| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 396376.9891 | 234312.7011 | 162064.288 | 173517.883 | 89752.0939 | 83765.7891 |
| Total P&L (%) | 396.377 | 234.3127 | 162.0643 | 173.5179 | 89.7521 | 83.7658 |
| Avg Daily Profit (%) | 0.1667 | 0.0985 | 0.0681 | 0.0423 | 0.0269 | 0.0256 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -148850 | -53564 | -45243 | -76612 | -85054 | -13471 |
| Profit Factor | 1.8403 | 1.9183 | 1.7483 | 1.4656 | 1.3674 | 1.6525 |
| Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
| Winning Trades | 77 | 37 | 40 | 77 | 37 | 40 |
| Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
| Profitability (%) | 65.812 | 62.7119 | 68.9655 | 65.812 | 62.7119 | 68.9655 |
| Ratio Avg Win / Avg Loss | 0.956 | 1.1406 | 0.7867 | 0.7613 | 0.813 | 0.7436 |
| Largest Winning Trade | 59717 | 59717 | 57590 | 102266 | 102266 | 34391 |
| Largest Losing Trade | -90401 | -36613 | -90401 | -72862 | -53291 | -72862 |
| Avg Bars in Trades | 77 | 67 | 88 | 77 | 67 | 88 |
| Avg Bars in Winners | 53 | 42 | 64 | 53 | 42 | 64 |
| Avg Bars in Losers | 123 | 110 | 140 | 123 | 110 | 140 |
| Bars Traded | 9107 | 3989 | 5117 | 9107 | 3989 | 5117 |
| Profit Streak | 198.1311 | 198.3811 | 0 | 198.1311 | 198.3811 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 396092 | -233351 | -279007 | -134002 | -332501 | -335932 |
{
"trading_pair": "EOS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9513,
"evaluation_days": 2378.25,
"actual_first_datapoint_time": 1542736800000,
"first_datapoint_time": 1546473600000,
"last_datapoint_time": 1748217600000,
"evaluation_time": 1759288128774,
"expiration_time": 1754382024000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 174,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 127,
"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": [
[
396376.9891493825,
234312.7011161995,
162064.288033183,
173517.8829559518,
89752.0938579311,
83765.7890980208
],
[
396.376989,
234.312701,
162.064288,
173.517883,
89.752094,
83.765789
],
[
0.166668,
0.098523,
0.068144,
0.042317,
0.026937,
0.025589
],
[
10,
10,
10,
10,
10,
10
],
[
-148850,
-53564,
-45243,
-76612,
-85054,
-13471
],
[
1.840257,
1.918292,
1.748318,
1.465577,
1.367371,
1.652457
],
[
117,
59,
58,
117,
59,
58
],
[
77,
37,
40,
77,
37,
40
],
[
40,
22,
18,
40,
22,
18
],
[
65.811966,
62.711864,
68.965517,
65.811966,
62.711864,
68.965517
],
[
0.955978,
1.140606,
0.786743,
0.761339,
0.813031,
0.743606
],
[
59717,
59717,
57590,
102266,
102266,
34391
],
[
-90401,
-36613,
-90401,
-72862,
-53291,
-72862
],
[
77,
67,
88,
77,
67,
88
],
[
53,
42,
64,
53,
42,
64
],
[
123,
110,
140,
123,
110,
140
],
[
9107,
3989,
5117,
9107,
3989,
5117
],
[
198.13112,
198.38112,
0,
198.13112,
198.38112,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
396092,
-233351,
-279007,
-134002,
-332501,
-335932
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9513,
"evaluation_days": 2378.25,
"actual_first_datapoint_time": 1542736800000,
"first_datapoint_time": 1546473600000,
"last_datapoint_time": 1748217600000,
"evaluation_time": 1759288128774,
"expiration_time": 1754382024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 174,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 127,
"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) |
|---|