| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 48040.9589 | 28775.7972 | 19265.1618 | 34583.1228 | 30704.3734 | 3878.7494 |
| Total P&L (%) | 48.041 | 28.7758 | 19.2652 | 34.5831 | 30.7044 | 3.8787 |
| Avg Daily Profit (%) | 0.3458 | 0.2072 | 0.1387 | 0.214 | 0.1929 | 0.0274 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -28272 | -38898 | -32273 | -42043 | -42753 | -39785 |
| Profit Factor | 1.3019 | 1.4047 | 1.2189 | 1.1855 | 1.4026 | 1.0352 |
| Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
| Winning Trades | 92 | 43 | 49 | 92 | 43 | 49 |
| Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
| Profitability (%) | 75.4098 | 70.4918 | 80.3279 | 75.4098 | 70.4918 | 80.3279 |
| Ratio Avg Win / Avg Loss | 0.4245 | 0.588 | 0.2985 | 0.3866 | 0.5872 | 0.2535 |
| Largest Winning Trade | 6645 | 5962 | 6645 | 6589 | 6589 | 6577 |
| Largest Losing Trade | -27609 | -20617 | -27609 | -39785 | -22593 | -39785 |
| Avg Bars in Trades | 106 | 111 | 101 | 106 | 111 | 101 |
| Avg Bars in Winners | 61 | 63 | 60 | 61 | 63 | 60 |
| Avg Bars in Losers | 243 | 227 | 267 | 243 | 227 | 267 |
| Bars Traded | 12993 | 6811 | 6182 | 12993 | 6811 | 6182 |
| Profit Streak | 127.4181 | 127.4181 | 137.7723 | 127.4181 | 127.4181 | 137.7723 |
| Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 334374 | -156326 | -175471 | -9593 | -156289 | -663640 |
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736385300000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1758979924503,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 52,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 177,
"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": [
[
48040.9589329639,
28775.7971586112,
19265.1617743528,
34583.1228249392,
30704.3734088966,
3878.7494160426
],
[
48.040959,
28.775797,
19.265162,
34.583123,
30.704373,
3.878749
],
[
0.345842,
0.207154,
0.138688,
0.214045,
0.192949,
0.027399
],
[
10,
10,
10,
10,
10,
10
],
[
-28272,
-38898,
-32273,
-42043,
-42753,
-39785
],
[
1.301941,
1.404724,
1.218905,
1.185513,
1.402642,
1.03521
],
[
122,
61,
61,
122,
61,
61
],
[
92,
43,
49,
92,
43,
49
],
[
30,
18,
12,
30,
18,
12
],
[
75.409836,
70.491803,
80.327869,
75.409836,
70.491803,
80.327869
],
[
0.424546,
0.588024,
0.298507,
0.38658,
0.587153,
0.253521
],
[
6645,
5962,
6645,
6589,
6589,
6577
],
[
-27609,
-20617,
-27609,
-39785,
-22593,
-39785
],
[
106,
111,
101,
106,
111,
101
],
[
61,
63,
60,
61,
63,
60
],
[
243,
227,
267,
243,
227,
267
],
[
12993,
6811,
6182,
12993,
6811,
6182
],
[
127.418108,
127.418108,
137.772274,
127.418108,
127.418108,
137.772274
],
[
4,
2,
5,
4,
2,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
334374,
-156326,
-175471,
-9593,
-156289,
-663640
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736385300000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1758979924503,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 52,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 177,
"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) |
|---|