| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 85233.371 | 50469.7163 | 34763.6547 | 89538.3596 | 76971.537 | 12566.8226 |
| Total P&L (%) | 85.2334 | 50.4697 | 34.7637 | 89.5384 | 76.9715 | 12.5668 |
| Avg Daily Profit (%) | 0.6136 | 0.3633 | 0.2503 | 0.4614 | 0.4118 | 0.0853 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -38448 | -30006 | -29387 | -77149 | -27174 | -63342 |
| Profit Factor | 1.343 | 1.4035 | 1.2817 | 1.2492 | 1.49 | 1.0621 |
| Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
| Winning Trades | 112 | 54 | 58 | 112 | 54 | 58 |
| Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
| Profitability (%) | 62.5698 | 60.6742 | 64.4444 | 62.5698 | 60.6742 | 64.4444 |
| Ratio Avg Win / Avg Loss | 0.8034 | 0.9097 | 0.7071 | 0.7473 | 0.9658 | 0.586 |
| Largest Winning Trade | 24545 | 24545 | 10623 | 24317 | 24317 | 17655 |
| Largest Losing Trade | -20392 | -15015 | -20392 | -26236 | -16230 | -26236 |
| Avg Bars in Trades | 71 | 73 | 70 | 71 | 73 | 70 |
| Avg Bars in Winners | 59 | 56 | 62 | 59 | 56 | 62 |
| Avg Bars in Losers | 92 | 100 | 84 | 92 | 100 | 84 |
| Bars Traded | 12850 | 6535 | 6315 | 12850 | 6535 | 6315 |
| Profit Streak | 131.2774 | 0 | 131.3191 | 131.2774 | 0 | 131.3191 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 402826 | 217828 | 154495 | 335349 | 298643 | -318283 |
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736364600000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759328671524,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 61,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 154,
"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": [
[
85233.3710059794,
50469.7163206244,
34763.654685355,
89538.3596444622,
76971.5370051584,
12566.8226393038
],
[
85.233371,
50.469716,
34.763655,
89.53836,
76.971537,
12.566823
],
[
0.613587,
0.363327,
0.25026,
0.461374,
0.411772,
0.085255
],
[
10,
10,
10,
10,
10,
10
],
[
-38448,
-30006,
-29387,
-77149,
-27174,
-63342
],
[
1.342994,
1.403489,
1.281681,
1.249166,
1.490019,
1.062128
],
[
179,
89,
90,
179,
89,
90
],
[
112,
54,
58,
112,
54,
58
],
[
67,
35,
32,
67,
35,
32
],
[
62.569832,
60.674157,
64.444444,
62.569832,
60.674157,
64.444444
],
[
0.803398,
0.909669,
0.707134,
0.747269,
0.965753,
0.586002
],
[
24545,
24545,
10623,
24317,
24317,
17655
],
[
-20392,
-15015,
-20392,
-26236,
-16230,
-26236
],
[
71,
73,
70,
71,
73,
70
],
[
59,
56,
62,
59,
56,
62
],
[
92,
100,
84,
92,
100,
84
],
[
12850,
6535,
6315,
12850,
6535,
6315
],
[
131.277448,
0,
131.319115,
131.277448,
0,
131.319115
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
402826,
217828,
154495,
335349,
298643,
-318283
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736364600000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759328671524,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 61,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 154,
"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) |
|---|