| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 54720.1232 | 34080.5359 | 20639.5874 | 39896.8204 | 28877.1265 | 11019.6939 |
| Total P&L (%) | 54.7201 | 34.0805 | 20.6396 | 39.8968 | 28.8771 | 11.0197 |
| Avg Daily Profit (%) | 0.3939 | 0.2453 | 0.1486 | 0.242 | 0.1828 | 0.0753 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -47420 | -29169 | -39659 | -47768 | -31297 | -33607 |
| Profit Factor | 1.288 | 1.3945 | 1.1992 | 1.2267 | 1.3663 | 1.1134 |
| Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
| Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
| Profitability (%) | 62.2222 | 62.2222 | 62.2222 | 62.2222 | 62.2222 | 62.2222 |
| Ratio Avg Win / Avg Loss | 0.782 | 0.8467 | 0.7281 | 0.7448 | 0.8296 | 0.676 |
| Largest Winning Trade | 14162 | 14162 | 12365 | 15328 | 15328 | 9374 |
| Largest Losing Trade | -27882 | -16717 | -27882 | -23693 | -17270 | -23693 |
| Avg Bars in Trades | 144 | 145 | 143 | 144 | 145 | 143 |
| Avg Bars in Winners | 106 | 105 | 107 | 106 | 105 | 107 |
| Avg Bars in Losers | 206 | 212 | 201 | 206 | 212 | 201 |
| Bars Traded | 13002 | 6565 | 6435 | 13002 | 6565 | 6435 |
| Profit Streak | 145.233 | 145.233 | 149.8684 | 145.233 | 145.233 | 149.8684 |
| Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 303525 | 198242 | -3034 | 199631 | 156144 | -322692 |
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736448300000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759942233324,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 247,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 193,
"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": [
[
54720.1232450972,
34080.5358632382,
20639.587381859,
39896.8204400967,
28877.1265307371,
11019.6939093595
],
[
54.720123,
34.080536,
20.639587,
39.89682,
28.877127,
11.019694
],
[
0.393925,
0.245343,
0.148582,
0.241985,
0.182795,
0.075284
],
[
10,
10,
10,
10,
10,
10
],
[
-47420,
-29169,
-39659,
-47768,
-31297,
-33607
],
[
1.287973,
1.394537,
1.199152,
1.226677,
1.366344,
1.113392
],
[
90,
45,
45,
90,
45,
45
],
[
56,
28,
28,
56,
28,
28
],
[
34,
17,
17,
34,
17,
17
],
[
62.222222,
62.222222,
62.222222,
62.222222,
62.222222,
62.222222
],
[
0.781984,
0.846683,
0.728057,
0.744768,
0.829566,
0.675988
],
[
14162,
14162,
12365,
15328,
15328,
9374
],
[
-27882,
-16717,
-27882,
-23693,
-17270,
-23693
],
[
144,
145,
143,
144,
145,
143
],
[
106,
105,
107,
106,
105,
107
],
[
206,
212,
201,
206,
212,
201
],
[
13002,
6565,
6435,
13002,
6565,
6435
],
[
145.233024,
145.233025,
149.868441,
145.233025,
145.233025,
149.868441
],
[
8,
4,
4,
8,
4,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
303525,
198242,
-3034,
199631,
156144,
-322692
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736448300000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759942233324,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 247,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 193,
"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) |
|---|