| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 192587.7322 | 135770.6519 | 56817.0803 | 181139.797 | 135061.6569 | 46078.1401 |
| Total P&L (%) | 192.5877 | 135.7707 | 56.8171 | 181.1398 | 135.0617 | 46.0781 |
| Avg Daily Profit (%) | 0.2093 | 0.1476 | 0.0618 | 0.1124 | 0.0929 | 0.0412 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -99741 | -85002 | -41417 | -239207 | -191222 | -112201 |
| Profit Factor | 1.2985 | 1.36 | 1.212 | 1.1591 | 1.1985 | 1.1006 |
| Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
| Winning Trades | 199 | 95 | 104 | 199 | 95 | 104 |
| Losing Trades | 107 | 58 | 49 | 107 | 58 | 49 |
| Profitability (%) | 65.0327 | 62.0915 | 67.9739 | 65.0327 | 62.0915 | 67.9739 |
| Ratio Avg Win / Avg Loss | 0.6982 | 0.8303 | 0.571 | 0.6233 | 0.7317 | 0.5186 |
| Largest Winning Trade | 34021 | 34021 | 15242 | 71857 | 71857 | 31423 |
| Largest Losing Trade | -33290 | -33290 | -18741 | -80010 | -80010 | -50246 |
| Avg Bars in Trades | 70 | 98 | 42 | 70 | 98 | 42 |
| Avg Bars in Winners | 52 | 62 | 43 | 52 | 62 | 43 |
| Avg Bars in Losers | 104 | 156 | 42 | 104 | 156 | 42 |
| Bars Traded | 21601 | 15049 | 6552 | 21601 | 15049 | 6552 |
| Profit Streak | 0 | 157.6801 | 0 | 0 | 157.6801 | 0 |
| Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 347676 | 214379 | -110893 | -86527 | -69524 | -248472 |
{
"trading_pair": "EOS_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 22082,
"evaluation_days": 920.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669291200000,
"last_datapoint_time": 1748224800000,
"evaluation_time": 1758849556599,
"expiration_time": 1753948454400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 22,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 157,
"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": [
[
192587.7322181613,
135770.6518930263,
56817.080325135,
181139.7970179392,
135061.6568728474,
46078.1401450919
],
[
192.587732,
135.770652,
56.81708,
181.139797,
135.061657,
46.07814
],
[
0.209316,
0.147564,
0.061752,
0.11241,
0.092935,
0.041197
],
[
10,
10,
10,
10,
10,
10
],
[
-99741,
-85002,
-41417,
-239207,
-191222,
-112201
],
[
1.298495,
1.360003,
1.211958,
1.159131,
1.198488,
1.10064
],
[
306,
153,
153,
306,
153,
153
],
[
199,
95,
104,
199,
95,
104
],
[
107,
58,
49,
107,
58,
49
],
[
65.03268,
62.091503,
67.973856,
65.03268,
62.091503,
67.973856
],
[
0.698186,
0.830318,
0.571019,
0.623251,
0.731708,
0.518571
],
[
34021,
34021,
15242,
71857,
71857,
31423
],
[
-33290,
-33290,
-18741,
-80010,
-80010,
-50246
],
[
70,
98,
42,
70,
98,
42
],
[
52,
62,
43,
52,
62,
43
],
[
104,
156,
42,
104,
156,
42
],
[
21601,
15049,
6552,
21601,
15049,
6552
],
[
0,
157.680053,
0,
0,
157.680053,
0
],
[
0,
5,
0,
0,
5,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
347676,
214379,
-110893,
-86527,
-69524,
-248472
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 22082,
"evaluation_days": 920.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669291200000,
"last_datapoint_time": 1748224800000,
"evaluation_time": 1758849556599,
"expiration_time": 1753948454400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 22,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 157,
"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) |
|---|