Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91184.9243 | 52655.51 | 38529.4142 | 98030.1373 | 66890.9328 | 31139.2045 |
Total P&L (%) | 91.1849 | 52.6555 | 38.5294 | 98.0301 | 66.8909 | 31.1392 |
Avg Daily Profit (%) | 0.6564 | 0.3791 | 0.2774 | 0.4931 | 0.3694 | 0.1953 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44261 | -21393 | -41703 | -54631 | -26765 | -53600 |
Profit Factor | 1.5928 | 1.8835 | 1.4089 | 1.5041 | 1.9605 | 1.2494 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Losing Trades | 21 | 9 | 12 | 21 | 9 | 12 |
Profitability (%) | 73.0769 | 76.9231 | 69.2308 | 73.0769 | 76.9231 | 69.2308 |
Ratio Avg Win / Avg Loss | 0.5868 | 0.565 | 0.6262 | 0.5541 | 0.5882 | 0.5553 |
Largest Winning Trade | 16648 | 11590 | 16648 | 13818 | 13170 | 13818 |
Largest Losing Trade | -33481 | -15151 | -33481 | -43233 | -19074 | -43233 |
Avg Bars in Trades | 166 | 111 | 221 | 166 | 111 | 221 |
Avg Bars in Winners | 116 | 87 | 147 | 116 | 87 | 147 |
Avg Bars in Losers | 302 | 188 | 388 | 302 | 188 | 388 |
Bars Traded | 12974 | 4332 | 8642 | 12974 | 4332 | 8642 |
Profit Streak | 0 | 0 | 140.9005 | 0 | 0 | 140.9005 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25561 | 378799 | 257713 | -27499 | 415340 | 173746 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736388900000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759288006575, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 166, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 181, "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": [ [ 91184.9242524164, 52655.5100476804, 38529.4142047361, 98030.1373359172, 66890.9328327704, 31139.2045031468 ], [ 91.184924, 52.65551, 38.529414, 98.030137, 66.890933, 31.139205 ], [ 0.656432, 0.379062, 0.27737, 0.493076, 0.369387, 0.195345 ], [ 10, 10, 10, 10, 10, 10 ], [ -44261, -21393, -41703, -54631, -26765, -53600 ], [ 1.592761, 1.883494, 1.40888, 1.504067, 1.960539, 1.249434 ], [ 78, 39, 39, 78, 39, 39 ], [ 57, 30, 27, 57, 30, 27 ], [ 21, 9, 12, 21, 9, 12 ], [ 73.076923, 76.923077, 69.230769, 73.076923, 76.923077, 69.230769 ], [ 0.586807, 0.565048, 0.626169, 0.55413, 0.588162, 0.555304 ], [ 16648, 11590, 16648, 13818, 13170, 13818 ], [ -33481, -15151, -33481, -43233, -19074, -43233 ], [ 166, 111, 221, 166, 111, 221 ], [ 116, 87, 147, 116, 87, 147 ], [ 302, 188, 388, 302, 188, 388 ], [ 12974, 4332, 8642, 12974, 4332, 8642 ], [ 0, 0, 140.900539, 0, 0, 140.900539 ], [ 0, 0, 5, 0, 0, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -25561, 378799, 257713, -27499, 415340, 173746 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736388900000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759288006575, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 166, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 181, "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) |
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