| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 125137.7884 | 71662.3857 | 53475.4026 | 178775.9417 | 96583.822 | 82192.1197 |
| Total P&L (%) | 125.1378 | 71.6624 | 53.4754 | 178.7759 | 96.5838 | 82.1921 |
| Avg Daily Profit (%) | 0.9009 | 0.5159 | 0.385 | 0.7408 | 0.4878 | 0.4328 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -30094 | -17018 | -19895 | -32441 | -18731 | -19877 |
| Profit Factor | 2.1517 | 2.3469 | 1.9643 | 2.4874 | 2.5217 | 2.4491 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
| Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
| Profitability (%) | 59.7701 | 51.1628 | 68.1818 | 59.7701 | 51.1628 | 68.1818 |
| Ratio Avg Win / Avg Loss | 1.4482 | 2.2402 | 0.9167 | 1.6742 | 2.4071 | 1.1429 |
| Largest Winning Trade | 40634 | 40634 | 22550 | 66867 | 66867 | 23368 |
| Largest Losing Trade | -19895 | -11133 | -19895 | -19877 | -12149 | -19877 |
| Avg Bars in Trades | 149 | 162 | 137 | 149 | 162 | 137 |
| Avg Bars in Winners | 117 | 133 | 106 | 117 | 133 | 106 |
| Avg Bars in Losers | 196 | 192 | 203 | 196 | 192 | 203 |
| Bars Traded | 13021 | 6973 | 6048 | 13021 | 6973 | 6048 |
| Profit Streak | 140.5422 | 0 | 161.4381 | 140.5422 | 0 | 161.4381 |
| Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 579859 | 475598 | 401677 | 621816 | 479090 | 549726 |
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736415900000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759946448115,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 211,
"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": [
[
125137.7883570321,
71662.3857435388,
53475.4026134933,
178775.9416567301,
96583.8219992291,
82192.119657501
],
[
125.137788,
71.662386,
53.475403,
178.775942,
96.583822,
82.19212
],
[
0.900855,
0.515891,
0.384964,
0.74079,
0.487773,
0.43279
],
[
10,
10,
10,
10,
10,
10
],
[
-30094,
-17018,
-19895,
-32441,
-18731,
-19877
],
[
2.151679,
2.346922,
1.964349,
2.487439,
2.521722,
2.449076
],
[
87,
43,
44,
87,
43,
44
],
[
52,
22,
30,
52,
22,
30
],
[
35,
21,
14,
35,
21,
14
],
[
59.770115,
51.162791,
68.181818,
59.770115,
51.162791,
68.181818
],
[
1.448245,
2.240244,
0.916696,
1.674238,
2.407098,
1.142902
],
[
40634,
40634,
22550,
66867,
66867,
23368
],
[
-19895,
-11133,
-19895,
-19877,
-12149,
-19877
],
[
149,
162,
137,
149,
162,
137
],
[
117,
133,
106,
117,
133,
106
],
[
196,
192,
203,
196,
192,
203
],
[
13021,
6973,
6048,
13021,
6973,
6048
],
[
140.542223,
0,
161.438057,
140.542224,
0,
161.438057
],
[
1,
0,
7,
1,
0,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
579859,
475598,
401677,
621816,
479090,
549726
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736415900000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759946448115,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 211,
"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) |
|---|