Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79425.1327 | 50165.236 | 29259.8966 | 76379.6844 | 64795.8136 | 11583.8708 |
Total P&L (%) | 79.4251 | 50.1652 | 29.2599 | 76.3797 | 64.7958 | 11.5839 |
Avg Daily Profit (%) | 0.5718 | 0.3611 | 0.2106 | 0.4094 | 0.3603 | 0.0789 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40491 | -29520 | -34082 | -53671 | -28813 | -51794 |
Profit Factor | 1.2815 | 1.3786 | 1.1955 | 1.2281 | 1.4489 | 1.0608 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 144 | 71 | 73 | 144 | 71 | 73 |
Losing Trades | 118 | 60 | 58 | 118 | 60 | 58 |
Profitability (%) | 54.9618 | 54.1985 | 55.7252 | 54.9618 | 54.1985 | 55.7252 |
Ratio Avg Win / Avg Loss | 1.0501 | 1.165 | 0.9499 | 1.0063 | 1.2244 | 0.8428 |
Largest Winning Trade | 20587 | 20587 | 11349 | 19881 | 19881 | 13217 |
Largest Losing Trade | -19191 | -15085 | -19191 | -30196 | -12584 | -30196 |
Avg Bars in Trades | 49 | 53 | 46 | 49 | 53 | 46 |
Avg Bars in Winners | 44 | 44 | 44 | 44 | 44 | 44 |
Avg Bars in Losers | 56 | 63 | 49 | 56 | 63 | 49 |
Bars Traded | 13081 | 6971 | 6110 | 13081 | 6971 | 6110 |
Profit Streak | 124.4759 | 124.5175 | 0 | 124.4759 | 124.5175 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416446 | 265042 | -3831 | 354716 | 315352 | -360630 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736379900000, "last_datapoint_time": 1748227500000, "evaluation_time": 1758944415030, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 171, "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": [ [ 79425.1326551714, 50165.2360168368, 29259.8966383347, 76379.6843911576, 64795.8136255813, 11583.8707655762 ], [ 79.425133, 50.165236, 29.259897, 76.379684, 64.795814, 11.583871 ], [ 0.571774, 0.361135, 0.210639, 0.409351, 0.360259, 0.078936 ], [ 10, 10, 10, 10, 10, 10 ], [ -40491, -29520, -34082, -53671, -28813, -51794 ], [ 1.28148, 1.378553, 1.195521, 1.228058, 1.44886, 1.06079 ], [ 262, 131, 131, 262, 131, 131 ], [ 144, 71, 73, 144, 71, 73 ], [ 118, 60, 58, 118, 60, 58 ], [ 54.961832, 54.198473, 55.725191, 54.961832, 54.198473, 55.725191 ], [ 1.050102, 1.164974, 0.949866, 1.006325, 1.224388, 0.842819 ], [ 20587, 20587, 11349, 19881, 19881, 13217 ], [ -19191, -15085, -19191, -30196, -12584, -30196 ], [ 49, 53, 46, 49, 53, 46 ], [ 44, 44, 44, 44, 44, 44 ], [ 56, 63, 49, 56, 63, 49 ], [ 13081, 6971, 6110, 13081, 6971, 6110 ], [ 124.475868, 124.517535, 0, 124.475868, 124.517535, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 416446, 265042, -3831, 354716, 315352, -360630 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736379900000, "last_datapoint_time": 1748227500000, "evaluation_time": 1758944415030, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 171, "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) |
---|