Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140070.2064 | 80255.2084 | 59814.9981 | 202049.9884 | 169195.9326 | 32854.0559 |
Total P&L (%) | 140.0702 | 80.2552 | 59.815 | 202.05 | 169.1959 | 32.8541 |
Avg Daily Profit (%) | 1.0084 | 0.5778 | 0.4306 | 0.799 | 0.7154 | 0.2047 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42423 | -18196 | -37848 | -99168 | -20494 | -95563 |
Profit Factor | 1.5602 | 1.9237 | 1.3666 | 1.4106 | 2.1906 | 1.0939 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 115 | 60 | 55 | 115 | 60 | 55 |
Losing Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Profitability (%) | 63.1868 | 65.9341 | 60.4396 | 63.1868 | 65.9341 | 60.4396 |
Ratio Avg Win / Avg Loss | 0.909 | 0.9939 | 0.8945 | 0.8218 | 1.1318 | 0.716 |
Largest Winning Trade | 15108 | 10697 | 15108 | 28945 | 22688 | 28945 |
Largest Losing Trade | -32821 | -11666 | -32821 | -73164 | -13786 | -73164 |
Avg Bars in Trades | 72 | 37 | 107 | 72 | 37 | 107 |
Avg Bars in Winners | 64 | 39 | 91 | 64 | 39 | 91 |
Avg Bars in Losers | 85 | 32 | 131 | 85 | 32 | 131 |
Bars Traded | 13133 | 3372 | 9761 | 13133 | 3372 | 9761 |
Profit Streak | 131.7906 | 131.7906 | 133.5406 | 131.7906 | 131.7906 | 133.5406 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 532016 | 451586 | 286492 | 492274 | 572495 | -113912 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736334000000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759520607836, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 238, "offset": 0, "std": 1.16883 } }, "second_band": { "type": "midpoint", "factors": { "length": 120, "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": [ [ 140070.2064343691, 80255.2083782298, 59814.9980561392, 202049.9884403326, 169195.9325859677, 32854.055854365 ], [ 140.070206, 80.255208, 59.814998, 202.049988, 169.195933, 32.854056 ], [ 1.008352, 0.57775, 0.430603, 0.798958, 0.715433, 0.204717 ], [ 10, 10, 10, 10, 10, 10 ], [ -42423, -18196, -37848, -99168, -20494, -95563 ], [ 1.560179, 1.923688, 1.366603, 1.410585, 2.190629, 1.09387 ], [ 182, 91, 91, 182, 91, 91 ], [ 115, 60, 55, 115, 60, 55 ], [ 67, 31, 36, 67, 31, 36 ], [ 63.186813, 65.934066, 60.43956, 63.186813, 65.934066, 60.43956 ], [ 0.908974, 0.993906, 0.894504, 0.821819, 1.131825, 0.715988 ], [ 15108, 10697, 15108, 28945, 22688, 28945 ], [ -32821, -11666, -32821, -73164, -13786, -73164 ], [ 72, 37, 107, 72, 37, 107 ], [ 64, 39, 91, 64, 39, 91 ], [ 85, 32, 131, 85, 32, 131 ], [ 13133, 3372, 9761, 13133, 3372, 9761 ], [ 131.7906, 131.7906, 133.5406, 131.7906, 131.7906, 133.5406 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 532016, 451586, 286492, 492274, 572495, -113912 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736334000000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759520607836, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 238, "offset": 0, "std": 1.16883 } }, "second_band": { "type": "midpoint", "factors": { "length": 120, "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) |
---|