Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64846.1637 | 41360.6492 | 23485.5145 | 44056.3495 | 35251.0733 | 8805.2762 |
Total P&L (%) | 64.8462 | 41.3606 | 23.4855 | 44.0563 | 35.2511 | 8.8053 |
Avg Daily Profit (%) | 0.4668 | 0.2978 | 0.1691 | 0.2631 | 0.2176 | 0.0608 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61579 | -47023 | -36810 | -50967 | -36903 | -33501 |
Profit Factor | 1.2576 | 1.3664 | 1.1691 | 1.2059 | 1.3938 | 1.0708 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Losing Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Profitability (%) | 58.0838 | 61.4458 | 54.7619 | 58.0838 | 61.4458 | 54.7619 |
Ratio Avg Win / Avg Loss | 0.9075 | 0.8574 | 0.9658 | 0.8702 | 0.8745 | 0.8845 |
Largest Winning Trade | 24114 | 24114 | 11319 | 14455 | 14455 | 13294 |
Largest Losing Trade | -32534 | -20012 | -32534 | -28076 | -14054 | -28076 |
Avg Bars in Trades | 77 | 78 | 77 | 77 | 78 | 77 |
Avg Bars in Winners | 71 | 69 | 72 | 71 | 69 | 72 |
Avg Bars in Losers | 86 | 91 | 83 | 86 | 91 | 83 |
Bars Traded | 12992 | 6487 | 6505 | 12992 | 6487 | 6505 |
Profit Streak | 139.4327 | 0 | 143.391 | 139.4327 | 0 | 143.391 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303405 | 173766 | -33550 | 174713 | 135568 | -422063 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736436600000, "last_datapoint_time": 1748227500000, "evaluation_time": 1760193486354, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 234, "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": [ [ 64846.1637090202, 41360.6491733307, 23485.5145356895, 44056.3494541145, 35251.0732605062, 8805.2761936083 ], [ 64.846164, 41.360649, 23.485515, 44.056349, 35.251073, 8.805276 ], [ 0.466821, 0.297751, 0.16907, 0.26313, 0.217617, 0.06077 ], [ 10, 10, 10, 10, 10, 10 ], [ -61579, -47023, -36810, -50967, -36903, -33501 ], [ 1.257565, 1.366448, 1.169085, 1.205897, 1.393766, 1.070754 ], [ 167, 83, 84, 167, 83, 84 ], [ 97, 51, 46, 97, 51, 46 ], [ 70, 32, 38, 70, 32, 38 ], [ 58.083832, 61.445783, 54.761905, 58.083832, 61.445783, 54.761905 ], [ 0.907521, 0.857379, 0.965766, 0.870235, 0.87452, 0.884536 ], [ 24114, 24114, 11319, 14455, 14455, 13294 ], [ -32534, -20012, -32534, -28076, -14054, -28076 ], [ 77, 78, 77, 77, 78, 77 ], [ 71, 69, 72, 71, 69, 72 ], [ 86, 91, 83, 86, 91, 83 ], [ 12992, 6487, 6505, 12992, 6487, 6505 ], [ 139.432712, 0, 143.391046, 139.432712, 0, 143.391046 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 303405, 173766, -33550, 174713, 135568, -422063 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736436600000, "last_datapoint_time": 1748227500000, "evaluation_time": 1760193486354, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 234, "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) |
---|