| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 82681.8866 | 48665.5369 | 34016.3496 | 81883.0568 | 76046.3473 | 5836.7095 |
| Total P&L (%) | 82.6819 | 48.6655 | 34.0164 | 81.8831 | 76.0463 | 5.8367 |
| Avg Daily Profit (%) | 0.5952 | 0.3503 | 0.2449 | 0.4316 | 0.408 | 0.0408 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -42029 | -29733 | -27639 | -73843 | -25792 | -61413 |
| Profit Factor | 1.4463 | 1.4963 | 1.39 | 1.3272 | 1.7217 | 1.0403 |
| Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
| Winning Trades | 90 | 40 | 50 | 90 | 40 | 50 |
| Losing Trades | 31 | 20 | 11 | 31 | 20 | 11 |
| Profitability (%) | 74.3802 | 66.6667 | 81.9672 | 74.3802 | 66.6667 | 81.9672 |
| Ratio Avg Win / Avg Loss | 0.4982 | 0.7481 | 0.3058 | 0.4571 | 0.8608 | 0.2289 |
| Largest Winning Trade | 30057 | 30057 | 9096 | 30671 | 30671 | 12072 |
| Largest Losing Trade | -26302 | -19702 | -26302 | -58539 | -16694 | -58539 |
| Avg Bars in Trades | 105 | 128 | 82 | 105 | 128 | 82 |
| Avg Bars in Winners | 58 | 57 | 58 | 58 | 57 | 58 |
| Avg Bars in Losers | 242 | 270 | 192 | 242 | 270 | 192 |
| Bars Traded | 12784 | 7721 | 5062 | 12784 | 7721 | 5062 |
| Profit Streak | 126.6003 | 126.6003 | 138.0482 | 126.6003 | 126.6003 | 138.0482 |
| Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 491016 | -161163 | -153748 | 414461 | -158350 | -639973 |
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736402400000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1758876864128,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 39,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 196,
"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": [
[
82681.8865704417,
48665.5369298433,
34016.3496405984,
81883.0567906082,
76046.3472600596,
5836.7095305487
],
[
82.681887,
48.665537,
34.01635,
81.883057,
76.046347,
5.83671
],
[
0.595219,
0.350339,
0.24488,
0.431563,
0.407984,
0.040846
],
[
10,
10,
10,
10,
10,
10
],
[
-42029,
-29733,
-27639,
-73843,
-25792,
-61413
],
[
1.446266,
1.49628,
1.390032,
1.327175,
1.721699,
1.040281
],
[
121,
60,
61,
121,
60,
61
],
[
90,
40,
50,
90,
40,
50
],
[
31,
20,
11,
31,
20,
11
],
[
74.380165,
66.666667,
81.967213,
74.380165,
66.666667,
81.967213
],
[
0.498158,
0.74814,
0.305807,
0.457138,
0.860849,
0.228862
],
[
30057,
30057,
9096,
30671,
30671,
12072
],
[
-26302,
-19702,
-26302,
-58539,
-16694,
-58539
],
[
105,
128,
82,
105,
128,
82
],
[
58,
57,
58,
58,
57,
58
],
[
242,
270,
192,
242,
270,
192
],
[
12784,
7721,
5062,
12784,
7721,
5062
],
[
126.600279,
126.600279,
138.048196,
126.600279,
126.600279,
138.048196
],
[
3,
1,
5,
3,
1,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
491016,
-161163,
-153748,
414461,
-158350,
-639973
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736402400000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1758876864128,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 39,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 196,
"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) |
|---|