| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 108516.9569 | 80253.5148 | 28263.4421 | 97532.6353 | 117678.9702 | -20146.335 |
| Total P&L (%) | 108.517 | 80.2535 | 28.2634 | 97.5326 | 117.679 | -20.1463 |
| Avg Daily Profit (%) | 0.2718 | 0.201 | 0.0708 | 0.1706 | 0.195 | -0.0563 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -74102 | -39453 | -60208 | -247869 | -143504 | -196727 |
| Profit Factor | 1.5883 | 2.0852 | 1.2558 | 1.1768 | 1.5098 | 0.9372 |
| Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
| Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
| Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
| Profitability (%) | 48 | 44.7368 | 51.3514 | 48 | 44.7368 | 51.3514 |
| Ratio Avg Win / Avg Loss | 1.7207 | 2.5758 | 1.1897 | 1.2748 | 1.8651 | 0.8879 |
| Largest Winning Trade | 41616 | 41616 | 33097 | 116536 | 116536 | 102305 |
| Largest Losing Trade | -22441 | -13493 | -22441 | -69828 | -48928 | -69828 |
| Avg Bars in Trades | 239 | 98 | 384 | 239 | 98 | 384 |
| Avg Bars in Winners | 384 | 123 | 616 | 384 | 123 | 616 |
| Avg Bars in Losers | 106 | 78 | 138 | 106 | 78 | 138 |
| Bars Traded | 17965 | 3752 | 14212 | 17965 | 3752 | 14212 |
| Profit Streak | 151.7506 | 156.2922 | 0 | 151.7506 | 156.2922 | 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 | -51243 | 330552 | -102657 | -81132 | 275165 | -581551 |
{
"trading_pair": "EOS_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 19167,
"evaluation_days": 399.31,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714150800000,
"last_datapoint_time": 1748226600000,
"evaluation_time": 1759867249495,
"expiration_time": 1753194686400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 73,
"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": [
[
108516.9569135559,
80253.5148323992,
28263.4420811567,
97532.6352847718,
117678.9702487338,
-20146.3349639622
],
[
108.516957,
80.253515,
28.263442,
97.532635,
117.67897,
-20.146335
],
[
0.271761,
0.20098,
0.070781,
0.170623,
0.194989,
-0.056325
],
[
10,
10,
10,
10,
10,
10
],
[
-74102,
-39453,
-60208,
-247869,
-143504,
-196727
],
[
1.588324,
2.085203,
1.255781,
1.176782,
1.50984,
0.937219
],
[
75,
38,
37,
75,
38,
37
],
[
36,
17,
19,
36,
17,
19
],
[
39,
21,
18,
39,
21,
18
],
[
48,
44.736842,
51.351351,
48,
44.736842,
51.351351
],
[
1.720684,
2.575838,
1.189687,
1.274847,
1.865097,
0.887891
],
[
41616,
41616,
33097,
116536,
116536,
102305
],
[
-22441,
-13493,
-22441,
-69828,
-48928,
-69828
],
[
239,
98,
384,
239,
98,
384
],
[
384,
123,
616,
384,
123,
616
],
[
106,
78,
138,
106,
78,
138
],
[
17965,
3752,
14212,
17965,
3752,
14212
],
[
151.750573,
156.292239,
0,
151.750573,
156.29224,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-51243,
330552,
-102657,
-81132,
275165,
-581551
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 19167,
"evaluation_days": 399.31,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714150800000,
"last_datapoint_time": 1748226600000,
"evaluation_time": 1759867249495,
"expiration_time": 1753194686400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 73,
"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) |
|---|