| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 59853.1215 | 37027.1731 | 22825.9484 | 39413.5983 | 28410.1819 | 11003.4163 |
| Total P&L (%) | 59.8531 | 37.0272 | 22.8259 | 39.4136 | 28.4102 | 11.0034 |
| Avg Daily Profit (%) | 0.4309 | 0.2666 | 0.1643 | 0.2395 | 0.1802 | 0.0752 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -57875 | -29668 | -54194 | -56233 | -29566 | -46465 |
| Profit Factor | 1.3448 | 1.5985 | 1.2043 | 1.2472 | 1.5006 | 1.1072 |
| Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
| Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
| Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
| Profitability (%) | 74.2268 | 71.4286 | 77.0833 | 74.2268 | 71.4286 | 77.0833 |
| Ratio Avg Win / Avg Loss | 0.4669 | 0.6394 | 0.358 | 0.4331 | 0.6002 | 0.3292 |
| Largest Winning Trade | 12961 | 12961 | 12226 | 10573 | 8118 | 10573 |
| Largest Losing Trade | -40393 | -16932 | -40393 | -33592 | -16019 | -33592 |
| Avg Bars in Trades | 132 | 128 | 136 | 132 | 128 | 136 |
| Avg Bars in Winners | 103 | 102 | 103 | 103 | 102 | 103 |
| Avg Bars in Losers | 217 | 193 | 247 | 217 | 193 | 247 |
| Bars Traded | 12864 | 6307 | 6558 | 12864 | 6307 | 6558 |
| Profit Streak | 0 | 0 | 152.5014 | 0 | 0 | 152.5014 |
| Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 342147 | 253349 | 123633 | 204278 | 177661 | -328139 |
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736496000000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759982517751,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 108,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 172,
"offset": 116
}
}
} {
"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": [
[
59853.1215437259,
37027.173149644,
22825.9483940819,
39413.5982542945,
28410.1819242866,
11003.416330008
],
[
59.853122,
37.027173,
22.825948,
39.413598,
28.410182,
11.003416
],
[
0.430877,
0.266555,
0.164322,
0.239488,
0.180178,
0.075178
],
[
10,
10,
10,
10,
10,
10
],
[
-57875,
-29668,
-54194,
-56233,
-29566,
-46465
],
[
1.344757,
1.598483,
1.204275,
1.247229,
1.500587,
1.107175
],
[
97,
49,
48,
97,
49,
48
],
[
72,
35,
37,
72,
35,
37
],
[
25,
14,
11,
25,
14,
11
],
[
74.226804,
71.428571,
77.083333,
74.226804,
71.428571,
77.083333
],
[
0.466929,
0.639393,
0.358028,
0.433065,
0.600235,
0.32916
],
[
12961,
12961,
12226,
10573,
8118,
10573
],
[
-40393,
-16932,
-40393,
-33592,
-16019,
-33592
],
[
132,
128,
136,
132,
128,
136
],
[
103,
102,
103,
103,
102,
103
],
[
217,
193,
247,
217,
193,
247
],
[
12864,
6307,
6558,
12864,
6307,
6558
],
[
0,
0,
152.501363,
0,
0,
152.501363
],
[
0,
0,
7,
0,
0,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
342147,
253349,
123633,
204278,
177661,
-328139
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736496000000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759982517751,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 108,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 172,
"offset": 116
}
}
}
| # | 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) |
|---|