| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 101720.9281 | 56804.4407 | 44916.4874 | 118368.404 | 85754.148 | 32614.256 |
| Total P&L (%) | 101.7209 | 56.8044 | 44.9165 | 118.3684 | 85.7541 | 32.6143 |
| Avg Daily Profit (%) | 0.7323 | 0.4089 | 0.3234 | 0.5638 | 0.4468 | 0.2034 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -36746 | -25113 | -33914 | -56106 | -21346 | -58238 |
| Profit Factor | 1.5446 | 1.7341 | 1.4106 | 1.4653 | 1.9535 | 1.1983 |
| Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
| Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
| Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
| Profitability (%) | 73.8462 | 70.7692 | 76.9231 | 73.8462 | 70.7692 | 76.9231 |
| Ratio Avg Win / Avg Loss | 0.5471 | 0.7162 | 0.4232 | 0.519 | 0.8069 | 0.3595 |
| Largest Winning Trade | 14888 | 14888 | 9437 | 20167 | 20167 | 15839 |
| Largest Losing Trade | -26661 | -16307 | -26661 | -56106 | -13709 | -56106 |
| Avg Bars in Trades | 99 | 98 | 101 | 99 | 98 | 101 |
| Avg Bars in Winners | 75 | 71 | 78 | 75 | 71 | 78 |
| Avg Bars in Losers | 169 | 163 | 176 | 169 | 163 | 176 |
| Bars Traded | 12979 | 6394 | 6585 | 12979 | 6394 | 6585 |
| Profit Streak | 0 | 0 | 132.3053 | 0 | 0 | 132.3053 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 504537 | -121732 | -122637 | 435262 | -120106 | -127863 |
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736375400000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1758900874194,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 166,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 207,
"offset": 0,
"std": 2.29998
}
}
}
{
"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": [
[
101720.9281169479,
56804.4407329014,
44916.4873840465,
118368.4040352605,
85754.148001921,
32614.2560333395
],
[
101.720928,
56.804441,
44.916487,
118.368404,
85.754148,
32.614256
],
[
0.732279,
0.40893,
0.32335,
0.563828,
0.44679,
0.203413
],
[
10,
10,
10,
10,
10,
10
],
[
-36746,
-25113,
-33914,
-56106,
-21346,
-58238
],
[
1.544635,
1.734075,
1.410621,
1.465347,
1.953526,
1.198345
],
[
130,
65,
65,
130,
65,
65
],
[
96,
46,
50,
96,
46,
50
],
[
34,
19,
15,
34,
19,
15
],
[
73.846154,
70.769231,
76.923077,
73.846154,
70.769231,
76.923077
],
[
0.547058,
0.716248,
0.423186,
0.518977,
0.806891,
0.359503
],
[
14888,
14888,
9437,
20167,
20167,
15839
],
[
-26661,
-16307,
-26661,
-56106,
-13709,
-56106
],
[
99,
98,
101,
99,
98,
101
],
[
75,
71,
78,
75,
71,
78
],
[
169,
163,
176,
169,
163,
176
],
[
12979,
6394,
6585,
12979,
6394,
6585
],
[
0,
0,
132.305257,
0,
0,
132.305257
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
504537,
-121732,
-122637,
435262,
-120106,
-127863
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736375400000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1758900874194,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 166,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 207,
"offset": 0,
"std": 2.29998
}
}
}
| # | 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) |
|---|