Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84495.2616 | 50897.1338 | 33598.1278 | 79608.6804 | 56080.9214 | 23527.759 |
Total P&L (%) | 84.4953 | 50.8971 | 33.5981 | 79.6087 | 56.0809 | 23.5278 |
Avg Daily Profit (%) | 0.6083 | 0.3664 | 0.2419 | 0.4225 | 0.321 | 0.1522 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43811 | -30678 | -48295 | -47026 | -25801 | -46539 |
Profit Factor | 1.4562 | 1.6929 | 1.3006 | 1.4427 | 1.8691 | 1.204 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 71.6814 | 66.6667 | 76.7857 | 71.6814 | 66.6667 | 76.7857 |
Ratio Avg Win / Avg Loss | 0.5753 | 0.8465 | 0.3932 | 0.5699 | 0.9346 | 0.364 |
Largest Winning Trade | 13307 | 13307 | 11695 | 13856 | 13856 | 11800 |
Largest Losing Trade | -35353 | -16259 | -35353 | -32767 | -13071 | -32767 |
Avg Bars in Trades | 116 | 115 | 117 | 116 | 115 | 117 |
Avg Bars in Winners | 91 | 87 | 95 | 91 | 87 | 95 |
Avg Bars in Losers | 177 | 170 | 187 | 177 | 170 | 187 |
Bars Traded | 13133 | 6570 | 6563 | 13133 | 6570 | 6563 |
Profit Streak | 129.1875 | 129.1875 | 140.2604 | 129.1875 | 129.1875 | 140.2604 |
Trades During Streak | 4 | 2 | 7 | 4 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485068 | -170517 | -173277 | 424922 | -170219 | -176379 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736361900000, "last_datapoint_time": 1748227500000, "evaluation_time": 1758897895686, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 151, "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": [ [ 84495.2616144708, 50897.133798576, 33598.1278158949, 79608.6804197958, 56080.92137408, 23527.7590457157 ], [ 84.495262, 50.897134, 33.598128, 79.60868, 56.080921, 23.527759 ], [ 0.608273, 0.366404, 0.24187, 0.422465, 0.321013, 0.152226 ], [ 10, 10, 10, 10, 10, 10 ], [ -43811, -30678, -48295, -47026, -25801, -46539 ], [ 1.456188, 1.692944, 1.300601, 1.442667, 1.86911, 1.204036 ], [ 113, 57, 56, 113, 57, 56 ], [ 81, 38, 43, 81, 38, 43 ], [ 32, 19, 13, 32, 19, 13 ], [ 71.681416, 66.666667, 76.785714, 71.681416, 66.666667, 76.785714 ], [ 0.575284, 0.846472, 0.393205, 0.569942, 0.934555, 0.364011 ], [ 13307, 13307, 11695, 13856, 13856, 11800 ], [ -35353, -16259, -35353, -32767, -13071, -32767 ], [ 116, 115, 117, 116, 115, 117 ], [ 91, 87, 95, 91, 87, 95 ], [ 177, 170, 187, 177, 170, 187 ], [ 13133, 6570, 6563, 13133, 6570, 6563 ], [ 129.18745, 129.18745, 140.260367, 129.18745, 129.18745, 140.260367 ], [ 4, 2, 7, 4, 2, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 485068, -170517, -173277, 424922, -170219, -176379 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736361900000, "last_datapoint_time": 1748227500000, "evaluation_time": 1758897895686, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 151, "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) |
---|