Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110139.7653 | 66587.3146 | 43552.4507 | 127996.252 | 93574.2354 | 34422.0166 |
Total P&L (%) | 110.1398 | 66.5873 | 43.5525 | 127.9963 | 93.5742 | 34.422 |
Avg Daily Profit (%) | 0.7929 | 0.4794 | 0.3135 | 0.5951 | 0.4766 | 0.2132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42694 | -27850 | -36457 | -70136 | -33753 | -62793 |
Profit Factor | 1.3762 | 1.4351 | 1.3116 | 1.276 | 1.4015 | 1.1492 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 128 | 60 | 68 | 128 | 60 | 68 |
Losing Trades | 103 | 55 | 48 | 103 | 55 | 48 |
Profitability (%) | 55.4113 | 52.1739 | 58.6207 | 55.4113 | 52.1739 | 58.6207 |
Ratio Avg Win / Avg Loss | 1.1074 | 1.3155 | 0.9259 | 1.0267 | 1.2847 | 0.8112 |
Largest Winning Trade | 19130 | 19130 | 15251 | 27949 | 27949 | 20187 |
Largest Losing Trade | -26182 | -26182 | -19696 | -33701 | -31860 | -33701 |
Avg Bars in Trades | 55 | 55 | 55 | 55 | 55 | 55 |
Avg Bars in Winners | 59 | 65 | 54 | 59 | 65 | 54 |
Avg Bars in Losers | 50 | 45 | 56 | 50 | 45 | 56 |
Bars Traded | 12841 | 6427 | 6414 | 12841 | 6427 | 6414 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481205 | 321934 | 153493 | 398294 | 321902 | -54017 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736394300000, "last_datapoint_time": 1748227500000, "evaluation_time": 1760135106350, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 187, "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": [ [ 110139.765312191, 66587.3145805981, 43552.4507315929, 127996.2519907028, 93574.2354167516, 34422.0165739513 ], [ 110.139765, 66.587315, 43.552451, 127.996252, 93.574235, 34.422017 ], [ 0.792886, 0.479356, 0.31353, 0.595068, 0.476613, 0.213181 ], [ 10, 10, 10, 10, 10, 10 ], [ -42694, -27850, -36457, -70136, -33753, -62793 ], [ 1.376158, 1.435069, 1.31164, 1.275958, 1.40153, 1.149155 ], [ 231, 115, 116, 231, 115, 116 ], [ 128, 60, 68, 128, 60, 68 ], [ 103, 55, 48, 103, 55, 48 ], [ 55.411255, 52.173913, 58.62069, 55.411255, 52.173913, 58.62069 ], [ 1.107377, 1.31548, 0.925864, 1.026747, 1.284736, 0.811168 ], [ 19130, 19130, 15251, 27949, 27949, 20187 ], [ -26182, -26182, -19696, -33701, -31860, -33701 ], [ 55, 55, 55, 55, 55, 55 ], [ 59, 65, 54, 59, 65, 54 ], [ 50, 45, 56, 50, 45, 56 ], [ 12841, 6427, 6414, 12841, 6427, 6414 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 481205, 321934, 153493, 398294, 321902, -54017 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736394300000, "last_datapoint_time": 1748227500000, "evaluation_time": 1760135106350, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 187, "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) |
---|