| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 94588.399 | 53813.4321 | 40774.9669 | 113319.7612 | 81035.6929 | 32284.0683 |
| Total P&L (%) | 94.5884 | 53.8134 | 40.775 | 113.3198 | 81.0357 | 32.2841 |
| Avg Daily Profit (%) | 0.6809 | 0.3874 | 0.2935 | 0.5469 | 0.4282 | 0.2016 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -32188 | -23735 | -31445 | -62082 | -22505 | -60446 |
| Profit Factor | 1.4465 | 1.5456 | 1.3602 | 1.3917 | 1.6854 | 1.1887 |
| Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
| Winning Trades | 97 | 47 | 50 | 97 | 47 | 50 |
| Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
| Profitability (%) | 61.7834 | 60.2564 | 63.2911 | 61.7834 | 60.2564 | 63.2911 |
| Ratio Avg Win / Avg Loss | 0.8948 | 1.0194 | 0.7889 | 0.8608 | 1.1116 | 0.6895 |
| Largest Winning Trade | 19041 | 19041 | 10168 | 18321 | 18321 | 15361 |
| Largest Losing Trade | -19557 | -16344 | -19557 | -26787 | -14504 | -26787 |
| Avg Bars in Trades | 81 | 82 | 80 | 81 | 82 | 80 |
| Avg Bars in Winners | 60 | 55 | 65 | 60 | 55 | 65 |
| Avg Bars in Losers | 115 | 123 | 107 | 115 | 123 | 107 |
| Bars Traded | 12811 | 6414 | 6397 | 12811 | 6414 | 6397 |
| Profit Streak | 133.5093 | 0 | 133.5405 | 133.5093 | 0 | 133.5405 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 438543 | -24903 | -21117 | 385239 | -22978 | -36059 |
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736381700000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759520603159,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 173,
"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": [
[
94588.3989854135,
53813.432098518,
40774.9668868956,
113319.7612126918,
81035.692875691,
32284.0683370008
],
[
94.588399,
53.813432,
40.774967,
113.319761,
81.035693,
32.284068
],
[
0.680933,
0.387398,
0.293535,
0.546895,
0.428186,
0.201615
],
[
10,
10,
10,
10,
10,
10
],
[
-32188,
-23735,
-31445,
-62082,
-22505,
-60446
],
[
1.446512,
1.545595,
1.360184,
1.391686,
1.685392,
1.188707
],
[
157,
78,
79,
157,
78,
79
],
[
97,
47,
50,
97,
47,
50
],
[
60,
31,
29,
60,
31,
29
],
[
61.783439,
60.25641,
63.291139,
61.783439,
60.25641,
63.291139
],
[
0.89475,
1.019435,
0.788907,
0.860837,
1.111642,
0.68945
],
[
19041,
19041,
10168,
18321,
18321,
15361
],
[
-19557,
-16344,
-19557,
-26787,
-14504,
-26787
],
[
81,
82,
80,
81,
82,
80
],
[
60,
55,
65,
60,
55,
65
],
[
115,
123,
107,
115,
123,
107
],
[
12811,
6414,
6397,
12811,
6414,
6397
],
[
133.509296,
0,
133.540546,
133.509296,
0,
133.540546
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
438543,
-24903,
-21117,
385239,
-22978,
-36059
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736381700000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759520603159,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 173,
"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) |
|---|