Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60422.0827 | 42201.881 | 18220.2017 | 55657.0548 | 54187.7793 | 1469.2755 |
Total P&L (%) | 60.4221 | 42.2019 | 18.2202 | 55.6571 | 54.1878 | 1.4693 |
Avg Daily Profit (%) | 0.435 | 0.3038 | 0.1312 | 0.319 | 0.3122 | 0.0105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36910 | -21827 | -24026 | -51449 | -21325 | -38811 |
Profit Factor | 1.5573 | 1.6996 | 1.3788 | 1.4298 | 1.8958 | 1.0213 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 13 | 6 | 7 | 13 | 6 | 7 |
Profitability (%) | 79.3651 | 80.6452 | 78.125 | 79.3651 | 80.6452 | 78.125 |
Ratio Avg Win / Avg Loss | 0.4049 | 0.4079 | 0.3861 | 0.3717 | 0.455 | 0.286 |
Largest Winning Trade | 30473 | 30473 | 13591 | 26028 | 26028 | 15146 |
Largest Losing Trade | -19769 | -19160 | -19769 | -30022 | -19608 | -30022 |
Avg Bars in Trades | 181 | 227 | 136 | 181 | 227 | 136 |
Avg Bars in Winners | 95 | 102 | 89 | 95 | 102 | 89 |
Avg Bars in Losers | 510 | 748 | 306 | 510 | 748 | 306 |
Bars Traded | 11421 | 7045 | 4376 | 11421 | 7045 | 4376 |
Profit Streak | 146.1112 | 170.3091 | 146.1112 | 146.1112 | 170.3091 | 146.1112 |
Trades During Streak | 2 | 11 | 1 | 2 | 11 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139031 | 382675 | -24689 | -141119 | 433896 | -540956 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736432100000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759699507963, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 229, "offset": 0, "a": 0.03651 } } }
{ "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": [ [ 60422.0826711428, 42201.8809820746, 18220.2016890681, 55657.0547769326, 54187.779316977, 1469.2754599556 ], [ 60.422083, 42.201881, 18.220202, 55.657055, 54.187779, 1.469275 ], [ 0.434973, 0.303807, 0.131166, 0.319049, 0.3122, 0.010501 ], [ 10, 10, 10, 10, 10, 10 ], [ -36910, -21827, -24026, -51449, -21325, -38811 ], [ 1.557315, 1.699604, 1.378846, 1.429753, 1.895835, 1.021287 ], [ 63, 31, 32, 63, 31, 32 ], [ 50, 25, 25, 50, 25, 25 ], [ 13, 6, 7, 13, 6, 7 ], [ 79.365079, 80.645161, 78.125, 79.365079, 80.645161, 78.125 ], [ 0.404902, 0.407905, 0.386077, 0.371736, 0.455, 0.28596 ], [ 30473, 30473, 13591, 26028, 26028, 15146 ], [ -19769, -19160, -19769, -30022, -19608, -30022 ], [ 181, 227, 136, 181, 227, 136 ], [ 95, 102, 89, 95, 102, 89 ], [ 510, 748, 306, 510, 748, 306 ], [ 11421, 7045, 4376, 11421, 7045, 4376 ], [ 146.111203, 170.30912, 146.111203, 146.111203, 170.30912, 146.111203 ], [ 2, 11, 1, 2, 11, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -139031, 382675, -24689, -141119, 433896, -540956 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736432100000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759699507963, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 229, "offset": 0, "a": 0.03651 } } }
# | 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) |
---|