Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55276.6947 | 38893.5495 | 16383.1452 | 50741.081 | 35504.5959 | 15236.4851 |
Total P&L (%) | 55.2767 | 38.8935 | 16.3831 | 50.7411 | 35.5046 | 15.2365 |
Avg Daily Profit (%) | 0.3979 | 0.28 | 0.1179 | 0.2959 | 0.219 | 0.1021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44647 | -52907 | -5895 | -51163 | -57877 | -8997 |
Profit Factor | 1.434 | 1.3783 | 1.6677 | 1.3677 | 1.3225 | 1.5461 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 53.9326 | 54.5455 | 53.3333 | 53.9326 | 54.5455 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.2249 | 1.1486 | 1.4592 | 1.1682 | 1.1021 | 1.3528 |
Largest Winning Trade | 18056 | 18056 | 8357 | 20935 | 20935 | 6957 |
Largest Losing Trade | -16113 | -16113 | -2785 | -20527 | -20527 | -3781 |
Avg Bars in Trades | 132 | 254 | 12 | 132 | 254 | 12 |
Avg Bars in Winners | 120 | 231 | 10 | 120 | 231 | 10 |
Avg Bars in Losers | 145 | 282 | 15 | 145 | 282 | 15 |
Bars Traded | 11775 | 11202 | 573 | 11775 | 11202 | 573 |
Profit Streak | 142.3593 | 0 | 150.3489 | 142.3593 | 0 | 150.3489 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315786 | 194861 | -42568 | 258902 | 152965 | -64855 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736264700000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759709243478, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 43, "offset": 0, "std": 2.6586 } }, "second_band": { "type": "ssf", "factors": { "length": 215, "offset": 0, "poles": 2 } } }
{ "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": [ [ 55276.6947051765, 38893.5494593393, 16383.1452458372, 50741.0809762967, 35504.5959000403, 15236.4850762563 ], [ 55.276695, 38.893549, 16.383145, 50.741081, 35.504596, 15.236485 ], [ 0.397932, 0.279991, 0.117941, 0.295875, 0.218968, 0.102144 ], [ 10, 10, 10, 10, 10, 10 ], [ -44647, -52907, -5895, -51163, -57877, -8997 ], [ 1.434039, 1.378281, 1.667678, 1.36769, 1.322482, 1.546074 ], [ 89, 44, 45, 89, 44, 45 ], [ 48, 24, 24, 48, 24, 24 ], [ 41, 20, 21, 41, 20, 21 ], [ 53.932584, 54.545455, 53.333333, 53.932584, 54.545455, 53.333333 ], [ 1.224908, 1.148567, 1.459218, 1.168235, 1.102068, 1.352815 ], [ 18056, 18056, 8357, 20935, 20935, 6957 ], [ -16113, -16113, -2785, -20527, -20527, -3781 ], [ 132, 254, 12, 132, 254, 12 ], [ 120, 231, 10, 120, 231, 10 ], [ 145, 282, 15, 145, 282, 15 ], [ 11775, 11202, 573, 11775, 11202, 573 ], [ 142.359299, 0, 150.348883, 142.359299, 0, 150.348883 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 315786, 194861, -42568, 258902, 152965, -64855 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736264700000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759709243478, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 43, "offset": 0, "std": 2.6586 } }, "second_band": { "type": "ssf", "factors": { "length": 215, "offset": 0, "poles": 2 } } }
# | 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) |
---|