Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127138.9551 | 74798.2523 | 52340.7028 | 167747.1724 | 115108.8889 | 52638.2834 |
Total P&L (%) | 127.139 | 74.7983 | 52.3407 | 167.7472 | 115.1089 | 52.6383 |
Avg Daily Profit (%) | 0.9153 | 0.5385 | 0.3768 | 0.7115 | 0.5529 | 0.3049 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38563 | -29629 | -38279 | -53353 | -25978 | -54108 |
Profit Factor | 1.7151 | 2.1369 | 1.4674 | 1.7529 | 2.7482 | 1.3354 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 66.9643 | 69.6429 | 64.2857 | 66.9643 | 69.6429 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.8461 | 0.9315 | 0.8152 | 0.8648 | 1.198 | 0.7419 |
Largest Winning Trade | 23296 | 23296 | 13617 | 25958 | 25958 | 16916 |
Largest Losing Trade | -36352 | -18258 | -36352 | -51342 | -17058 | -51342 |
Avg Bars in Trades | 116 | 113 | 118 | 116 | 113 | 118 |
Avg Bars in Winners | 97 | 98 | 97 | 97 | 98 | 97 |
Avg Bars in Losers | 152 | 150 | 154 | 152 | 150 | 154 |
Bars Traded | 12997 | 6377 | 6620 | 12997 | 6377 | 6620 |
Profit Streak | 126.6383 | 126.6383 | 139.0862 | 126.6383 | 126.6383 | 139.0862 |
Trades During Streak | 2 | 1 | 7 | 2 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 539871 | -166923 | -171111 | 511668 | -163952 | -172512 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736444700000, "last_datapoint_time": 1748227500000, "evaluation_time": 1758871150781, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 120, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 243, "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": [ [ 127138.9551416918, 74798.2523300649, 52340.7028116269, 167747.1723869155, 115108.8889438608, 52638.2834430546 ], [ 127.138955, 74.798252, 52.340703, 167.747172, 115.108889, 52.638283 ], [ 0.915261, 0.538466, 0.376796, 0.71152, 0.552941, 0.304906 ], [ 10, 10, 10, 10, 10, 10 ], [ -38563, -29629, -38279, -53353, -25978, -54108 ], [ 1.715125, 2.1369, 1.467352, 1.752892, 2.748244, 1.335359 ], [ 112, 56, 56, 112, 56, 56 ], [ 75, 39, 36, 75, 39, 36 ], [ 37, 17, 20, 37, 17, 20 ], [ 66.964286, 69.642857, 64.285714, 66.964286, 69.642857, 64.285714 ], [ 0.846128, 0.931469, 0.815195, 0.86476, 1.197952, 0.741866 ], [ 23296, 23296, 13617, 25958, 25958, 16916 ], [ -36352, -18258, -36352, -51342, -17058, -51342 ], [ 116, 113, 118, 116, 113, 118 ], [ 97, 98, 97, 97, 98, 97 ], [ 152, 150, 154, 152, 150, 154 ], [ 12997, 6377, 6620, 12997, 6377, 6620 ], [ 126.638319, 126.638319, 139.086236, 126.638319, 126.638319, 139.086236 ], [ 2, 1, 7, 2, 1, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 539871, -166923, -171111, 511668, -163952, -172512 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736444700000, "last_datapoint_time": 1748227500000, "evaluation_time": 1758871150781, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 120, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 243, "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) |
---|