| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 59724.5035 | 42301.9316 | 17422.5719 | 49820.0613 | 39839.235 | 9980.8262 |
| Total P&L (%) | 59.7245 | 42.3019 | 17.4226 | 49.8201 | 39.8392 | 9.9808 |
| Avg Daily Profit (%) | 0.43 | 0.3045 | 0.1254 | 0.2915 | 0.2417 | 0.0685 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -21454 | -33635 | -9901 | -32837 | -40121 | -17599 |
| Profit Factor | 1.4375 | 1.4305 | 1.4554 | 1.3036 | 1.3476 | 1.2017 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
| Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
| Profitability (%) | 52.8736 | 53.4884 | 52.2727 | 52.8736 | 53.4884 | 52.2727 |
| Ratio Avg Win / Avg Loss | 1.2812 | 1.2439 | 1.3288 | 1.1619 | 1.1718 | 1.0972 |
| Largest Winning Trade | 41681 | 41681 | 7362 | 43160 | 43160 | 7952 |
| Largest Losing Trade | -17522 | -17522 | -8617 | -22749 | -22749 | -14445 |
| Avg Bars in Trades | 135 | 241 | 31 | 135 | 241 | 31 |
| Avg Bars in Winners | 111 | 190 | 33 | 111 | 190 | 33 |
| Avg Bars in Losers | 161 | 299 | 29 | 161 | 299 | 29 |
| Bars Traded | 11757 | 10367 | 1390 | 11757 | 10367 | 1390 |
| Profit Streak | 143.6347 | 0 | 151.2388 | 143.6347 | 0 | 151.2388 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 331956 | 219603 | -34003 | 235977 | 174151 | -268606 |
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736361000000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759833836307,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 54,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 150,
"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": [
[
59724.5035366335,
42301.9315941533,
17422.5719424802,
49820.0612575235,
39839.2350173975,
9980.826240126
],
[
59.724504,
42.301932,
17.422572,
49.820061,
39.839235,
9.980826
],
[
0.429951,
0.304528,
0.125423,
0.29145,
0.241688,
0.068511
],
[
10,
10,
10,
10,
10,
10
],
[
-21454,
-33635,
-9901,
-32837,
-40121,
-17599
],
[
1.43748,
1.430511,
1.455376,
1.303628,
1.347615,
1.201735
],
[
87,
43,
44,
87,
43,
44
],
[
46,
23,
23,
46,
23,
23
],
[
41,
20,
21,
41,
20,
21
],
[
52.873563,
53.488372,
52.272727,
52.873563,
53.488372,
52.272727
],
[
1.281232,
1.243923,
1.328822,
1.16193,
1.171839,
1.097236
],
[
41681,
41681,
7362,
43160,
43160,
7952
],
[
-17522,
-17522,
-8617,
-22749,
-22749,
-14445
],
[
135,
241,
31,
135,
241,
31
],
[
111,
190,
33,
111,
190,
33
],
[
161,
299,
29,
161,
299,
29
],
[
11757,
10367,
1390,
11757,
10367,
1390
],
[
143.634679,
0,
151.238846,
143.634679,
0,
151.238846
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
331956,
219603,
-34003,
235977,
174151,
-268606
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736361000000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759833836307,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 54,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 150,
"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) |
|---|