| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 187255.7119 | 132752.1223 | 54503.5896 | 166413.3817 | 94297.0807 | 72116.301 |
| Total P&L (%) | 187.2557 | 132.7521 | 54.5036 | 166.4134 | 94.2971 | 72.1163 |
| Avg Daily Profit (%) | 0.2035 | 0.1443 | 0.0592 | 0.1066 | 0.0722 | 0.059 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -80069 | -61918 | -60691 | -267029 | -206548 | -115883 |
| Profit Factor | 1.249 | 1.3511 | 1.1458 | 1.1151 | 1.1271 | 1.1024 |
| Total Trades | 426 | 213 | 213 | 426 | 213 | 213 |
| Winning Trades | 191 | 100 | 91 | 191 | 100 | 91 |
| Losing Trades | 235 | 113 | 122 | 235 | 113 | 122 |
| Profitability (%) | 44.8357 | 46.9484 | 42.723 | 44.8357 | 46.9484 | 42.723 |
| Ratio Avg Win / Avg Loss | 1.5368 | 1.5268 | 1.5361 | 1.372 | 1.2736 | 1.478 |
| Largest Winning Trade | 68283 | 68283 | 31794 | 141196 | 141196 | 69675 |
| Largest Losing Trade | -19490 | -19490 | -16380 | -68071 | -42778 | -68071 |
| Avg Bars in Trades | 51 | 50 | 51 | 51 | 50 | 51 |
| Avg Bars in Winners | 65 | 64 | 65 | 65 | 64 | 65 |
| Avg Bars in Losers | 40 | 38 | 41 | 40 | 38 | 41 |
| Bars Traded | 21828 | 10833 | 10995 | 21828 | 10833 | 10995 |
| Profit Streak | 134.6187 | 135.1604 | 0 | 134.6187 | 135.1604 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 335593 | 36726 | -176155 | -143872 | -177296 | -224211 |
{
"trading_pair": "EOS_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 22082,
"evaluation_days": 920.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669244400000,
"last_datapoint_time": 1748224800000,
"evaluation_time": 1759495858983,
"expiration_time": 1753948454400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 143,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 144,
"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": [
[
187255.7119048121,
132752.1223429253,
54503.5895618865,
166413.3817106791,
94297.0807434509,
72116.3009672281
],
[
187.255712,
132.752122,
54.50359,
166.413382,
94.297081,
72.116301
],
[
0.203521,
0.144283,
0.059238,
0.106556,
0.072217,
0.059034
],
[
10,
10,
10,
10,
10,
10
],
[
-80069,
-61918,
-60691,
-267029,
-206548,
-115883
],
[
1.249042,
1.351107,
1.145806,
1.11509,
1.127096,
1.102437
],
[
426,
213,
213,
426,
213,
213
],
[
191,
100,
91,
191,
100,
91
],
[
235,
113,
122,
235,
113,
122
],
[
44.835681,
46.948357,
42.723005,
44.835681,
46.948357,
42.723005
],
[
1.536779,
1.526751,
1.536136,
1.371969,
1.273618,
1.477993
],
[
68283,
68283,
31794,
141196,
141196,
69675
],
[
-19490,
-19490,
-16380,
-68071,
-42778,
-68071
],
[
51,
50,
51,
51,
50,
51
],
[
65,
64,
65,
65,
64,
65
],
[
40,
38,
41,
40,
38,
41
],
[
21828,
10833,
10995,
21828,
10833,
10995
],
[
134.618738,
135.160405,
0,
134.618738,
135.160405,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
335593,
36726,
-176155,
-143872,
-177296,
-224211
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 22082,
"evaluation_days": 920.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669244400000,
"last_datapoint_time": 1748224800000,
"evaluation_time": 1759495858983,
"expiration_time": 1753948454400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 143,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 144,
"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) |
|---|