| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 61835.0986 | 37883.9488 | 23951.1499 | 42860.9935 | 39194.3491 | 3666.6444 |
| Total P&L (%) | 61.8351 | 37.8839 | 23.9512 | 42.861 | 39.1943 | 3.6666 |
| Avg Daily Profit (%) | 0.4451 | 0.2727 | 0.1724 | 0.2571 | 0.2384 | 0.0259 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -42246 | -28232 | -47491 | -52860 | -26092 | -64109 |
| Profit Factor | 1.2815 | 1.4347 | 1.1807 | 1.1754 | 1.4274 | 1.024 |
| Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
| Winning Trades | 194 | 96 | 98 | 194 | 96 | 98 |
| Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
| Profitability (%) | 79.5082 | 78.6885 | 80.3279 | 79.5082 | 78.6885 | 80.3279 |
| Ratio Avg Win / Avg Loss | 0.3303 | 0.3886 | 0.2892 | 0.3029 | 0.3866 | 0.2508 |
| Largest Winning Trade | 8357 | 7056 | 8357 | 10045 | 8676 | 10045 |
| Largest Losing Trade | -35248 | -16897 | -35248 | -40654 | -15382 | -40654 |
| Avg Bars in Trades | 53 | 51 | 54 | 53 | 51 | 54 |
| Avg Bars in Winners | 29 | 29 | 29 | 29 | 29 | 29 |
| Avg Bars in Losers | 146 | 136 | 157 | 146 | 136 | 157 |
| Bars Traded | 13020 | 6342 | 6678 | 13020 | 6342 | 6678 |
| Profit Streak | 130.3418 | 130.3418 | 141.4564 | 130.3418 | 130.3418 | 141.4564 |
| Trades During Streak | 4 | 2 | 15 | 4 | 2 | 15 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 438514 | 288615 | -16379 | -18386 | 280641 | -515907 |
{
"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": 1759178530142,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 157,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 146,
"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": [
[
61835.0986435844,
37883.9487520161,
23951.1498915683,
42860.9934847812,
39194.3491077674,
3666.6443770137
],
[
61.835099,
37.883949,
23.95115,
42.860993,
39.194349,
3.666644
],
[
0.445145,
0.272723,
0.172422,
0.257116,
0.238352,
0.025927
],
[
10,
10,
10,
10,
10,
10
],
[
-42246,
-28232,
-47491,
-52860,
-26092,
-64109
],
[
1.281477,
1.434656,
1.180733,
1.175419,
1.427421,
1.024022
],
[
244,
122,
122,
244,
122,
122
],
[
194,
96,
98,
194,
96,
98
],
[
50,
26,
24,
50,
26,
24
],
[
79.508197,
78.688525,
80.327869,
79.508197,
78.688525,
80.327869
],
[
0.330277,
0.388553,
0.289159,
0.302943,
0.386593,
0.250781
],
[
8357,
7056,
8357,
10045,
8676,
10045
],
[
-35248,
-16897,
-35248,
-40654,
-15382,
-40654
],
[
53,
51,
54,
53,
51,
54
],
[
29,
29,
29,
29,
29,
29
],
[
146,
136,
157,
146,
136,
157
],
[
13020,
6342,
6678,
13020,
6342,
6678
],
[
130.341784,
130.341784,
141.456367,
130.341784,
130.341784,
141.456367
],
[
4,
2,
15,
4,
2,
15
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
438514,
288615,
-16379,
-18386,
280641,
-515907
]
]
}
{
"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": 1759178530142,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 157,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 146,
"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) |
|---|