Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105620.359 | 62386.2393 | 43234.1197 | 113700.2306 | 90739.989 | 22960.2415 |
Total P&L (%) | 105.6204 | 62.3862 | 43.2341 | 113.7002 | 90.74 | 22.9602 |
Avg Daily Profit (%) | 0.7604 | 0.4491 | 0.3112 | 0.5482 | 0.4659 | 0.1489 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40226 | -26738 | -43009 | -54486 | -23424 | -57895 |
Profit Factor | 1.5943 | 1.9105 | 1.3959 | 1.5196 | 2.3541 | 1.1512 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 70.9402 | 67.7966 | 74.1379 | 70.9402 | 67.7966 | 74.1379 |
Ratio Avg Win / Avg Loss | 0.6531 | 0.9075 | 0.4869 | 0.6225 | 1.1182 | 0.4016 |
Largest Winning Trade | 13797 | 13797 | 12307 | 15513 | 15513 | 13005 |
Largest Losing Trade | -40226 | -16702 | -40226 | -54486 | -14206 | -54486 |
Avg Bars in Trades | 112 | 111 | 113 | 112 | 111 | 113 |
Avg Bars in Winners | 89 | 89 | 90 | 89 | 89 | 90 |
Avg Bars in Losers | 168 | 158 | 180 | 168 | 158 | 180 |
Bars Traded | 13179 | 6600 | 6579 | 13179 | 6600 | 6579 |
Profit Streak | 132.5109 | 132.5109 | 141.5213 | 132.5109 | 132.5109 | 141.5213 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 559131 | -165102 | -171621 | 477414 | -161928 | -232290 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736350200000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759184139583, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 156, "offset": 0, "std": 2.42857 } }, "second_band": { "type": "alma", "factors": { "length": 138, "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": [ [ 105620.3589876074, 62386.2393150938, 43234.1196725135, 113700.2305653043, 90739.9890429717, 22960.2415223325 ], [ 105.620359, 62.386239, 43.23412, 113.700231, 90.739989, 22.960242 ], [ 0.760351, 0.449113, 0.311238, 0.548185, 0.465945, 0.148906 ], [ 10, 10, 10, 10, 10, 10 ], [ -40226, -26738, -43009, -54486, -23424, -57895 ], [ 1.594261, 1.910521, 1.395856, 1.519555, 2.354103, 1.151223 ], [ 117, 59, 58, 117, 59, 58 ], [ 83, 40, 43, 83, 40, 43 ], [ 34, 19, 15, 34, 19, 15 ], [ 70.940171, 67.79661, 74.137931, 70.940171, 67.79661, 74.137931 ], [ 0.653071, 0.907497, 0.486926, 0.622468, 1.118199, 0.401589 ], [ 13797, 13797, 12307, 15513, 15513, 13005 ], [ -40226, -16702, -40226, -54486, -14206, -54486 ], [ 112, 111, 113, 112, 111, 113 ], [ 89, 89, 90, 89, 89, 90 ], [ 168, 158, 180, 168, 158, 180 ], [ 13179, 6600, 6579, 13179, 6600, 6579 ], [ 132.510875, 132.510875, 141.521291, 132.510875, 132.510875, 141.521291 ], [ 4, 2, 6, 4, 2, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 559131, -165102, -171621, 477414, -161928, -232290 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736350200000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759184139583, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 156, "offset": 0, "std": 2.42857 } }, "second_band": { "type": "alma", "factors": { "length": 138, "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) |
---|