| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 78341.7198 | 46922.7088 | 31419.011 | 77731.6554 | 70663.3213 | 7068.3341 |
| Total P&L (%) | 78.3417 | 46.9227 | 31.419 | 77.7317 | 70.6633 | 7.0683 |
| Avg Daily Profit (%) | 0.564 | 0.3378 | 0.2262 | 0.4149 | 0.3855 | 0.0492 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -37088 | -25645 | -34386 | -67667 | -21669 | -70421 |
| Profit Factor | 1.3501 | 1.4809 | 1.2489 | 1.263 | 1.6513 | 1.0378 |
| Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
| Winning Trades | 93 | 46 | 47 | 93 | 46 | 47 |
| Losing Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Profitability (%) | 55.0296 | 54.7619 | 55.2941 | 55.0296 | 54.7619 | 55.2941 |
| Ratio Avg Win / Avg Loss | 1.1033 | 1.2233 | 1.0098 | 1.0322 | 1.3641 | 0.8391 |
| Largest Winning Trade | 25014 | 25014 | 11260 | 25961 | 25961 | 14137 |
| Largest Losing Trade | -19577 | -12251 | -19577 | -31283 | -10557 | -31283 |
| Avg Bars in Trades | 75 | 77 | 74 | 75 | 77 | 74 |
| Avg Bars in Winners | 60 | 51 | 69 | 60 | 51 | 69 |
| Avg Bars in Losers | 94 | 107 | 81 | 94 | 107 | 81 |
| Bars Traded | 12807 | 6468 | 6339 | 12807 | 6468 | 6339 |
| Profit Streak | 126.1791 | 0 | 126.2103 | 126.1791 | 0 | 126.2103 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 411995 | 247960 | 135953 | 346973 | 350272 | -474485 |
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736401500000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1758887271550,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 55,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 195,
"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": [
[
78341.7197912305,
46922.7087971559,
31419.0109940746,
77731.6553825649,
70663.3213209127,
7068.3340616523
],
[
78.34172,
46.922709,
31.419011,
77.731655,
70.663321,
7.068334
],
[
0.563975,
0.337792,
0.226182,
0.414871,
0.385539,
0.049179
],
[
10,
10,
10,
10,
10,
10
],
[
-37088,
-25645,
-34386,
-67667,
-21669,
-70421
],
[
1.350064,
1.480874,
1.248933,
1.263045,
1.651312,
1.037796
],
[
169,
84,
85,
169,
84,
85
],
[
93,
46,
47,
93,
46,
47
],
[
76,
38,
38,
76,
38,
38
],
[
55.029586,
54.761905,
55.294118,
55.029586,
54.761905,
55.294118
],
[
1.103278,
1.223331,
1.009776,
1.032166,
1.364127,
0.839069
],
[
25014,
25014,
11260,
25961,
25961,
14137
],
[
-19577,
-12251,
-19577,
-31283,
-10557,
-31283
],
[
75,
77,
74,
75,
77,
74
],
[
60,
51,
69,
60,
51,
69
],
[
94,
107,
81,
94,
107,
81
],
[
12807,
6468,
6339,
12807,
6468,
6339
],
[
126.179069,
0,
126.210319,
126.179069,
0,
126.210319
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
411995,
247960,
135953,
346973,
350272,
-474485
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736401500000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1758887271550,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 55,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 195,
"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) |
|---|