Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61952.3409 | 37880.527 | 24071.8139 | 39423.2166 | 48550.8159 | -9127.5993 |
Total P&L (%) | 61.9523 | 37.8805 | 24.0718 | 39.4232 | 48.5508 | -9.1276 |
Avg Daily Profit (%) | 0.446 | 0.2727 | 0.1733 | 0.2395 | 0.2853 | -0.0689 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51816 | -9722 | -62274 | -106068 | -14639 | -120294 |
Profit Factor | 1.3541 | 1.8253 | 1.1865 | 1.1494 | 1.8037 | 0.9551 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 64.0449 | 60 | 68.1818 | 64.0449 | 60 | 68.1818 |
Ratio Avg Win / Avg Loss | 0.7602 | 1.2169 | 0.5537 | 0.6453 | 1.2024 | 0.4457 |
Largest Winning Trade | 14849 | 12110 | 14849 | 22835 | 14088 | 22835 |
Largest Losing Trade | -37546 | -9722 | -37546 | -66354 | -11568 | -66354 |
Avg Bars in Trades | 147 | 35 | 260 | 147 | 35 | 260 |
Avg Bars in Winners | 116 | 32 | 193 | 116 | 32 | 193 |
Avg Bars in Losers | 200 | 41 | 405 | 200 | 41 | 405 |
Bars Traded | 13088 | 1610 | 11478 | 13088 | 1610 | 11478 |
Profit Streak | 0 | 0 | 152.1738 | 0 | 0 | 152.1738 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305623 | 279532 | -11733 | -51589 | 316055 | -578701 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736350200000, "last_datapoint_time": 1748227500000, "evaluation_time": 1760115318276, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 218, "offset": 0, "std": 2.01334 } }, "second_band": { "type": "alma", "factors": { "length": 138, "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": [ [ 61952.3408808604, 37880.5269650273, 24071.8139158332, 39423.2166156255, 48550.8159407332, -9127.5993251076 ], [ 61.952341, 37.880527, 24.071814, 39.423217, 48.550816, -9.127599 ], [ 0.445989, 0.272698, 0.173291, 0.239538, 0.285308, -0.06888 ], [ 10, 10, 10, 10, 10, 10 ], [ -51816, -9722, -62274, -106068, -14639, -120294 ], [ 1.354091, 1.825283, 1.186514, 1.149422, 1.803656, 0.95513 ], [ 89, 45, 44, 89, 45, 44 ], [ 57, 27, 30, 57, 27, 30 ], [ 32, 18, 14, 32, 18, 14 ], [ 64.044944, 60, 68.181818, 64.044944, 60, 68.181818 ], [ 0.760192, 1.216856, 0.553707, 0.64529, 1.202437, 0.445728 ], [ 14849, 12110, 14849, 22835, 14088, 22835 ], [ -37546, -9722, -37546, -66354, -11568, -66354 ], [ 147, 35, 260, 147, 35, 260 ], [ 116, 32, 193, 116, 32, 193 ], [ 200, 41, 405, 200, 41, 405 ], [ 13088, 1610, 11478, 13088, 1610, 11478 ], [ 0, 0, 152.173823, 0, 0, 152.173823 ], [ 0, 0, 6, 0, 0, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 305623, 279532, -11733, -51589, 316055, -578701 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736350200000, "last_datapoint_time": 1748227500000, "evaluation_time": 1760115318276, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 218, "offset": 0, "std": 2.01334 } }, "second_band": { "type": "alma", "factors": { "length": 138, "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) |
---|