Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130556.8382 | 76959.442 | 53597.3962 | 183454.7755 | 127024.614 | 56430.1616 |
Total P&L (%) | 130.5568 | 76.9594 | 53.5974 | 183.4548 | 127.0246 | 56.4302 |
Avg Daily Profit (%) | 0.9399 | 0.554 | 0.3858 | 0.7529 | 0.592 | 0.3226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35722 | -33308 | -41980 | -55597 | -36188 | -66280 |
Profit Factor | 1.7193 | 2.1141 | 1.4768 | 1.6889 | 2.4612 | 1.3146 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 66.9811 | 67.9245 | 66.0377 | 66.9811 | 67.9245 | 66.0377 |
Ratio Avg Win / Avg Loss | 0.8476 | 0.9983 | 0.7595 | 0.8325 | 1.1622 | 0.6761 |
Largest Winning Trade | 22208 | 22208 | 13007 | 26879 | 26879 | 19906 |
Largest Losing Trade | -29933 | -18137 | -29933 | -46656 | -18345 | -46656 |
Avg Bars in Trades | 122 | 48 | 195 | 122 | 48 | 195 |
Avg Bars in Winners | 96 | 45 | 148 | 96 | 45 | 148 |
Avg Bars in Losers | 175 | 55 | 288 | 175 | 55 | 288 |
Bars Traded | 12974 | 2592 | 10382 | 12974 | 2592 | 10382 |
Profit Streak | 134.3949 | 134.3949 | 135.4678 | 134.3949 | 134.3949 | 135.4678 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540485 | -167054 | -171575 | 519495 | -164393 | -172917 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736371800000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759759121601, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 54, "offset": 0, "std": 1.19646 } }, "second_band": { "type": "kcb", "factors": { "length": 162, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 130556.8381600787, 76959.4419677144, 53597.3961923642, 183454.7755168749, 127024.6139594453, 56430.1615574296 ], [ 130.556838, 76.959442, 53.597396, 183.454776, 127.024614, 56.430162 ], [ 0.939866, 0.554024, 0.385843, 0.752861, 0.591975, 0.322627 ], [ 10, 10, 10, 10, 10, 10 ], [ -35722, -33308, -41980, -55597, -36188, -66280 ], [ 1.719321, 2.114086, 1.476754, 1.688883, 2.461175, 1.314594 ], [ 106, 53, 53, 106, 53, 53 ], [ 71, 36, 35, 71, 36, 35 ], [ 35, 17, 18, 35, 17, 18 ], [ 66.981132, 67.924528, 66.037736, 66.981132, 67.924528, 66.037736 ], [ 0.847553, 0.998319, 0.759474, 0.832548, 1.162222, 0.676077 ], [ 22208, 22208, 13007, 26879, 26879, 19906 ], [ -29933, -18137, -29933, -46656, -18345, -46656 ], [ 122, 48, 195, 122, 48, 195 ], [ 96, 45, 148, 96, 45, 148 ], [ 175, 55, 288, 175, 55, 288 ], [ 12974, 2592, 10382, 12974, 2592, 10382 ], [ 134.394926, 134.394926, 135.467843, 134.394926, 134.394926, 135.467843 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 540485, -167054, -171575, 519495, -164393, -172917 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736371800000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759759121601, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 54, "offset": 0, "std": 1.19646 } }, "second_band": { "type": "kcb", "factors": { "length": 162, "offset": 0, "scalar": 5 } } }
# | 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) |
---|