Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68831.45 | 39075.4291 | 29756.0209 | 72463.3351 | 46367.4297 | 26095.9055 |
Total P&L (%) | 68.8315 | 39.0754 | 29.756 | 72.4633 | 46.3674 | 26.0959 |
Avg Daily Profit (%) | 0.4955 | 0.2813 | 0.2142 | 0.3931 | 0.2746 | 0.1671 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43984 | -47352 | -19045 | -39586 | -39629 | -18073 |
Profit Factor | 1.4465 | 1.3934 | 1.5427 | 1.4867 | 1.5035 | 1.4594 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 59.8131 | 56.6038 | 62.963 | 59.8131 | 56.6038 | 62.963 |
Ratio Avg Win / Avg Loss | 0.9718 | 1.0682 | 0.9074 | 0.9989 | 1.1527 | 0.8584 |
Largest Winning Trade | 21827 | 21827 | 6439 | 16594 | 16594 | 6835 |
Largest Losing Trade | -19479 | -19479 | -10113 | -16263 | -16263 | -11112 |
Avg Bars in Trades | 115 | 196 | 36 | 115 | 196 | 36 |
Avg Bars in Winners | 82 | 138 | 33 | 82 | 138 | 33 |
Avg Bars in Losers | 164 | 272 | 41 | 164 | 272 | 41 |
Bars Traded | 12391 | 10430 | 1961 | 12391 | 10430 | 1961 |
Profit Streak | 130.0433 | 0 | 141.8558 | 130.0433 | 0 | 141.8558 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350070 | -174314 | -174295 | 330214 | -173050 | -175532 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736341200000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759040243552, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 41, "offset": 0, "std": 2.88521 } }, "second_band": { "type": "t3", "factors": { "length": 128, "offset": 0, "a": 0.59686 } } }
{ "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": [ [ 68831.4500058765, 39075.4291236845, 29756.020882192, 72463.3351463829, 46367.4296740275, 26095.9054723554 ], [ 68.83145, 39.075429, 29.756021, 72.463335, 46.36743, 26.095905 ], [ 0.495511, 0.2813, 0.214211, 0.393121, 0.274619, 0.167062 ], [ 10, 10, 10, 10, 10, 10 ], [ -43984, -47352, -19045, -39586, -39629, -18073 ], [ 1.446466, 1.393367, 1.542659, 1.48667, 1.503518, 1.45936 ], [ 107, 53, 54, 107, 53, 54 ], [ 64, 30, 34, 64, 30, 34 ], [ 43, 23, 20, 43, 23, 20 ], [ 59.813084, 56.603774, 62.962963, 59.813084, 56.603774, 62.962963 ], [ 0.971844, 1.068248, 0.907447, 0.998856, 1.152697, 0.858447 ], [ 21827, 21827, 6439, 16594, 16594, 6835 ], [ -19479, -19479, -10113, -16263, -16263, -11112 ], [ 115, 196, 36, 115, 196, 36 ], [ 82, 138, 33, 82, 138, 33 ], [ 164, 272, 41, 164, 272, 41 ], [ 12391, 10430, 1961, 12391, 10430, 1961 ], [ 130.043328, 0, 141.855828, 130.043328, 0, 141.855828 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 350070, -174314, -174295, 330214, -173050, -175532 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736341200000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759040243552, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 41, "offset": 0, "std": 2.88521 } }, "second_band": { "type": "t3", "factors": { "length": 128, "offset": 0, "a": 0.59686 } } }
# | 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) |
---|