| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 107398.3109 | 61751.8372 | 45646.4737 | 137534.6472 | 91725.8671 | 45808.7801 |
| Total P&L (%) | 107.3983 | 61.7518 | 45.6465 | 137.5346 | 91.7259 | 45.8088 |
| Avg Daily Profit (%) | 0.7732 | 0.4445 | 0.3286 | 0.6248 | 0.4697 | 0.2719 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -38483 | -20427 | -41100 | -49763 | -19884 | -52663 |
| Profit Factor | 1.7023 | 2.1031 | 1.4708 | 1.7301 | 2.5174 | 1.3581 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
| Losing Trades | 24 | 15 | 9 | 24 | 15 | 9 |
| Profitability (%) | 73.913 | 67.3913 | 80.4348 | 73.913 | 67.3913 | 80.4348 |
| Ratio Avg Win / Avg Loss | 0.6008 | 1.0176 | 0.3578 | 0.6106 | 1.2181 | 0.3303 |
| Largest Winning Trade | 12271 | 8391 | 12271 | 16557 | 16557 | 14609 |
| Largest Losing Trade | -28657 | -14235 | -28657 | -40224 | -14285 | -40224 |
| Avg Bars in Trades | 140 | 137 | 144 | 140 | 137 | 144 |
| Avg Bars in Winners | 97 | 99 | 96 | 97 | 99 | 96 |
| Avg Bars in Losers | 262 | 214 | 342 | 262 | 214 | 342 |
| Bars Traded | 12955 | 6308 | 6647 | 12955 | 6308 | 6647 |
| Profit Streak | 135.9233 | 135.9233 | 140.4754 | 135.9233 | 135.9233 | 140.4754 |
| Trades During Streak | 8 | 4 | 7 | 8 | 4 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 587600 | 503263 | 365851 | 543875 | 559576 | 324108 |
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736433900000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759119877024,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 71,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 231,
"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": [
[
107398.3108779378,
61751.8372129147,
45646.473665023,
137534.6472192304,
91725.8671417616,
45808.7800774688
],
[
107.398311,
61.751837,
45.646474,
137.534647,
91.725867,
45.80878
],
[
0.77315,
0.444546,
0.328605,
0.624752,
0.469674,
0.271858
],
[
10,
10,
10,
10,
10,
10
],
[
-38483,
-20427,
-41100,
-49763,
-19884,
-52663
],
[
1.70227,
2.103061,
1.470835,
1.730127,
2.517412,
1.358099
],
[
92,
46,
46,
92,
46,
46
],
[
68,
31,
37,
68,
31,
37
],
[
24,
15,
9,
24,
15,
9
],
[
73.913043,
67.391304,
80.434783,
73.913043,
67.391304,
80.434783
],
[
0.600801,
1.01761,
0.357771,
0.610633,
1.218103,
0.330348
],
[
12271,
8391,
12271,
16557,
16557,
14609
],
[
-28657,
-14235,
-28657,
-40224,
-14285,
-40224
],
[
140,
137,
144,
140,
137,
144
],
[
97,
99,
96,
97,
99,
96
],
[
262,
214,
342,
262,
214,
342
],
[
12955,
6308,
6647,
12955,
6308,
6647
],
[
135.923345,
135.923345,
140.475428,
135.923345,
135.923345,
140.475428
],
[
8,
4,
7,
8,
4,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
587600,
503263,
365851,
543875,
559576,
324108
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736433900000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759119877024,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 71,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 231,
"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) |
|---|