| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 453446.1096 | 330045.9572 | 123400.1524 | 440340.9164 | 157844.9517 | 282495.9648 |
| Total P&L (%) | 453.4461 | 330.046 | 123.4002 | 440.3409 | 157.845 | 282.496 |
| Avg Daily Profit (%) | 0.1906 | 0.1388 | 0.0519 | 0.071 | 0.0398 | 0.0564 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -113151 | -94915 | -83042 | -735585 | -607965 | -299990 |
| Profit Factor | 1.5046 | 1.7811 | 1.2592 | 1.1478 | 1.1045 | 1.1925 |
| Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
| Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
| Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
| Profitability (%) | 42.9577 | 40.8451 | 45.0704 | 42.9577 | 40.8451 | 45.0704 |
| Ratio Avg Win / Avg Loss | 1.9979 | 2.5796 | 1.5346 | 1.5242 | 1.5996 | 1.4533 |
| Largest Winning Trade | 80580 | 80580 | 44789 | 185887 | 185189 | 185887 |
| Largest Losing Trade | -52689 | -29765 | -52689 | -219715 | -216722 | -219715 |
| Avg Bars in Trades | 32 | 32 | 32 | 32 | 32 | 32 |
| Avg Bars in Winners | 42 | 39 | 44 | 42 | 39 | 44 |
| Avg Bars in Losers | 25 | 27 | 22 | 25 | 27 | 22 |
| Bars Traded | 4628 | 2305 | 2322 | 4628 | 2305 | 2322 |
| Profit Streak | 257.5906 | 257.5906 | 265.0906 | 257.5906 | 257.5906 | 265.0906 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 323927 | -93960 | -210590 | -155979 | -333722 | -214309 |
{
"trading_pair": "EOS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4757,
"evaluation_days": 2378.5,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1546171200000,
"last_datapoint_time": 1748217600000,
"evaluation_time": 1759889424129,
"expiration_time": 1754382672000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 80,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 77,
"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": [
[
453446.1095796954,
330045.957161265,
123400.1524184305,
440340.9164187962,
157844.951662436,
282495.9647563599
],
[
453.44611,
330.045957,
123.400152,
440.340916,
157.844952,
282.495965
],
[
0.190644,
0.138762,
0.051882,
0.070953,
0.039831,
0.056419
],
[
10,
10,
10,
10,
10,
10
],
[
-113151,
-94915,
-83042,
-735585,
-607965,
-299990
],
[
1.504575,
1.781129,
1.259165,
1.147843,
1.104491,
1.192458
],
[
142,
71,
71,
142,
71,
71
],
[
61,
29,
32,
61,
29,
32
],
[
81,
42,
39,
81,
42,
39
],
[
42.957746,
40.84507,
45.070423,
42.957746,
40.84507,
45.070423
],
[
1.997878,
2.579567,
1.534607,
1.524185,
1.599608,
1.453308
],
[
80580,
80580,
44789,
185887,
185189,
185887
],
[
-52689,
-29765,
-52689,
-219715,
-216722,
-219715
],
[
32,
32,
32,
32,
32,
32
],
[
42,
39,
44,
42,
39,
44
],
[
25,
27,
22,
25,
27,
22
],
[
4628,
2305,
2322,
4628,
2305,
2322
],
[
257.590557,
257.590557,
265.090557,
257.590557,
257.590557,
265.090557
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
323927,
-93960,
-210590,
-155979,
-333722,
-214309
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4757,
"evaluation_days": 2378.5,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1546171200000,
"last_datapoint_time": 1748217600000,
"evaluation_time": 1759889424129,
"expiration_time": 1754382672000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 80,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 77,
"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) |
|---|