Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159853.4028 | 89486.6279 | 70366.775 | 271955.9389 | 168743.7258 | 103212.2131 |
Total P&L (%) | 159.8534 | 89.4866 | 70.3668 | 271.9559 | 168.7437 | 103.2122 |
Avg Daily Profit (%) | 1.1508 | 0.6442 | 0.5066 | 0.9501 | 0.7142 | 0.5118 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41057 | -23383 | -38593 | -83128 | -25696 | -78572 |
Profit Factor | 1.8197 | 1.9891 | 1.6731 | 1.8728 | 2.5189 | 1.5148 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 73.4848 | 72.7273 | 74.2424 | 73.4848 | 72.7273 | 74.2424 |
Ratio Avg Win / Avg Loss | 0.6566 | 0.7459 | 0.5805 | 0.6757 | 0.9446 | 0.5255 |
Largest Winning Trade | 30711 | 30711 | 11690 | 40568 | 40568 | 29856 |
Largest Losing Trade | -29234 | -14708 | -29234 | -58085 | -17467 | -58085 |
Avg Bars in Trades | 98 | 97 | 99 | 98 | 97 | 99 |
Avg Bars in Winners | 79 | 80 | 78 | 79 | 80 | 78 |
Avg Bars in Losers | 151 | 141 | 162 | 151 | 141 | 162 |
Bars Traded | 12994 | 6409 | 6585 | 12994 | 6409 | 6585 |
Profit Streak | 145.313 | 160.4275 | 145.313 | 145.313 | 160.4275 | 145.313 |
Trades During Streak | 5 | 10 | 2 | 5 | 10 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 603170 | -109038 | -111224 | 600587 | -107417 | -111841 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736332200000, "last_datapoint_time": 1748227500000, "evaluation_time": 1760310939017, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 46, "offset": 0, "a": 0.71083 } }, "second_band": { "type": "sma", "factors": { "length": 118, "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": [ [ 159853.4028183437, 89486.6278606324, 70366.7749577113, 271955.9388862352, 168743.7257651212, 103212.2131211141 ], [ 159.853403, 89.486628, 70.366775, 271.955939, 168.743726, 103.212213 ], [ 1.15077, 0.644206, 0.506564, 0.950137, 0.714214, 0.511766 ], [ 10, 10, 10, 10, 10, 10 ], [ -41057, -23383, -38593, -83128, -25696, -78572 ], [ 1.819717, 1.989067, 1.673143, 1.87279, 2.518934, 1.514774 ], [ 132, 66, 66, 132, 66, 66 ], [ 97, 48, 49, 97, 48, 49 ], [ 35, 18, 17, 35, 18, 17 ], [ 73.484848, 72.727273, 74.242424, 73.484848, 72.727273, 74.242424 ], [ 0.656599, 0.7459, 0.580478, 0.675749, 0.9446, 0.525534 ], [ 30711, 30711, 11690, 40568, 40568, 29856 ], [ -29234, -14708, -29234, -58085, -17467, -58085 ], [ 98, 97, 99, 98, 97, 99 ], [ 79, 80, 78, 79, 80, 78 ], [ 151, 141, 162, 151, 141, 162 ], [ 12994, 6409, 6585, 12994, 6409, 6585 ], [ 145.312951, 160.427535, 145.312951, 145.312952, 160.427535, 145.312952 ], [ 5, 10, 2, 5, 10, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 603170, -109038, -111224, 600587, -107417, -111841 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736332200000, "last_datapoint_time": 1748227500000, "evaluation_time": 1760310939017, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 46, "offset": 0, "a": 0.71083 } }, "second_band": { "type": "sma", "factors": { "length": 118, "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) |
---|