| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 83513.7539 | 49774.8111 | 33738.9428 | 71205.1536 | 55627.6182 | 15577.5354 |
| Total P&L (%) | 83.5138 | 49.7748 | 33.7389 | 71.2052 | 55.6276 | 15.5775 |
| Avg Daily Profit (%) | 0.6012 | 0.3583 | 0.2429 | 0.3878 | 0.3189 | 0.1043 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -54564 | -21915 | -56757 | -65932 | -20539 | -68174 |
| Profit Factor | 1.4627 | 1.7627 | 1.2928 | 1.3398 | 1.7937 | 1.1117 |
| Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
| Winning Trades | 80 | 39 | 41 | 80 | 39 | 41 |
| Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
| Profitability (%) | 75.4717 | 73.5849 | 77.3585 | 75.4717 | 73.5849 | 77.3585 |
| Ratio Avg Win / Avg Loss | 0.4754 | 0.6328 | 0.3784 | 0.4354 | 0.6439 | 0.3254 |
| Largest Winning Trade | 10837 | 8497 | 10837 | 13247 | 7659 | 13247 |
| Largest Losing Trade | -42119 | -15768 | -42119 | -47922 | -14954 | -47922 |
| Avg Bars in Trades | 122 | 118 | 126 | 122 | 118 | 126 |
| Avg Bars in Winners | 92 | 88 | 97 | 92 | 88 | 97 |
| Avg Bars in Losers | 213 | 204 | 225 | 213 | 204 | 225 |
| Bars Traded | 12994 | 6303 | 6691 | 12994 | 6303 | 6691 |
| Profit Streak | 0 | 0 | 137.826 | 0 | 0 | 137.826 |
| Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 451506 | -170593 | -173261 | 358829 | -170475 | -339760 |
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736383500000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1758877469631,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 53,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 108,
"offset": 67
}
}
} {
"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": [
[
83513.7539281178,
49774.8110830021,
33738.9428451157,
71205.153569484,
55627.6181915434,
15577.5353779406
],
[
83.513754,
49.774811,
33.738943,
71.205154,
55.627618,
15.577535
],
[
0.601208,
0.358324,
0.242883,
0.38783,
0.318912,
0.104274
],
[
10,
10,
10,
10,
10,
10
],
[
-54564,
-21915,
-56757,
-65932,
-20539,
-68174
],
[
1.462671,
1.762698,
1.292766,
1.339844,
1.79372,
1.111716
],
[
106,
53,
53,
106,
53,
53
],
[
80,
39,
41,
80,
39,
41
],
[
26,
14,
12,
26,
14,
12
],
[
75.471698,
73.584906,
77.358491,
75.471698,
73.584906,
77.358491
],
[
0.475368,
0.632763,
0.378371,
0.435449,
0.6439,
0.32538
],
[
10837,
8497,
10837,
13247,
7659,
13247
],
[
-42119,
-15768,
-42119,
-47922,
-14954,
-47922
],
[
122,
118,
126,
122,
118,
126
],
[
92,
88,
97,
92,
88,
97
],
[
213,
204,
225,
213,
204,
225
],
[
12994,
6303,
6691,
12994,
6303,
6691
],
[
0,
0,
137.826037,
0,
0,
137.826037
],
[
0,
0,
6,
0,
0,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
451506,
-170593,
-173261,
358829,
-170475,
-339760
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736383500000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1758877469631,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 53,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 108,
"offset": 67
}
}
}
| # | 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) |
|---|