| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 63737.1507 | 43497.7331 | 20239.4176 | 47056.594 | 41282.2276 | 5774.3664 |
| Total P&L (%) | 63.7372 | 43.4977 | 20.2394 | 47.0566 | 41.2822 | 5.7744 |
| Avg Daily Profit (%) | 0.4588 | 0.3131 | 0.1457 | 0.278 | 0.2491 | 0.0404 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -45102 | -36316 | -41854 | -42082 | -30639 | -43327 |
| Profit Factor | 1.326 | 1.5471 | 1.1744 | 1.2608 | 1.6046 | 1.0515 |
| Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
| Winning Trades | 78 | 41 | 37 | 78 | 41 | 37 |
| Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
| Profitability (%) | 70.2703 | 73.2143 | 67.2727 | 70.2703 | 73.2143 | 67.2727 |
| Ratio Avg Win / Avg Loss | 0.561 | 0.566 | 0.5714 | 0.5334 | 0.587 | 0.5115 |
| Largest Winning Trade | 11214 | 11108 | 11214 | 10787 | 8746 | 10787 |
| Largest Losing Trade | -32261 | -23346 | -32261 | -29998 | -19813 | -29998 |
| Avg Bars in Trades | 118 | 114 | 122 | 118 | 114 | 122 |
| Avg Bars in Winners | 89 | 91 | 88 | 89 | 91 | 88 |
| Avg Bars in Losers | 184 | 174 | 193 | 184 | 174 | 193 |
| Bars Traded | 13117 | 6384 | 6733 | 13117 | 6384 | 6733 |
| Profit Streak | 152.5868 | 159.9827 | 152.5868 | 152.5868 | 159.9827 | 152.5868 |
| Trades During Streak | 13 | 9 | 6 | 13 | 9 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 397721 | -170694 | -213725 | 285356 | -171106 | -648401 |
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736367300000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1760153701493,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 83,
"offset": 0
}
},
"second_band": {
"type": "alma",
"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": [
[
63737.1506518407,
43497.733063964,
20239.4175878767,
47056.5939537173,
41282.2276000959,
5774.3663536214
],
[
63.737151,
43.497733,
20.239418,
47.056594,
41.282228,
5.774366
],
[
0.458838,
0.313136,
0.145702,
0.27801,
0.249096,
0.040421
],
[
10,
10,
10,
10,
10,
10
],
[
-45102,
-36316,
-41854,
-42082,
-30639,
-43327
],
[
1.325969,
1.547077,
1.174445,
1.260796,
1.604567,
1.051488
],
[
111,
56,
55,
111,
56,
55
],
[
78,
41,
37,
78,
41,
37
],
[
33,
15,
18,
33,
15,
18
],
[
70.27027,
73.214286,
67.272727,
70.27027,
73.214286,
67.272727
],
[
0.560987,
0.566004,
0.571352,
0.533414,
0.587037,
0.511535
],
[
11214,
11108,
11214,
10787,
8746,
10787
],
[
-32261,
-23346,
-32261,
-29998,
-19813,
-29998
],
[
118,
114,
122,
118,
114,
122
],
[
89,
91,
88,
89,
91,
88
],
[
184,
174,
193,
184,
174,
193
],
[
13117,
6384,
6733,
13117,
6384,
6733
],
[
152.586823,
159.982656,
152.586823,
152.586823,
159.982656,
152.586823
],
[
13,
9,
6,
13,
9,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
397721,
-170694,
-213725,
285356,
-171106,
-648401
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736367300000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1760153701493,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 83,
"offset": 0
}
},
"second_band": {
"type": "alma",
"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) |
|---|