.383924,
0.175721
],
[
10,
10,
10,
10,
10,
10
],
[
-42850,
-41192,
-27089,
-48659,
-36559,
-53581
],
[
1.393823,
1.429129,
1.349955,
1.355631,
1.519364,
1.197328
],
[
170,
85,
85,
170,
85,
85
],
[
110,
55,
55,
110,
55,
55
],
[
60,
30,
30,
60,
30,
30
],
[
64.705882,
64.705882,
64.705882,
64.705882,
64.705882,
64.705882
],
[
0.760267,
0.779525,
0.736339,
0.739435,
0.828744,
0.653088
],
[
19339,
19339,
11111,
13646,
13646,
12619
],
[
-22774,
-17514,
-22774,
-45684,
-14515,
-45684
],
[
76,
79,
74,
76,
79,
74
],
[
60,
55,
65,
60,
55,
65
],
[
107,
124,
91,
107,
124,
91
],
[
13085,
6759,
6326,
13085,
6759,
6326
],
[
126.457033,
126.457033,
126.488283,
126.457033,
126.457033,
126.488283
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
444045,
286543,
172301,
390731,
345367,
-399
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736372700000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1758911287634,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 89,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 163,
"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) |
|---|