Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126236.8996 | 72412.5236 | 53824.376 | 172320.9262 | 126862.1212 | 45458.8051 |
Total P&L (%) | 126.2369 | 72.4125 | 53.8244 | 172.3209 | 126.8621 | 45.4588 |
Avg Daily Profit (%) | 0.9088 | 0.5213 | 0.3875 | 0.7238 | 0.5915 | 0.2701 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39982 | -19442 | -36952 | -68421 | -18330 | -65058 |
Profit Factor | 1.7606 | 2.2393 | 1.5004 | 1.7054 | 2.9638 | 1.253 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 73.2143 | 69.6429 | 76.7857 | 73.2143 | 69.6429 | 76.7857 |
Ratio Avg Win / Avg Loss | 0.6441 | 0.9761 | 0.4536 | 0.6239 | 1.2919 | 0.3788 |
Largest Winning Trade | 22316 | 22316 | 12378 | 27054 | 27054 | 19324 |
Largest Losing Trade | -36952 | -13944 | -36952 | -65058 | -13616 | -65058 |
Avg Bars in Trades | 116 | 112 | 119 | 116 | 112 | 119 |
Avg Bars in Winners | 97 | 102 | 92 | 97 | 102 | 92 |
Avg Bars in Losers | 168 | 136 | 209 | 168 | 136 | 209 |
Bars Traded | 13033 | 6314 | 6719 | 13033 | 6314 | 6719 |
Profit Streak | 142.7027 | 146.4735 | 142.7027 | 142.7027 | 146.4735 | 142.7027 |
Trades During Streak | 13 | 7 | 6 | 13 | 7 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 606822 | -165963 | -169131 | 576145 | -162299 | -172305 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736416800000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759288009572, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 168, "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": [ [ 126236.8995954453, 72412.5236024635, 53824.3759929818, 172320.9262362114, 126862.1211500275, 45458.8050861839 ], [ 126.2369, 72.412524, 53.824376, 172.320926, 126.862121, 45.458805 ], [ 0.908768, 0.521291, 0.387477, 0.723801, 0.591457, 0.270124 ], [ 10, 10, 10, 10, 10, 10 ], [ -39982, -19442, -36952, -68421, -18330, -65058 ], [ 1.760551, 2.239344, 1.500446, 1.705398, 2.963753, 1.252989 ], [ 112, 56, 56, 112, 56, 56 ], [ 82, 39, 43, 82, 39, 43 ], [ 30, 17, 13, 30, 17, 13 ], [ 73.214286, 69.642857, 76.785714, 73.214286, 69.642857, 76.785714 ], [ 0.644104, 0.976124, 0.453623, 0.623926, 1.291892, 0.378811 ], [ 22316, 22316, 12378, 27054, 27054, 19324 ], [ -36952, -13944, -36952, -65058, -13616, -65058 ], [ 116, 112, 119, 116, 112, 119 ], [ 97, 102, 92, 97, 102, 92 ], [ 168, 136, 209, 168, 136, 209 ], [ 13033, 6314, 6719, 13033, 6314, 6719 ], [ 142.702657, 146.47349, 142.702657, 142.702657, 146.47349, 142.702657 ], [ 13, 7, 6, 13, 7, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 606822, -165963, -169131, 576145, -162299, -172305 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736416800000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759288009572, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 168, "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) |
---|