| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 72952.1787 | 46244.1088 | 26708.0699 | 63881.6109 | 49794.9561 | 14086.6549 |
| Total P&L (%) | 72.9522 | 46.2441 | 26.7081 | 63.8816 | 49.795 | 14.0867 |
| Avg Daily Profit (%) | 0.5252 | 0.3329 | 0.1923 | 0.3562 | 0.2913 | 0.0949 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -47394 | -22041 | -46059 | -61339 | -22433 | -66029 |
| Profit Factor | 1.3826 | 1.5783 | 1.2412 | 1.2912 | 1.5628 | 1.1076 |
| Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
| Winning Trades | 98 | 47 | 51 | 98 | 47 | 51 |
| Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
| Profitability (%) | 62.8205 | 60.2564 | 65.3846 | 62.8205 | 60.2564 | 65.3846 |
| Ratio Avg Win / Avg Loss | 0.8183 | 1.041 | 0.6571 | 0.7642 | 1.0308 | 0.5864 |
| Largest Winning Trade | 11620 | 8863 | 11620 | 11439 | 8713 | 11439 |
| Largest Losing Trade | -36512 | -19526 | -36512 | -47001 | -20457 | -47001 |
| Avg Bars in Trades | 82 | 81 | 84 | 82 | 81 | 84 |
| Avg Bars in Winners | 72 | 73 | 71 | 72 | 73 | 71 |
| Avg Bars in Losers | 101 | 93 | 110 | 101 | 93 | 110 |
| Bars Traded | 12945 | 6343 | 6602 | 12945 | 6343 | 6602 |
| Profit Streak | 133.7065 | 133.7065 | 138.9148 | 133.7065 | 133.7065 | 138.9148 |
| Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 395295 | -25188 | -30342 | 308522 | -25323 | -241252 |
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736446500000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759487237290,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 77,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 245,
"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": [
[
72952.1787164013,
46244.1088014573,
26708.0699149441,
63881.6109306066,
49794.9560776477,
14086.6548529589
],
[
72.952179,
46.244109,
26.70807,
63.881611,
49.794956,
14.086655
],
[
0.525176,
0.332907,
0.192269,
0.35624,
0.291329,
0.094918
],
[
10,
10,
10,
10,
10,
10
],
[
-47394,
-22041,
-46059,
-61339,
-22433,
-66029
],
[
1.382608,
1.578346,
1.24124,
1.291211,
1.56284,
1.107618
],
[
156,
78,
78,
156,
78,
78
],
[
98,
47,
51,
98,
47,
51
],
[
58,
31,
27,
58,
31,
27
],
[
62.820513,
60.25641,
65.384615,
62.820513,
60.25641,
65.384615
],
[
0.818278,
1.041037,
0.657127,
0.764186,
1.030809,
0.586386
],
[
11620,
8863,
11620,
11439,
8713,
11439
],
[
-36512,
-19526,
-36512,
-47001,
-20457,
-47001
],
[
82,
81,
84,
82,
81,
84
],
[
72,
73,
71,
72,
73,
71
],
[
101,
93,
110,
101,
93,
110
],
[
12945,
6343,
6602,
12945,
6343,
6602
],
[
133.70645,
133.70645,
138.914783,
133.70645,
133.70645,
138.914783
],
[
2,
1,
5,
2,
1,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
395295,
-25188,
-30342,
308522,
-25323,
-241252
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736446500000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759487237290,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 77,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 245,
"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) |
|---|