Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55786.8702 | 34504.0823 | 21282.7879 | 35498.7986 | 30686.2696 | 4812.5291 |
Total P&L (%) | 55.7869 | 34.5041 | 21.2828 | 35.4988 | 30.6863 | 4.8125 |
Avg Daily Profit (%) | 0.4016 | 0.2484 | 0.1532 | 0.2189 | 0.1929 | 0.0338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54108 | -22849 | -50431 | -55070 | -20926 | -55322 |
Profit Factor | 1.3213 | 1.5498 | 1.192 | 1.2017 | 1.5 | 1.042 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 71.875 | 66.6667 | 77.0833 | 71.875 | 66.6667 | 77.0833 |
Ratio Avg Win / Avg Loss | 0.517 | 0.7749 | 0.3544 | 0.4702 | 0.75 | 0.3098 |
Largest Winning Trade | 10712 | 8277 | 10712 | 9799 | 6474 | 9799 |
Largest Losing Trade | -36526 | -17201 | -36526 | -35099 | -16083 | -35099 |
Avg Bars in Trades | 135 | 129 | 141 | 135 | 129 | 141 |
Avg Bars in Winners | 96 | 98 | 95 | 96 | 98 | 95 |
Avg Bars in Losers | 234 | 191 | 295 | 234 | 191 | 295 |
Bars Traded | 13000 | 6224 | 6776 | 13000 | 6224 | 6776 |
Profit Streak | 0 | 0 | 150.8482 | 0 | 0 | 150.8482 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307151 | 206474 | -6585 | 164349 | 166215 | -486197 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736368200000, "last_datapoint_time": 1748227500000, "evaluation_time": 1760002581635, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 158, "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": [ [ 55786.8701864431, 34504.0823060182, 21282.7878804248, 35498.7986497334, 30686.2695527597, 4812.5290969738 ], [ 55.78687, 34.504082, 21.282788, 35.498799, 30.68627, 4.812529 ], [ 0.401604, 0.248392, 0.153213, 0.218937, 0.19285, 0.033843 ], [ 10, 10, 10, 10, 10, 10 ], [ -54108, -22849, -50431, -55070, -20926, -55322 ], [ 1.321296, 1.549763, 1.191963, 1.201731, 1.499979, 1.041996 ], [ 96, 48, 48, 96, 48, 48 ], [ 69, 32, 37, 69, 32, 37 ], [ 27, 16, 11, 27, 16, 11 ], [ 71.875, 66.666667, 77.083333, 71.875, 66.666667, 77.083333 ], [ 0.517029, 0.774881, 0.354367, 0.470242, 0.74999, 0.309782 ], [ 10712, 8277, 10712, 9799, 6474, 9799 ], [ -36526, -17201, -36526, -35099, -16083, -35099 ], [ 135, 129, 141, 135, 129, 141 ], [ 96, 98, 95, 96, 98, 95 ], [ 234, 191, 295, 234, 191, 295 ], [ 13000, 6224, 6776, 13000, 6224, 6776 ], [ 0, 0, 150.848167, 0, 0, 150.848167 ], [ 0, 0, 6, 0, 0, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 307151, 206474, -6585, 164349, 166215, -486197 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736368200000, "last_datapoint_time": 1748227500000, "evaluation_time": 1760002581635, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 158, "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) |
---|