Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127019.2755 | 76788.8522 | 50230.4233 | 161040.2799 | 112524.3415 | 48515.9384 |
Total P&L (%) | 127.0193 | 76.7889 | 50.2304 | 161.0403 | 112.5243 | 48.5159 |
Avg Daily Profit (%) | 0.9144 | 0.5528 | 0.3616 | 0.6931 | 0.5442 | 0.2851 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49116 | -38650 | -29303 | -69214 | -35244 | -68029 |
Profit Factor | 1.508 | 1.5814 | 1.4258 | 1.4087 | 1.6548 | 1.2184 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 106 | 54 | 52 | 106 | 54 | 52 |
Losing Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Profitability (%) | 64.2424 | 65.8537 | 62.6506 | 64.2424 | 65.8537 | 62.6506 |
Ratio Avg Win / Avg Loss | 0.8393 | 0.82 | 0.85 | 0.7841 | 0.8581 | 0.7263 |
Largest Winning Trade | 26896 | 26896 | 9085 | 35549 | 35549 | 18822 |
Largest Losing Trade | -31389 | -31389 | -19486 | -35796 | -27038 | -35796 |
Avg Bars in Trades | 78 | 77 | 78 | 78 | 77 | 78 |
Avg Bars in Winners | 64 | 64 | 63 | 64 | 64 | 63 |
Avg Bars in Losers | 103 | 103 | 103 | 103 | 103 | 103 |
Bars Traded | 12903 | 6388 | 6515 | 12903 | 6388 | 6515 |
Profit Streak | 128.5318 | 0 | 128.5526 | 128.5318 | 0 | 128.5526 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505199 | 247203 | 260704 | 446911 | 252458 | 186250 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736352000000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759091447852, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 140, "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": [ [ 127019.2755163477, 76788.8521693111, 50230.4233470365, 161040.2799022428, 112524.3414764338, 48515.938425809 ], [ 127.019276, 76.788852, 50.230423, 161.04028, 112.524341, 48.515938 ], [ 0.9144, 0.552796, 0.361604, 0.693129, 0.544191, 0.285138 ], [ 10, 10, 10, 10, 10, 10 ], [ -49116, -38650, -29303, -69214, -35244, -68029 ], [ 1.50797, 1.581396, 1.425767, 1.408739, 1.654829, 1.218388 ], [ 165, 82, 83, 165, 82, 83 ], [ 106, 54, 52, 106, 54, 52 ], [ 59, 28, 31, 59, 28, 31 ], [ 64.242424, 65.853659, 62.650602, 64.242424, 65.853659, 62.650602 ], [ 0.839342, 0.819983, 0.849977, 0.784109, 0.858059, 0.726346 ], [ 26896, 26896, 9085, 35549, 35549, 18822 ], [ -31389, -31389, -19486, -35796, -27038, -35796 ], [ 78, 77, 78, 78, 77, 78 ], [ 64, 64, 63, 64, 64, 63 ], [ 103, 103, 103, 103, 103, 103 ], [ 12903, 6388, 6515, 12903, 6388, 6515 ], [ 128.531804, 0, 128.552637, 128.531804, 0, 128.552637 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 505199, 247203, 260704, 446911, 252458, 186250 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736352000000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759091447852, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 140, "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) |
---|