Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69066.9256 | 41373.4667 | 27693.4589 | 58019.1673 | 45249.3829 | 12769.7844 |
Total P&L (%) | 69.0669 | 41.3735 | 27.6935 | 58.0192 | 45.2494 | 12.7698 |
Avg Daily Profit (%) | 0.4972 | 0.2978 | 0.1994 | 0.3299 | 0.2691 | 0.0866 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41292 | -27118 | -43525 | -45360 | -25198 | -48340 |
Profit Factor | 1.4113 | 1.6524 | 1.265 | 1.3335 | 1.7597 | 1.1116 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 70.2128 | 63.8298 | 76.5957 | 70.2128 | 63.8298 | 76.5957 |
Ratio Avg Win / Avg Loss | 0.5988 | 0.9364 | 0.3865 | 0.5657 | 0.9972 | 0.3397 |
Largest Winning Trade | 10756 | 8734 | 10756 | 9366 | 8733 | 9366 |
Largest Losing Trade | -34942 | -21139 | -34942 | -38165 | -19949 | -38165 |
Avg Bars in Trades | 138 | 132 | 144 | 138 | 132 | 144 |
Avg Bars in Winners | 98 | 99 | 96 | 98 | 99 | 96 |
Avg Bars in Losers | 232 | 189 | 298 | 232 | 189 | 298 |
Bars Traded | 12998 | 6223 | 6775 | 12998 | 6223 | 6775 |
Profit Streak | 141.9329 | 141.9329 | 146.61 | 141.9329 | 141.9329 | 146.61 |
Trades During Streak | 8 | 4 | 6 | 8 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434618 | 294633 | 205005 | 339502 | 305642 | -253242 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736439300000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759646299869, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 237, "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": [ [ 69066.9256152481, 41373.4666904684, 27693.4589247797, 58019.1673310789, 45249.3829167244, 12769.7844143545 ], [ 69.066926, 41.373467, 27.693459, 58.019167, 45.249383, 12.769784 ], [ 0.497206, 0.297844, 0.199363, 0.329926, 0.269084, 0.086553 ], [ 10, 10, 10, 10, 10, 10 ], [ -41292, -27118, -43525, -45360, -25198, -48340 ], [ 1.411348, 1.652421, 1.265038, 1.333488, 1.759723, 1.111608 ], [ 94, 47, 47, 94, 47, 47 ], [ 66, 30, 36, 66, 30, 36 ], [ 28, 17, 11, 28, 17, 11 ], [ 70.212766, 63.829787, 76.595745, 70.212766, 63.829787, 76.595745 ], [ 0.598754, 0.936372, 0.38654, 0.565722, 0.997177, 0.339658 ], [ 10756, 8734, 10756, 9366, 8733, 9366 ], [ -34942, -21139, -34942, -38165, -19949, -38165 ], [ 138, 132, 144, 138, 132, 144 ], [ 98, 99, 96, 98, 99, 96 ], [ 232, 189, 298, 232, 189, 298 ], [ 12998, 6223, 6775, 12998, 6223, 6775 ], [ 141.932869, 141.932869, 146.609952, 141.932869, 141.932869, 146.609952 ], [ 8, 4, 6, 8, 4, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 434618, 294633, 205005, 339502, 305642, -253242 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736439300000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759646299869, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 237, "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) |
---|