Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71495.1779 | 44043.1458 | 27452.032 | 56330.8258 | 44732.4243 | 11598.4015 |
Total P&L (%) | 71.4952 | 44.0431 | 27.452 | 56.3308 | 44.7324 | 11.5984 |
Avg Daily Profit (%) | 0.5147 | 0.3171 | 0.1976 | 0.3222 | 0.2665 | 0.079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60527 | -41914 | -31573 | -52192 | -30336 | -35360 |
Profit Factor | 1.3322 | 1.4384 | 1.2392 | 1.3028 | 1.5998 | 1.1041 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 63.7795 | 67.1875 | 60.3175 | 63.7795 | 67.1875 | 60.3175 |
Ratio Avg Win / Avg Loss | 0.7565 | 0.7025 | 0.8152 | 0.7399 | 0.7813 | 0.7264 |
Largest Winning Trade | 16697 | 16697 | 12512 | 14583 | 14583 | 11097 |
Largest Losing Trade | -28793 | -18250 | -28793 | -28618 | -11703 | -28618 |
Avg Bars in Trades | 100 | 97 | 103 | 100 | 97 | 103 |
Avg Bars in Winners | 84 | 77 | 93 | 84 | 77 | 93 |
Avg Bars in Losers | 128 | 140 | 119 | 128 | 140 | 119 |
Bars Traded | 12793 | 6265 | 6528 | 12793 | 6265 | 6528 |
Profit Streak | 132.8495 | 134.4433 | 132.8495 | 132.8495 | 134.4433 | 132.8495 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386946 | -131328 | -143464 | 288442 | -130712 | -456983 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736430300000, "last_datapoint_time": 1748227500000, "evaluation_time": 1758951497581, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 227, "offset": 0, "scalar": 2 } }, "second_band": { "type": "alma", "factors": { "length": 135, "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": [ [ 71495.1778641359, 44043.1458336756, 27452.0320304604, 56330.8258377485, 44732.4243120566, 11598.4015256919 ], [ 71.495178, 44.043146, 27.452032, 56.330826, 44.732424, 11.598402 ], [ 0.514687, 0.317062, 0.197625, 0.322168, 0.26651, 0.07903 ], [ 10, 10, 10, 10, 10, 10 ], [ -60527, -41914, -31573, -52192, -30336, -35360 ], [ 1.332169, 1.438411, 1.239179, 1.302795, 1.599807, 1.10406 ], [ 127, 64, 63, 127, 64, 63 ], [ 81, 43, 38, 81, 43, 38 ], [ 46, 21, 25, 46, 21, 25 ], [ 63.779528, 67.1875, 60.31746, 63.779528, 67.1875, 60.31746 ], [ 0.756541, 0.70248, 0.815249, 0.739859, 0.781301, 0.726356 ], [ 16697, 16697, 12512, 14583, 14583, 11097 ], [ -28793, -18250, -28793, -28618, -11703, -28618 ], [ 100, 97, 103, 100, 97, 103 ], [ 84, 77, 93, 84, 77, 93 ], [ 128, 140, 119, 128, 140, 119 ], [ 12793, 6265, 6528, 12793, 6265, 6528 ], [ 132.849509, 134.443259, 132.849509, 132.849509, 134.443259, 132.849509 ], [ 7, 4, 3, 7, 4, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 386946, -131328, -143464, 288442, -130712, -456983 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736430300000, "last_datapoint_time": 1748227500000, "evaluation_time": 1758951497581, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 227, "offset": 0, "scalar": 2 } }, "second_band": { "type": "alma", "factors": { "length": 135, "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) |
---|