| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 47791.0719 | 33463.8038 | 14327.2681 | 26557.8599 | 35141.3611 | -8583.5012 |
| Total P&L (%) | 47.7911 | 33.4638 | 14.3273 | 26.5579 | 35.1414 | -8.5835 |
| Avg Daily Profit (%) | 0.344 | 0.2409 | 0.1031 | 0.1697 | 0.217 | -0.0646 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -39212 | -27369 | -44998 | -43834 | -23591 | -58716 |
| Profit Factor | 1.2532 | 1.4471 | 1.1258 | 1.1313 | 1.4831 | 0.9337 |
| Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
| Winning Trades | 91 | 45 | 46 | 91 | 45 | 46 |
| Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
| Profitability (%) | 72.8 | 71.4286 | 74.1935 | 72.8 | 71.4286 | 74.1935 |
| Ratio Avg Win / Avg Loss | 0.4682 | 0.5788 | 0.3916 | 0.4227 | 0.5933 | 0.3248 |
| Largest Winning Trade | 8827 | 7674 | 8827 | 7750 | 6970 | 7750 |
| Largest Losing Trade | -31974 | -15712 | -31974 | -34423 | -13581 | -34423 |
| Avg Bars in Trades | 105 | 103 | 106 | 105 | 103 | 106 |
| Avg Bars in Winners | 70 | 70 | 71 | 70 | 70 | 71 |
| Avg Bars in Losers | 196 | 185 | 208 | 196 | 185 | 208 |
| Bars Traded | 13134 | 6510 | 6624 | 13134 | 6510 | 6624 |
| Profit Streak | 143.0159 | 144.2138 | 143.0159 | 143.0159 | 144.2138 | 143.0159 |
| Trades During Streak | 9 | 5 | 4 | 9 | 5 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 315953 | -139786 | -321724 | -70504 | -139621 | -732220 |
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736352000000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759828071705,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 20,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 140,
"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": [
[
47791.0718893203,
33463.8038101521,
14327.2680791681,
26557.8598668462,
35141.3610676576,
-8583.5012008113
],
[
47.791072,
33.463804,
14.327268,
26.55786,
35.141361,
-8.583501
],
[
0.344043,
0.240903,
0.103141,
0.169699,
0.217031,
-0.064585
],
[
10,
10,
10,
10,
10,
10
],
[
-39212,
-27369,
-44998,
-43834,
-23591,
-58716
],
[
1.253181,
1.447093,
1.125772,
1.131292,
1.483131,
0.933741
],
[
125,
63,
62,
125,
63,
62
],
[
91,
45,
46,
91,
45,
46
],
[
34,
18,
16,
34,
18,
16
],
[
72.8,
71.428571,
74.193548,
72.8,
71.428571,
74.193548
],
[
0.468222,
0.578837,
0.391573,
0.42268,
0.593253,
0.32478
],
[
8827,
7674,
8827,
7750,
6970,
7750
],
[
-31974,
-15712,
-31974,
-34423,
-13581,
-34423
],
[
105,
103,
106,
105,
103,
106
],
[
70,
70,
71,
70,
70,
71
],
[
196,
185,
208,
196,
185,
208
],
[
13134,
6510,
6624,
13134,
6510,
6624
],
[
143.015876,
144.213793,
143.015876,
143.015876,
144.213793,
143.015876
],
[
9,
5,
4,
9,
5,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
315953,
-139786,
-321724,
-70504,
-139621,
-732220
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736352000000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759828071705,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 20,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 140,
"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) |
|---|