| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 89038.5948 | 52295.2251 | 36743.3697 | 91081.0648 | 70695.6128 | 20385.452 |
| Total P&L (%) | 89.0386 | 52.2952 | 36.7434 | 91.0811 | 70.6956 | 20.3855 |
| Avg Daily Profit (%) | 0.641 | 0.3765 | 0.2645 | 0.4672 | 0.3857 | 0.1336 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -46993 | -24928 | -30937 | -45441 | -24761 | -53633 |
| Profit Factor | 1.4077 | 1.5407 | 1.3019 | 1.3452 | 1.7047 | 1.1247 |
| Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
| Winning Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
| Profitability (%) | 65.7534 | 65.7534 | 65.7534 | 65.7534 | 65.7534 | 65.7534 |
| Ratio Avg Win / Avg Loss | 0.7332 | 0.8025 | 0.6781 | 0.7006 | 0.8879 | 0.5858 |
| Largest Winning Trade | 15794 | 15794 | 9678 | 16439 | 16439 | 13040 |
| Largest Losing Trade | -26585 | -14202 | -26585 | -37652 | -13943 | -37652 |
| Avg Bars in Trades | 89 | 88 | 90 | 89 | 88 | 90 |
| Avg Bars in Winners | 68 | 65 | 70 | 68 | 65 | 70 |
| Avg Bars in Losers | 130 | 131 | 129 | 130 | 131 | 129 |
| Bars Traded | 13067 | 6450 | 6617 | 13067 | 6450 | 6617 |
| Profit Streak | 138.8401 | 141.0901 | 138.8401 | 138.8401 | 141.0901 | 138.8401 |
| Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 450984 | -62199 | -66369 | 383792 | -60375 | -176750 |
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736344800000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759753488686,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 132,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 110,
"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": [
[
89038.5947694986,
52295.225110439,
36743.3696590597,
91081.0648423288,
70695.6128427086,
20385.4519996202
],
[
89.038595,
52.295225,
36.74337,
91.081065,
70.695613,
20.385452
],
[
0.64098,
0.376468,
0.264512,
0.467237,
0.385676,
0.133649
],
[
10,
10,
10,
10,
10,
10
],
[
-46993,
-24928,
-30937,
-45441,
-24761,
-53633
],
[
1.40765,
1.540737,
1.301898,
1.345232,
1.704735,
1.124674
],
[
146,
73,
73,
146,
73,
73
],
[
96,
48,
48,
96,
48,
48
],
[
50,
25,
25,
50,
25,
25
],
[
65.753425,
65.753425,
65.753425,
65.753425,
65.753425,
65.753425
],
[
0.733151,
0.802467,
0.678072,
0.700642,
0.887883,
0.585768
],
[
15794,
15794,
9678,
16439,
16439,
13040
],
[
-26585,
-14202,
-26585,
-37652,
-13943,
-37652
],
[
89,
88,
90,
89,
88,
90
],
[
68,
65,
70,
68,
65,
70
],
[
130,
131,
129,
130,
131,
129
],
[
13067,
6450,
6617,
13067,
6450,
6617
],
[
138.840147,
141.090147,
138.840147,
138.840147,
141.090147,
138.840147
],
[
5,
4,
2,
5,
4,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
450984,
-62199,
-66369,
383792,
-60375,
-176750
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736344800000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759753488686,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 132,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 110,
"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) |
|---|