Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93049.4346 | 52817.4236 | 40232.011 | 106364.2809 | 82129.3152 | 24234.9656 |
Total P&L (%) | 93.0494 | 52.8174 | 40.232 | 106.3643 | 82.1293 | 24.235 |
Avg Daily Profit (%) | 0.6699 | 0.3802 | 0.2896 | 0.5229 | 0.4325 | 0.1563 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44459 | -19999 | -38845 | -59440 | -19368 | -60857 |
Profit Factor | 1.4798 | 1.6777 | 1.3468 | 1.395 | 1.8679 | 1.1388 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 66.6667 | 65.4545 | 67.8571 | 66.6667 | 65.4545 | 67.8571 |
Ratio Avg Win / Avg Loss | 0.7399 | 0.8855 | 0.638 | 0.6975 | 0.9858 | 0.5394 |
Largest Winning Trade | 13857 | 12549 | 13857 | 15729 | 15729 | 15186 |
Largest Losing Trade | -23513 | -13003 | -23513 | -48288 | -12437 | -48288 |
Avg Bars in Trades | 115 | 111 | 119 | 115 | 111 | 119 |
Avg Bars in Winners | 99 | 92 | 105 | 99 | 92 | 105 |
Avg Bars in Losers | 147 | 148 | 147 | 147 | 148 | 147 |
Bars Traded | 12813 | 6145 | 6668 | 12813 | 6145 | 6668 |
Profit Streak | 144.0208 | 144.0208 | 144.0416 | 144.0208 | 144.0208 | 144.0416 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481156 | -170034 | -173219 | 417285 | -168074 | -244492 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736396100000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759658397579, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 147, "offset": 0, "poles": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 189, "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": [ [ 93049.4346045568, 52817.423605601, 40232.0109989559, 106364.2808508869, 82129.3152224725, 24234.9656284145 ], [ 93.049435, 52.817424, 40.232011, 106.364281, 82.129315, 24.234966 ], [ 0.669854, 0.380228, 0.289626, 0.522904, 0.432541, 0.156342 ], [ 10, 10, 10, 10, 10, 10 ], [ -44459, -19999, -38845, -59440, -19368, -60857 ], [ 1.479766, 1.677731, 1.346783, 1.394967, 1.86785, 1.138752 ], [ 111, 55, 56, 111, 55, 56 ], [ 74, 36, 38, 74, 36, 38 ], [ 37, 19, 18, 37, 19, 18 ], [ 66.666667, 65.454545, 67.857143, 66.666667, 65.454545, 67.857143 ], [ 0.739883, 0.885469, 0.63795, 0.697484, 0.98581, 0.539409 ], [ 13857, 12549, 13857, 15729, 15729, 15186 ], [ -23513, -13003, -23513, -48288, -12437, -48288 ], [ 115, 111, 119, 115, 111, 119 ], [ 99, 92, 105, 99, 92, 105 ], [ 147, 148, 147, 147, 148, 147 ], [ 12813, 6145, 6668, 12813, 6145, 6668 ], [ 144.020805, 144.020805, 144.041639, 144.020805, 144.020805, 144.041639 ], [ 9, 4, 5, 9, 4, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 481156, -170034, -173219, 417285, -168074, -244492 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736396100000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759658397579, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 147, "offset": 0, "poles": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 189, "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) |
---|