Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105710.8691 | 62451.3299 | 43259.5392 | 124403.7405 | 95296.8613 | 29106.8792 |
Total P&L (%) | 105.7109 | 62.4513 | 43.2595 | 124.4037 | 95.2969 | 29.1069 |
Avg Daily Profit (%) | 0.761 | 0.4496 | 0.3114 | 0.5836 | 0.483 | 0.1841 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39094 | -12188 | -45502 | -59766 | -14939 | -69656 |
Profit Factor | 1.7196 | 2.4921 | 1.4118 | 1.5227 | 2.6009 | 1.1631 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 65.5914 | 63.8298 | 67.3913 | 65.5914 | 63.8298 | 67.3913 |
Ratio Avg Win / Avg Loss | 0.9021 | 1.4122 | 0.6831 | 0.7988 | 1.4739 | 0.5628 |
Largest Winning Trade | 14765 | 14765 | 14122 | 27391 | 25391 | 27391 |
Largest Losing Trade | -36505 | -10586 | -36505 | -55052 | -12101 | -55052 |
Avg Bars in Trades | 136 | 48 | 226 | 136 | 48 | 226 |
Avg Bars in Winners | 100 | 46 | 152 | 100 | 46 | 152 |
Avg Bars in Losers | 205 | 53 | 379 | 205 | 53 | 379 |
Bars Traded | 12704 | 2293 | 10411 | 12704 | 2293 | 10411 |
Profit Streak | 125.4392 | 125.4392 | 128.0955 | 125.4392 | 125.4392 | 128.0955 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526382 | 487752 | 276220 | 446482 | 523720 | -36555 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736443800000, "last_datapoint_time": 1748227500000, "evaluation_time": 1758934050816, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 143, "offset": 99 } } }
{ "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": [ [ 105710.8691398576, 62451.3299169169, 43259.5392229407, 124403.7405240308, 95296.8613299063, 29106.8791941246 ], [ 105.710869, 62.45133, 43.259539, 124.403741, 95.296861, 29.106879 ], [ 0.761003, 0.449581, 0.311421, 0.583567, 0.483022, 0.18408 ], [ 10, 10, 10, 10, 10, 10 ], [ -39094, -12188, -45502, -59766, -14939, -69656 ], [ 1.719566, 2.492078, 1.411784, 1.52274, 2.600929, 1.163102 ], [ 93, 47, 46, 93, 47, 46 ], [ 61, 30, 31, 61, 30, 31 ], [ 32, 17, 15, 32, 17, 15 ], [ 65.591398, 63.829787, 67.391304, 65.591398, 63.829787, 67.391304 ], [ 0.902067, 1.412178, 0.683121, 0.798814, 1.47386, 0.562791 ], [ 14765, 14765, 14122, 27391, 25391, 27391 ], [ -36505, -10586, -36505, -55052, -12101, -55052 ], [ 136, 48, 226, 136, 48, 226 ], [ 100, 46, 152, 100, 46, 152 ], [ 205, 53, 379, 205, 53, 379 ], [ 12704, 2293, 10411, 12704, 2293, 10411 ], [ 125.439245, 125.439245, 128.095495, 125.439246, 125.439246, 128.095496 ], [ 2, 1, 4, 2, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 526382, 487752, 276220, 446482, 523720, -36555 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736443800000, "last_datapoint_time": 1748227500000, "evaluation_time": 1758934050816, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 143, "offset": 99 } } }
# | 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) |
---|