| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 47464.1504 | 29713.0947 | 17751.0557 | 29907.3307 | 30357.7145 | -450.3838 |
| Total P&L (%) | 47.4642 | 29.7131 | 17.7511 | 29.9073 | 30.3577 | -0.4504 |
| Avg Daily Profit (%) | 0.3417 | 0.2139 | 0.1278 | 0.1885 | 0.191 | -0.0033 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -36390 | -26740 | -40978 | -40135 | -24144 | -48129 |
| Profit Factor | 1.2959 | 1.4764 | 1.181 | 1.1813 | 1.5222 | 0.9958 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
| Losing Trades | 26 | 17 | 9 | 26 | 17 | 9 |
| Profitability (%) | 69.7674 | 60.4651 | 79.0698 | 69.7674 | 60.4651 | 79.0698 |
| Ratio Avg Win / Avg Loss | 0.5615 | 0.9653 | 0.3126 | 0.5119 | 0.9953 | 0.2636 |
| Largest Winning Trade | 11812 | 6990 | 11812 | 9624 | 6943 | 9624 |
| Largest Losing Trade | -33339 | -19211 | -33339 | -35605 | -17596 | -35605 |
| Avg Bars in Trades | 151 | 148 | 153 | 151 | 148 | 153 |
| Avg Bars in Winners | 106 | 108 | 104 | 106 | 108 | 104 |
| Avg Bars in Losers | 254 | 209 | 337 | 254 | 209 | 337 |
| Bars Traded | 12997 | 6391 | 6606 | 12997 | 6391 | 6606 |
| Profit Streak | 132.5216 | 132.5216 | 139.5737 | 132.5216 | 132.5216 | 139.5737 |
| Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 302534 | 182727 | -50406 | -15639 | 187829 | -577325 |
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736449200000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759043763798,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 226,
"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": [
[
47464.1504438724,
29713.094695325,
17751.0557485474,
29907.3307071775,
30357.7145411112,
-450.3838339337
],
[
47.46415,
29.713095,
17.751056,
29.907331,
30.357715,
-0.450384
],
[
0.34169,
0.213902,
0.127788,
0.188538,
0.191034,
-0.00325
],
[
10,
10,
10,
10,
10,
10
],
[
-36390,
-26740,
-40978,
-40135,
-24144,
-48129
],
[
1.295874,
1.476401,
1.181041,
1.181284,
1.522197,
0.995785
],
[
86,
43,
43,
86,
43,
43
],
[
60,
26,
34,
60,
26,
34
],
[
26,
17,
9,
26,
17,
9
],
[
69.767442,
60.465116,
79.069767,
69.767442,
60.465116,
79.069767
],
[
0.561545,
0.965339,
0.312628,
0.51189,
0.995283,
0.26359
],
[
11812,
6990,
11812,
9624,
6943,
9624
],
[
-33339,
-19211,
-33339,
-35605,
-17596,
-35605
],
[
151,
148,
153,
151,
148,
153
],
[
106,
108,
104,
106,
108,
104
],
[
254,
209,
337,
254,
209,
337
],
[
12997,
6391,
6606,
12997,
6391,
6606
],
[
132.521572,
132.521572,
139.573655,
132.521572,
132.521572,
139.573655
],
[
6,
3,
5,
6,
3,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
302534,
182727,
-50406,
-15639,
187829,
-577325
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736449200000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759043763798,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 226,
"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) |
|---|