Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65561.1569 | 41225.5665 | 24335.5904 | 50770.8279 | 41774.4135 | 8996.4144 |
Total P&L (%) | 65.5612 | 41.2256 | 24.3356 | 50.7708 | 41.7744 | 8.9964 |
Avg Daily Profit (%) | 0.472 | 0.2968 | 0.1752 | 0.296 | 0.2516 | 0.062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38188 | -24716 | -35945 | -49118 | -27759 | -52372 |
Profit Factor | 1.3381 | 1.481 | 1.2249 | 1.2284 | 1.4527 | 1.0692 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 57.732 | 56.25 | 59.1837 | 57.732 | 56.25 | 59.1837 |
Ratio Avg Win / Avg Loss | 0.9797 | 1.1519 | 0.8448 | 0.8994 | 1.1299 | 0.7374 |
Largest Winning Trade | 18904 | 18904 | 16004 | 21416 | 21416 | 15219 |
Largest Losing Trade | -32349 | -18922 | -32349 | -43773 | -21754 | -43773 |
Avg Bars in Trades | 131 | 132 | 130 | 131 | 132 | 130 |
Avg Bars in Winners | 124 | 128 | 121 | 124 | 128 | 121 |
Avg Bars in Losers | 141 | 138 | 143 | 141 | 138 | 143 |
Bars Traded | 12775 | 6375 | 6401 | 12775 | 6375 | 6401 |
Profit Streak | 138.7499 | 138.7499 | 145.7291 | 138.7499 | 138.7499 | 145.7291 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330990 | 273717 | 83475 | 217228 | 255343 | -420974 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736369100000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759607994618, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 206, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 159, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 65561.1569146301, 41225.5665374038, 24335.5903772264, 50770.8278850475, 41774.4135050026, 8996.4143800449 ], [ 65.561157, 41.225567, 24.33559, 50.770828, 41.774414, 8.996414 ], [ 0.471969, 0.296779, 0.17519, 0.296018, 0.251606, 0.062034 ], [ 10, 10, 10, 10, 10, 10 ], [ -38188, -24716, -35945, -49118, -27759, -52372 ], [ 1.338103, 1.480987, 1.224916, 1.228437, 1.45267, 1.06922 ], [ 97, 48, 49, 97, 48, 49 ], [ 56, 27, 29, 56, 27, 29 ], [ 41, 21, 20, 41, 21, 20 ], [ 57.731959, 56.25, 59.183673, 57.731959, 56.25, 59.183673 ], [ 0.979682, 1.151879, 0.844769, 0.899391, 1.129855, 0.737393 ], [ 18904, 18904, 16004, 21416, 21416, 15219 ], [ -32349, -18922, -32349, -43773, -21754, -43773 ], [ 131, 132, 130, 131, 132, 130 ], [ 124, 128, 121, 124, 128, 121 ], [ 141, 138, 143, 141, 138, 143 ], [ 12775, 6375, 6401, 12775, 6375, 6401 ], [ 138.749938, 138.749938, 145.729104, 138.749938, 138.749938, 145.729104 ], [ 5, 2, 6, 5, 2, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 330990, 273717, 83475, 217228, 255343, -420974 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736369100000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759607994618, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 206, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 159, "offset": 0, "scalar": 1 } } }
# | 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) |
---|