Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125465.105 | 73530.6059 | 51934.4991 | 151306.3277 | 121073.8569 | 30232.4708 |
Total P&L (%) | 125.4651 | 73.5306 | 51.9345 | 151.3063 | 121.0739 | 30.2325 |
Avg Daily Profit (%) | 0.9032 | 0.5293 | 0.3739 | 0.6656 | 0.5727 | 0.1903 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45081 | -20326 | -43362 | -84403 | -19305 | -88331 |
Profit Factor | 1.6664 | 1.94 | 1.4719 | 1.5241 | 2.3547 | 1.1517 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 70.229 | 68.1818 | 72.3077 | 70.229 | 68.1818 | 72.3077 |
Ratio Avg Win / Avg Loss | 0.7064 | 0.9053 | 0.5637 | 0.6461 | 1.0988 | 0.4411 |
Largest Winning Trade | 30210 | 30210 | 13273 | 39233 | 39233 | 18713 |
Largest Losing Trade | -39929 | -14981 | -39929 | -77406 | -17241 | -77406 |
Avg Bars in Trades | 100 | 99 | 101 | 100 | 99 | 101 |
Avg Bars in Winners | 79 | 80 | 78 | 79 | 80 | 78 |
Avg Bars in Losers | 150 | 140 | 162 | 150 | 140 | 162 |
Bars Traded | 13187 | 6583 | 6604 | 13187 | 6583 | 6604 |
Profit Streak | 135.2965 | 135.8173 | 135.2965 | 135.2965 | 135.8173 | 135.2965 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 569578 | -110911 | -122239 | 503685 | -108073 | -180516 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736341200000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759461715344, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 128, "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": [ [ 125465.1049966158, 73530.6058960589, 51934.4991005569, 151306.3277046196, 121073.856903111, 30232.4708015087 ], [ 125.465105, 73.530606, 51.934499, 151.306328, 121.073857, 30.232471 ], [ 0.903211, 0.52934, 0.373872, 0.665586, 0.572742, 0.190341 ], [ 10, 10, 10, 10, 10, 10 ], [ -45081, -20326, -43362, -84403, -19305, -88331 ], [ 1.666351, 1.939964, 1.471875, 1.524089, 2.354661, 1.151672 ], [ 131, 66, 65, 131, 66, 65 ], [ 92, 45, 47, 92, 45, 47 ], [ 39, 21, 18, 39, 21, 18 ], [ 70.229008, 68.181818, 72.307692, 70.229008, 68.181818, 72.307692 ], [ 0.706388, 0.905317, 0.563697, 0.646081, 1.098842, 0.441066 ], [ 30210, 30210, 13273, 39233, 39233, 18713 ], [ -39929, -14981, -39929, -77406, -17241, -77406 ], [ 100, 99, 101, 100, 99, 101 ], [ 79, 80, 78, 79, 80, 78 ], [ 150, 140, 162, 150, 140, 162 ], [ 13187, 6583, 6604, 13187, 6583, 6604 ], [ 135.296474, 135.817307, 135.296474, 135.296474, 135.817307, 135.296474 ], [ 5, 3, 2, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 569578, -110911, -122239, 503685, -108073, -180516 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736341200000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759461715344, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 128, "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) |
---|