Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110834.1273 | 67451.5705 | 43382.5568 | 132450.9237 | 87899.2697 | 44551.654 |
Total P&L (%) | 110.8341 | 67.4516 | 43.3826 | 132.4509 | 87.8993 | 44.5517 |
Avg Daily Profit (%) | 0.7979 | 0.4856 | 0.3123 | 0.6091 | 0.4551 | 0.2656 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45377 | -32128 | -30184 | -43530 | -27099 | -35903 |
Profit Factor | 1.2843 | 1.325 | 1.238 | 1.2646 | 1.329 | 1.1909 |
Total Trades | 311 | 155 | 156 | 311 | 155 | 156 |
Winning Trades | 153 | 74 | 79 | 153 | 74 | 79 |
Losing Trades | 158 | 81 | 77 | 158 | 81 | 77 |
Profitability (%) | 49.1961 | 47.7419 | 50.641 | 49.1961 | 47.7419 | 50.641 |
Ratio Avg Win / Avg Loss | 1.3263 | 1.4503 | 1.2066 | 1.3059 | 1.4547 | 1.1607 |
Largest Winning Trade | 22942 | 22942 | 11010 | 23609 | 23609 | 13433 |
Largest Losing Trade | -14885 | -14885 | -12572 | -16816 | -16816 | -15046 |
Avg Bars in Trades | 42 | 41 | 42 | 42 | 41 | 42 |
Avg Bars in Winners | 47 | 47 | 46 | 47 | 47 | 46 |
Avg Bars in Losers | 37 | 35 | 39 | 37 | 35 | 39 |
Bars Traded | 13095 | 6399 | 6697 | 13095 | 6399 | 6697 |
Profit Streak | 140.2644 | 140.2644 | 141.1915 | 140.2644 | 140.2644 | 141.1915 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489699 | 298675 | 212008 | 427276 | 296304 | -4675 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736357400000, "last_datapoint_time": 1748227500000, "evaluation_time": 1760250045612, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 110834.127273709, 67451.5704720567, 43382.5568016523, 132450.923730395, 87899.2697256229, 44551.6540047721 ], [ 110.834127, 67.45157, 43.382557, 132.450924, 87.89927, 44.551654 ], [ 0.797884, 0.485577, 0.312307, 0.609082, 0.455093, 0.265608 ], [ 10, 10, 10, 10, 10, 10 ], [ -45377, -32128, -30184, -43530, -27099, -35903 ], [ 1.284286, 1.324966, 1.237969, 1.264604, 1.329021, 1.190875 ], [ 311, 155, 156, 311, 155, 156 ], [ 153, 74, 79, 153, 74, 79 ], [ 158, 81, 77, 158, 81, 77 ], [ 49.196141, 47.741935, 50.641026, 49.196141, 47.741935, 50.641026 ], [ 1.326256, 1.450301, 1.206628, 1.305931, 1.454739, 1.160726 ], [ 22942, 22942, 11010, 23609, 23609, 13433 ], [ -14885, -14885, -12572, -16816, -16816, -15046 ], [ 42, 41, 42, 42, 41, 42 ], [ 47, 47, 46, 47, 47, 46 ], [ 37, 35, 39, 37, 35, 39 ], [ 13095, 6399, 6697, 13095, 6399, 6697 ], [ 140.264417, 140.264417, 141.1915, 140.264417, 140.264417, 141.1915 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 489699, 298675, 212008, 427276, 296304, -4675 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736357400000, "last_datapoint_time": 1748227500000, "evaluation_time": 1760250045612, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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) |
---|