Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98471.5491 | 61149.0974 | 37322.4517 | 109563.8442 | 95399.3407 | 14164.5035 |
Total P&L (%) | 98.4715 | 61.1491 | 37.3225 | 109.5638 | 95.3993 | 14.1645 |
Avg Daily Profit (%) | 0.7089 | 0.4402 | 0.2687 | 0.534 | 0.4834 | 0.0954 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36282 | -25295 | -47543 | -74065 | -37393 | -109584 |
Profit Factor | 1.4937 | 1.9013 | 1.2836 | 1.3223 | 1.9189 | 1.06 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 65.7895 | 65.7895 | 65.7895 | 65.7895 | 65.7895 | 65.7895 |
Ratio Avg Win / Avg Loss | 0.7767 | 0.9887 | 0.6675 | 0.6876 | 0.9979 | 0.5512 |
Largest Winning Trade | 12208 | 12208 | 11734 | 19475 | 19475 | 19212 |
Largest Losing Trade | -30885 | -16221 | -30885 | -66000 | -23502 | -66000 |
Avg Bars in Trades | 85 | 22 | 148 | 85 | 22 | 148 |
Avg Bars in Winners | 74 | 26 | 121 | 74 | 26 | 121 |
Avg Bars in Losers | 108 | 15 | 200 | 108 | 15 | 200 |
Bars Traded | 13025 | 1714 | 11310 | 13025 | 1714 | 11310 |
Profit Streak | 132.5191 | 132.5191 | 144.2483 | 132.5191 | 132.5191 | 144.2483 |
Trades During Streak | 2 | 1 | 8 | 2 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489359 | -38152 | -43342 | 397859 | -37159 | -305413 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736411400000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759583554499, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 33, "offset": 0, "std": 3.04936 } }, "second_band": { "type": "ema", "factors": { "length": 206, "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": [ [ 98471.5490977877, 61149.0974186519, 37322.4516791358, 109563.8441834376, 95399.3406850146, 14164.5034984228 ], [ 98.471549, 61.149097, 37.322452, 109.563844, 95.399341, 14.164503 ], [ 0.708887, 0.440207, 0.268681, 0.534038, 0.483401, 0.09541 ], [ 10, 10, 10, 10, 10, 10 ], [ -36282, -25295, -47543, -74065, -37393, -109584 ], [ 1.493707, 1.901307, 1.283587, 1.32234, 1.918945, 1.059997 ], [ 152, 76, 76, 152, 76, 76 ], [ 100, 50, 50, 100, 50, 50 ], [ 52, 26, 26, 52, 26, 26 ], [ 65.789474, 65.789474, 65.789474, 65.789474, 65.789474, 65.789474 ], [ 0.776728, 0.988679, 0.667465, 0.687617, 0.997852, 0.551198 ], [ 12208, 12208, 11734, 19475, 19475, 19212 ], [ -30885, -16221, -30885, -66000, -23502, -66000 ], [ 85, 22, 148, 85, 22, 148 ], [ 74, 26, 121, 74, 26, 121 ], [ 108, 15, 200, 108, 15, 200 ], [ 13025, 1714, 11310, 13025, 1714, 11310 ], [ 132.519149, 132.519149, 144.248316, 132.519149, 132.519149, 144.248316 ], [ 2, 1, 8, 2, 1, 8 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 489359, -38152, -43342, 397859, -37159, -305413 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736411400000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759583554499, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 33, "offset": 0, "std": 3.04936 } }, "second_band": { "type": "ema", "factors": { "length": 206, "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) |
---|