| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 69788.4664 | 47611.7421 | 22176.7243 | 47237.115 | 46202.3135 | 1034.8014 |
| Total P&L (%) | 69.7885 | 47.6117 | 22.1767 | 47.2371 | 46.2023 | 1.0348 |
| Avg Daily Profit (%) | 0.5024 | 0.3428 | 0.1596 | 0.2789 | 0.2738 | 0.0074 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -39668 | -35148 | -27022 | -46500 | -32829 | -46781 |
| Profit Factor | 1.2101 | 1.2845 | 1.1345 | 1.108 | 1.2229 | 1.0045 |
| Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
| Winning Trades | 123 | 62 | 61 | 123 | 62 | 61 |
| Losing Trades | 122 | 60 | 62 | 122 | 60 | 62 |
| Profitability (%) | 50.2041 | 50.8197 | 49.5935 | 50.2041 | 50.8197 | 49.5935 |
| Ratio Avg Win / Avg Loss | 1.2002 | 1.243 | 1.1531 | 1.099 | 1.1834 | 1.021 |
| Largest Winning Trade | 27641 | 27641 | 11405 | 27768 | 27768 | 13037 |
| Largest Losing Trade | -27693 | -27693 | -24041 | -27709 | -25734 | -27709 |
| Avg Bars in Trades | 52 | 54 | 51 | 52 | 54 | 51 |
| Avg Bars in Winners | 59 | 56 | 63 | 59 | 56 | 63 |
| Avg Bars in Losers | 45 | 51 | 39 | 45 | 51 | 39 |
| Bars Traded | 12901 | 6598 | 6303 | 12901 | 6598 | 6303 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 333103 | 193652 | -72891 | -95455 | 154377 | -566446 |
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736343900000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759375993257,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 131,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 93,
"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": [
[
69788.4664083052,
47611.7421020559,
22176.7243062492,
47237.1149574277,
46202.3135446798,
1034.801412748
],
[
69.788466,
47.611742,
22.176724,
47.237115,
46.202314,
1.034801
],
[
0.502401,
0.342752,
0.159648,
0.278895,
0.273804,
0.007411
],
[
10,
10,
10,
10,
10,
10
],
[
-39668,
-35148,
-27022,
-46500,
-32829,
-46781
],
[
1.210051,
1.284456,
1.134513,
1.108026,
1.222865,
1.0045
],
[
245,
122,
123,
245,
122,
123
],
[
123,
62,
61,
123,
62,
61
],
[
122,
60,
62,
122,
60,
62
],
[
50.204082,
50.819672,
49.593496,
50.204082,
50.819672,
49.593496
],
[
1.200213,
1.243022,
1.153112,
1.099017,
1.183418,
1.020967
],
[
27641,
27641,
11405,
27768,
27768,
13037
],
[
-27693,
-27693,
-24041,
-27709,
-25734,
-27709
],
[
52,
54,
51,
52,
54,
51
],
[
59,
56,
63,
59,
56,
63
],
[
45,
51,
39,
45,
51,
39
],
[
12901,
6598,
6303,
12901,
6598,
6303
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
333103,
193652,
-72891,
-95455,
154377,
-566446
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736343900000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759375993257,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 131,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 93,
"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) |
|---|