Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65357.6951 | 39790.6805 | 25567.0146 | 53037.2661 | 51616.8613 | 1420.4047 |
Total P&L (%) | 65.3577 | 39.7907 | 25.567 | 53.0373 | 51.6169 | 1.4204 |
Avg Daily Profit (%) | 0.4705 | 0.2864 | 0.1841 | 0.3068 | 0.3001 | 0.0102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32024 | -24840 | -40312 | -48453 | -22187 | -61329 |
Profit Factor | 1.3081 | 1.4324 | 1.2129 | 1.1994 | 1.5052 | 1.0087 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 120 | 58 | 62 | 120 | 58 | 62 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 64.5161 | 62.3656 | 66.6667 | 64.5161 | 62.3656 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.7195 | 0.8644 | 0.6064 | 0.6596 | 0.9083 | 0.5043 |
Largest Winning Trade | 13494 | 13494 | 12022 | 14383 | 14225 | 14383 |
Largest Losing Trade | -27307 | -16446 | -27307 | -48453 | -14798 | -48453 |
Avg Bars in Trades | 70 | 68 | 71 | 70 | 68 | 71 |
Avg Bars in Winners | 54 | 52 | 56 | 54 | 52 | 56 |
Avg Bars in Losers | 97 | 95 | 101 | 97 | 95 | 101 |
Bars Traded | 13025 | 6388 | 6636 | 13025 | 6388 | 6636 |
Profit Streak | 0 | 0 | 137.5328 | 0 | 0 | 137.5328 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329930 | 175012 | 100274 | 200821 | 231754 | -556783 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736440200000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759889830672, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 238, "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": [ [ 65357.6951168606, 39790.6805276857, 25567.0145891749, 53037.2660671997, 51616.8613220257, 1420.4047451739 ], [ 65.357695, 39.790681, 25.567015, 53.037266, 51.616861, 1.420405 ], [ 0.470504, 0.286449, 0.184055, 0.306791, 0.300058, 0.010154 ], [ 10, 10, 10, 10, 10, 10 ], [ -32024, -24840, -40312, -48453, -22187, -61329 ], [ 1.308099, 1.43243, 1.212853, 1.199359, 1.505176, 1.008668 ], [ 186, 93, 93, 186, 93, 93 ], [ 120, 58, 62, 120, 58, 62 ], [ 66, 35, 31, 66, 35, 31 ], [ 64.516129, 62.365591, 66.666667, 64.516129, 62.365591, 66.666667 ], [ 0.719454, 0.864397, 0.606427, 0.659647, 0.908296, 0.504334 ], [ 13494, 13494, 12022, 14383, 14225, 14383 ], [ -27307, -16446, -27307, -48453, -14798, -48453 ], [ 70, 68, 71, 70, 68, 71 ], [ 54, 52, 56, 54, 52, 56 ], [ 97, 95, 101, 97, 95, 101 ], [ 13025, 6388, 6636, 13025, 6388, 6636 ], [ 0, 0, 137.532762, 0, 0, 137.532762 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 329930, 175012, 100274, 200821, 231754, -556783 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736440200000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759889830672, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 238, "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) |
---|