| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 99688.4415 | 54392.5996 | 45295.8419 | 129368.069 | 84106.0338 | 45262.0351 |
| Total P&L (%) | 99.6884 | 54.3926 | 45.2958 | 129.3681 | 84.106 | 45.262 |
| Avg Daily Profit (%) | 0.7176 | 0.3916 | 0.3261 | 0.5994 | 0.4403 | 0.2691 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -27911 | -23146 | -31072 | -40870 | -26060 | -51435 |
| Profit Factor | 1.7518 | 2.1326 | 1.5356 | 1.6769 | 2.4083 | 1.3445 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
| Losing Trades | 19 | 9 | 10 | 19 | 9 | 10 |
| Profitability (%) | 71.2121 | 72.7273 | 69.697 | 71.2121 | 72.7273 | 69.697 |
| Ratio Avg Win / Avg Loss | 0.7082 | 0.7997 | 0.6676 | 0.6779 | 0.9031 | 0.5846 |
| Largest Winning Trade | 12506 | 10532 | 12506 | 18477 | 16616 | 18477 |
| Largest Losing Trade | -23599 | -14647 | -23599 | -37271 | -16581 | -37271 |
| Avg Bars in Trades | 196 | 146 | 247 | 196 | 146 | 247 |
| Avg Bars in Winners | 110 | 98 | 123 | 110 | 98 | 123 |
| Avg Bars in Losers | 409 | 273 | 531 | 409 | 273 | 531 |
| Bars Traded | 12973 | 4818 | 8155 | 12973 | 4818 | 8155 |
| Profit Streak | 128.3768 | 128.6059 | 128.3768 | 128.3768 | 128.6059 | 128.3768 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -113591 | 417439 | 292259 | -114746 | 489061 | 232596 |
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736445600000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1758934053016,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbu",
"factors": {
"length": 67,
"offset": 0,
"std": 1.09612
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 244,
"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": [
[
99688.4414851257,
54392.599616096,
45295.8418690296,
129368.0689605037,
84106.033827579,
45262.0351329246
],
[
99.688441,
54.3926,
45.295842,
129.368069,
84.106034,
45.262035
],
[
0.717648,
0.391567,
0.32608,
0.599412,
0.440346,
0.269146
],
[
10,
10,
10,
10,
10,
10
],
[
-27911,
-23146,
-31072,
-40870,
-26060,
-51435
],
[
1.751794,
2.132606,
1.53556,
1.676921,
2.408319,
1.344482
],
[
66,
33,
33,
66,
33,
33
],
[
47,
24,
23,
47,
24,
23
],
[
19,
9,
10,
19,
9,
10
],
[
71.212121,
72.727273,
69.69697,
71.212121,
72.727273,
69.69697
],
[
0.708172,
0.799727,
0.667635,
0.677904,
0.90312,
0.584557
],
[
12506,
10532,
12506,
18477,
16616,
18477
],
[
-23599,
-14647,
-23599,
-37271,
-16581,
-37271
],
[
196,
146,
247,
196,
146,
247
],
[
110,
98,
123,
110,
98,
123
],
[
409,
273,
531,
409,
273,
531
],
[
12973,
4818,
8155,
12973,
4818,
8155
],
[
128.376771,
128.605938,
128.376771,
128.376771,
128.605938,
128.376771
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-113591,
417439,
292259,
-114746,
489061,
232596
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736445600000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1758934053016,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 67,
"offset": 0,
"std": 1.09612
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 244,
"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) |
|---|