Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105404.5868 | 63124.5091 | 42280.0777 | 116239.8868 | 80739.2379 | 35500.6488 |
Total P&L (%) | 105.4046 | 63.1245 | 42.2801 | 116.2399 | 80.7392 | 35.5006 |
Avg Daily Profit (%) | 0.7588 | 0.4544 | 0.3044 | 0.5567 | 0.427 | 0.2189 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38716 | -30891 | -33750 | -36576 | -26599 | -39178 |
Profit Factor | 1.453 | 1.61 | 1.3272 | 1.466 | 1.839 | 1.2317 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 64.0523 | 63.6364 | 64.4737 | 64.0523 | 63.6364 | 64.4737 |
Ratio Avg Win / Avg Loss | 0.8154 | 0.92 | 0.7313 | 0.8228 | 1.0509 | 0.6787 |
Largest Winning Trade | 16866 | 16866 | 14043 | 22083 | 22083 | 15888 |
Largest Losing Trade | -31426 | -12321 | -31426 | -33702 | -10521 | -33702 |
Avg Bars in Trades | 84 | 85 | 83 | 84 | 85 | 83 |
Avg Bars in Winners | 71 | 74 | 68 | 71 | 74 | 68 |
Avg Bars in Losers | 107 | 103 | 110 | 107 | 103 | 110 |
Bars Traded | 12888 | 6548 | 6340 | 12888 | 6548 | 6340 |
Profit Streak | 132.1792 | 132.3355 | 0 | 132.1792 | 132.3355 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473741 | -31518 | -44008 | 414444 | -29185 | -45924 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736401500000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759591086697, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 195, "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": [ [ 105404.5868482443, 63124.5091177585, 42280.0777304857, 116239.8867712459, 80739.2379456685, 35500.6488255773 ], [ 105.404587, 63.124509, 42.280078, 116.239887, 80.739238, 35.500649 ], [ 0.758798, 0.454427, 0.30437, 0.556737, 0.427002, 0.218947 ], [ 10, 10, 10, 10, 10, 10 ], [ -38716, -30891, -33750, -36576, -26599, -39178 ], [ 1.452959, 1.610034, 1.327182, 1.466025, 1.838995, 1.231735 ], [ 153, 77, 76, 153, 77, 76 ], [ 98, 49, 49, 98, 49, 49 ], [ 55, 28, 27, 55, 28, 27 ], [ 64.052288, 63.636364, 64.473684, 64.052288, 63.636364, 64.473684 ], [ 0.815436, 0.92002, 0.731304, 0.822769, 1.050854, 0.678711 ], [ 16866, 16866, 14043, 22083, 22083, 15888 ], [ -31426, -12321, -31426, -33702, -10521, -33702 ], [ 84, 85, 83, 84, 85, 83 ], [ 71, 74, 68, 71, 74, 68 ], [ 107, 103, 110, 107, 103, 110 ], [ 12888, 6548, 6340, 12888, 6548, 6340 ], [ 132.179244, 132.335494, 0, 132.179244, 132.335494, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 473741, -31518, -44008, 414444, -29185, -45924 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736401500000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759591086697, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 195, "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) |
---|