| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 92675.2802 | 53788.5815 | 38886.6987 | 101559.7406 | 65077.6525 | 36482.0881 |
| Total P&L (%) | 92.6753 | 53.7886 | 38.8867 | 101.5597 | 65.0777 | 36.4821 |
| Avg Daily Profit (%) | 0.6672 | 0.3872 | 0.2799 | 0.5059 | 0.3615 | 0.2242 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -38991 | -33330 | -38685 | -43267 | -30280 | -41255 |
| Profit Factor | 1.4431 | 1.6137 | 1.32 | 1.5145 | 1.8607 | 1.2996 |
| Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
| Winning Trades | 174 | 89 | 85 | 174 | 89 | 85 |
| Losing Trades | 74 | 35 | 39 | 74 | 35 | 39 |
| Profitability (%) | 70.1613 | 71.7742 | 68.5484 | 70.1613 | 71.7742 | 68.5484 |
| Ratio Avg Win / Avg Loss | 0.6137 | 0.6346 | 0.6057 | 0.6441 | 0.7317 | 0.5963 |
| Largest Winning Trade | 10333 | 8843 | 10333 | 8891 | 7469 | 8891 |
| Largest Losing Trade | -33136 | -21040 | -33136 | -33246 | -18946 | -33246 |
| Avg Bars in Trades | 52 | 52 | 51 | 52 | 52 | 51 |
| Avg Bars in Winners | 36 | 38 | 34 | 36 | 38 | 34 |
| Avg Bars in Losers | 89 | 88 | 89 | 89 | 88 | 89 |
| Bars Traded | 12971 | 6532 | 6439 | 12971 | 6532 | 6439 |
| Profit Streak | 132.4292 | 132.4292 | 142.2 | 132.4292 | 132.4292 | 142.2 |
| Trades During Streak | 12 | 6 | 17 | 12 | 6 | 17 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 528175 | 384610 | 238810 | 494261 | 420948 | 209456 |
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736334000000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759282380836,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 94,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
92675.2802016297,
53788.5814688551,
38886.6987327746,
101559.7405893032,
65077.6524520166,
36482.0881372866
],
[
92.67528,
53.788581,
38.886699,
101.559741,
65.077652,
36.482088
],
[
0.667161,
0.387219,
0.279942,
0.505858,
0.361494,
0.224154
],
[
10,
10,
10,
10,
10,
10
],
[
-38991,
-33330,
-38685,
-43267,
-30280,
-41255
],
[
1.44309,
1.613729,
1.320017,
1.514531,
1.860731,
1.299585
],
[
248,
124,
124,
248,
124,
124
],
[
174,
89,
85,
174,
89,
85
],
[
74,
35,
39,
74,
35,
39
],
[
70.16129,
71.774194,
68.548387,
70.16129,
71.774194,
68.548387
],
[
0.613728,
0.634612,
0.605655,
0.644111,
0.731748,
0.59628
],
[
10333,
8843,
10333,
8891,
7469,
8891
],
[
-33136,
-21040,
-33136,
-33246,
-18946,
-33246
],
[
52,
52,
51,
52,
52,
51
],
[
36,
38,
34,
36,
38,
34
],
[
89,
88,
89,
89,
88,
89
],
[
12971,
6532,
6439,
12971,
6532,
6439
],
[
132.429176,
132.429176,
142.20001,
132.429176,
132.429176,
142.20001
],
[
12,
6,
17,
12,
6,
17
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
528175,
384610,
238810,
494261,
420948,
209456
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736334000000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759282380836,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 94,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|