Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 39548.3958 | 23675.4175 | 15872.9783 | 22337.4187 | 23435.3134 | -1097.8947 |
Total P&L (%) | 39.5484 | 23.6754 | 15.873 | 22.3374 | 23.4353 | -1.0979 |
Avg Daily Profit (%) | 0.2847 | 0.1704 | 0.1143 | 0.1452 | 0.1517 | -0.0079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34421 | -34657 | -34717 | -38605 | -32355 | -34402 |
Profit Factor | 1.2228 | 1.2942 | 1.1635 | 1.1276 | 1.3236 | 0.9893 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 133 | 63 | 70 | 133 | 63 | 70 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 79.1667 | 75 | 83.3333 | 79.1667 | 75 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.3218 | 0.4314 | 0.2327 | 0.2968 | 0.4412 | 0.1979 |
Largest Winning Trade | 8659 | 5872 | 8659 | 6274 | 5278 | 6274 |
Largest Losing Trade | -30731 | -20235 | -30731 | -31933 | -18264 | -31933 |
Avg Bars in Trades | 77 | 81 | 72 | 77 | 81 | 72 |
Avg Bars in Winners | 41 | 40 | 41 | 41 | 40 | 41 |
Avg Bars in Losers | 214 | 203 | 229 | 214 | 203 | 229 |
Bars Traded | 12956 | 6835 | 6121 | 12956 | 6835 | 6121 |
Profit Streak | 134.7748 | 134.7748 | 144.0665 | 134.7748 | 134.7748 | 144.0665 |
Trades During Streak | 10 | 5 | 9 | 10 | 5 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305505 | 148883 | -88472 | -81798 | 143823 | -576859 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736420400000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759420244587, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 216, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 39548.395759518, 23675.4174832117, 15872.9782763063, 22337.4186546988, 23435.3133913352, -1097.8947366364 ], [ 39.548396, 23.675417, 15.872978, 22.337419, 23.435313, -1.097895 ], [ 0.284705, 0.170437, 0.114268, 0.145245, 0.151686, -0.007947 ], [ 10, 10, 10, 10, 10, 10 ], [ -34421, -34657, -34717, -38605, -32355, -34402 ], [ 1.222769, 1.294212, 1.163538, 1.127649, 1.323627, 0.989297 ], [ 168, 84, 84, 168, 84, 84 ], [ 133, 63, 70, 133, 63, 70 ], [ 35, 21, 14, 35, 21, 14 ], [ 79.166667, 75, 83.333333, 79.166667, 75, 83.333333 ], [ 0.321781, 0.431404, 0.232708, 0.29675, 0.441209, 0.197859 ], [ 8659, 5872, 8659, 6274, 5278, 6274 ], [ -30731, -20235, -30731, -31933, -18264, -31933 ], [ 77, 81, 72, 77, 81, 72 ], [ 41, 40, 41, 41, 40, 41 ], [ 214, 203, 229, 214, 203, 229 ], [ 12956, 6835, 6121, 12956, 6835, 6121 ], [ 134.774822, 134.774822, 144.066488, 134.774822, 134.774822, 144.066488 ], [ 10, 5, 9, 10, 5, 9 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 305505, 148883, -88472, -81798, 143823, -576859 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736420400000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759420244587, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 216, "offset": 0, "scalar": 3 } } }
# | 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) |
---|