Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119389.6901 | 68285.9416 | 51103.7485 | 162367.8966 | 118319.8307 | 44048.0659 |
Total P&L (%) | 119.3897 | 68.2859 | 51.1037 | 162.3679 | 118.3198 | 44.0481 |
Avg Daily Profit (%) | 0.8595 | 0.4916 | 0.3679 | 0.6968 | 0.5637 | 0.2631 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34684 | -15740 | -25257 | -77792 | -45509 | -74204 |
Profit Factor | 1.4481 | 1.5101 | 1.3855 | 1.3237 | 1.5101 | 1.1633 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 119 | 58 | 61 | 119 | 58 | 61 |
Losing Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Profitability (%) | 57.4879 | 56.3107 | 58.6538 | 57.4879 | 56.3107 | 58.6538 |
Ratio Avg Win / Avg Loss | 1.0709 | 1.1716 | 0.9767 | 0.9789 | 1.1716 | 0.8201 |
Largest Winning Trade | 29065 | 29065 | 11532 | 40860 | 40860 | 20006 |
Largest Losing Trade | -19738 | -13521 | -19738 | -35819 | -22791 | -35819 |
Avg Bars in Trades | 62 | 64 | 60 | 62 | 64 | 60 |
Avg Bars in Winners | 56 | 57 | 55 | 56 | 57 | 55 |
Avg Bars in Losers | 70 | 72 | 67 | 70 | 72 | 67 |
Bars Traded | 12907 | 6635 | 6272 | 12907 | 6635 | 6272 |
Profit Streak | 126.5747 | 0 | 126.7518 | 126.5747 | 0 | 126.7518 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526663 | 364459 | 229178 | 405676 | 390747 | -36599 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736338500000, "last_datapoint_time": 1748227500000, "evaluation_time": 1758934053852, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 60, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 125, "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": [ [ 119389.6901184601, 68285.9416082384, 51103.7485102217, 162367.8965767913, 118319.8306607511, 44048.0659160401 ], [ 119.38969, 68.285942, 51.103749, 162.367897, 118.319831, 44.048066 ], [ 0.859475, 0.491584, 0.367891, 0.696807, 0.563667, 0.263089 ], [ 10, 10, 10, 10, 10, 10 ], [ -34684, -15740, -25257, -77792, -45509, -74204 ], [ 1.448107, 1.510108, 1.385499, 1.323673, 1.510088, 1.163333 ], [ 207, 103, 104, 207, 103, 104 ], [ 119, 58, 61, 119, 58, 61 ], [ 88, 45, 43, 88, 45, 43 ], [ 57.487923, 56.31068, 58.653846, 57.487923, 56.31068, 58.653846 ], [ 1.070869, 1.171635, 0.976663, 0.97885, 1.17162, 0.820054 ], [ 29065, 29065, 11532, 40860, 40860, 20006 ], [ -19738, -13521, -19738, -35819, -22791, -35819 ], [ 62, 64, 60, 62, 64, 60 ], [ 56, 57, 55, 56, 57, 55 ], [ 70, 72, 67, 70, 72, 67 ], [ 12907, 6635, 6272, 12907, 6635, 6272 ], [ 126.574697, 0, 126.751781, 126.574697, 0, 126.751781 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 526663, 364459, 229178, 405676, 390747, -36599 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736338500000, "last_datapoint_time": 1748227500000, "evaluation_time": 1758934053852, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 60, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 125, "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) |
---|