Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84798.0576 | 54202.8345 | 30595.2231 | 82394.4056 | 70913.0502 | 11481.3554 |
Total P&L (%) | 84.7981 | 54.2028 | 30.5952 | 82.3944 | 70.9131 | 11.4814 |
Avg Daily Profit (%) | 0.6105 | 0.3902 | 0.2203 | 0.4336 | 0.3866 | 0.0783 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45242 | -39807 | -33007 | -45862 | -35895 | -59310 |
Profit Factor | 1.295 | 1.4082 | 1.1978 | 1.2437 | 1.5195 | 1.057 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Losing Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Profitability (%) | 54.5045 | 54.0541 | 54.955 | 54.5045 | 54.0541 | 54.955 |
Ratio Avg Win / Avg Loss | 1.081 | 1.197 | 0.9818 | 1.0382 | 1.2916 | 0.8664 |
Largest Winning Trade | 13623 | 11929 | 13623 | 20555 | 17342 | 20555 |
Largest Losing Trade | -26947 | -13606 | -26947 | -33926 | -11654 | -33926 |
Avg Bars in Trades | 58 | 58 | 58 | 58 | 58 | 58 |
Avg Bars in Winners | 51 | 56 | 45 | 51 | 56 | 45 |
Avg Bars in Losers | 67 | 60 | 75 | 67 | 60 | 75 |
Bars Traded | 13029 | 6490 | 6539 | 13029 | 6490 | 6539 |
Profit Streak | 134.4851 | 134.4955 | 0 | 134.4851 | 134.4955 | 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 | 421782 | 287746 | -1229 | 356082 | 349039 | -369060 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736407800000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759783114308, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 202, "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": [ [ 84798.0575977711, 54202.8345086742, 30595.2230890969, 82394.4056111854, 70913.0501697189, 11481.3554414666 ], [ 84.798058, 54.202835, 30.595223, 82.394406, 70.91305, 11.481355 ], [ 0.610453, 0.390201, 0.220252, 0.433592, 0.386596, 0.078273 ], [ 10, 10, 10, 10, 10, 10 ], [ -45242, -39807, -33007, -45862, -35895, -59310 ], [ 1.295015, 1.408177, 1.197842, 1.243737, 1.519492, 1.056968 ], [ 222, 111, 111, 222, 111, 111 ], [ 121, 60, 61, 121, 60, 61 ], [ 101, 51, 50, 101, 51, 50 ], [ 54.504505, 54.054054, 54.954955, 54.504505, 54.054054, 54.954955 ], [ 1.080963, 1.196951, 0.981838, 1.038161, 1.291569, 0.866367 ], [ 13623, 11929, 13623, 20555, 17342, 20555 ], [ -26947, -13606, -26947, -33926, -11654, -33926 ], [ 58, 58, 58, 58, 58, 58 ], [ 51, 56, 45, 51, 56, 45 ], [ 67, 60, 75, 67, 60, 75 ], [ 13029, 6490, 6539, 13029, 6490, 6539 ], [ 134.485119, 134.495536, 0, 134.485119, 134.495536, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 421782, 287746, -1229, 356082, 349039, -369060 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736407800000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759783114308, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 202, "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) |
---|