Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83174.0694 | 51155.6172 | 32018.4522 | 73210.9459 | 59429.4123 | 13781.5337 |
Total P&L (%) | 83.1741 | 51.1556 | 32.0185 | 73.2109 | 59.4294 | 13.7815 |
Avg Daily Profit (%) | 0.5988 | 0.3683 | 0.2305 | 0.3962 | 0.3363 | 0.093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45930 | -35009 | -40581 | -47174 | -32442 | -46022 |
Profit Factor | 1.2695 | 1.3482 | 1.198 | 1.2239 | 1.4131 | 1.0752 |
Total Trades | 372 | 186 | 186 | 372 | 186 | 186 |
Winning Trades | 188 | 99 | 89 | 188 | 99 | 89 |
Losing Trades | 184 | 87 | 97 | 184 | 87 | 97 |
Profitability (%) | 50.5376 | 53.2258 | 47.8495 | 50.5376 | 53.2258 | 47.8495 |
Ratio Avg Win / Avg Loss | 1.2425 | 1.1848 | 1.3057 | 1.1978 | 1.2418 | 1.1719 |
Largest Winning Trade | 16433 | 16433 | 13429 | 15748 | 15748 | 15357 |
Largest Losing Trade | -32451 | -14132 | -32451 | -36368 | -13417 | -36368 |
Avg Bars in Trades | 34 | 34 | 34 | 34 | 34 | 34 |
Avg Bars in Winners | 33 | 34 | 33 | 33 | 34 | 33 |
Avg Bars in Losers | 36 | 35 | 36 | 36 | 35 | 36 |
Bars Traded | 13014 | 6507 | 6507 | 13014 | 6507 | 6507 |
Profit Streak | 124.7368 | 125.2264 | 0 | 124.7368 | 125.2264 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422135 | 309162 | 336 | 349787 | 333489 | -256922 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736490600000, "last_datapoint_time": 1748227500000, "evaluation_time": 1758980462740, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 196, "offset": 98 } } }
{ "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": [ [ 83174.0693891942, 51155.6171544055, 32018.4522347888, 73210.9459372321, 59429.4122752571, 13781.5336619751 ], [ 83.174069, 51.155617, 32.018452, 73.210946, 59.429412, 13.781534 ], [ 0.598762, 0.368264, 0.230498, 0.396248, 0.336344, 0.092988 ], [ 10, 10, 10, 10, 10, 10 ], [ -45930, -35009, -40581, -47174, -32442, -46022 ], [ 1.269478, 1.348165, 1.197987, 1.223859, 1.413119, 1.075233 ], [ 372, 186, 186, 372, 186, 186 ], [ 188, 99, 89, 188, 99, 89 ], [ 184, 87, 97, 184, 87, 97 ], [ 50.537634, 53.225806, 47.849462, 50.537634, 53.225806, 47.849462 ], [ 1.242468, 1.184751, 1.305671, 1.19782, 1.241832, 1.171883 ], [ 16433, 16433, 13429, 15748, 15748, 15357 ], [ -32451, -14132, -32451, -36368, -13417, -36368 ], [ 34, 34, 34, 34, 34, 34 ], [ 33, 34, 33, 33, 34, 33 ], [ 36, 35, 36, 36, 35, 36 ], [ 13014, 6507, 6507, 13014, 6507, 6507 ], [ 124.736837, 125.22642, 0, 124.736837, 125.226421, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 422135, 309162, 336, 349787, 333489, -256922 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736490600000, "last_datapoint_time": 1748227500000, "evaluation_time": 1758980462740, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 196, "offset": 98 } } }
# | 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) |
---|