Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92030.3545 | 59029.8666 | 33000.4878 | 83613.8049 | 84144.9099 | -531.105 |
Total P&L (%) | 92.0304 | 59.0299 | 33.0005 | 83.6138 | 84.1449 | -0.5311 |
Avg Daily Profit (%) | 0.6625 | 0.425 | 0.2376 | 0.4384 | 0.4405 | -0.0038 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43306 | -14987 | -50128 | -75914 | -16868 | -98895 |
Profit Factor | 1.4101 | 1.8796 | 1.2098 | 1.2532 | 1.9644 | 0.9978 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 65.9259 | 64.7059 | 67.1642 | 65.9259 | 64.7059 | 67.1642 |
Ratio Avg Win / Avg Loss | 0.7288 | 1.0252 | 0.5915 | 0.6477 | 1.0715 | 0.4878 |
Largest Winning Trade | 13603 | 9996 | 13603 | 16206 | 16206 | 15047 |
Largest Losing Trade | -34382 | -11145 | -34382 | -57553 | -13442 | -57553 |
Avg Bars in Trades | 95 | 32 | 159 | 95 | 32 | 159 |
Avg Bars in Winners | 70 | 31 | 108 | 70 | 31 | 108 |
Avg Bars in Losers | 142 | 32 | 263 | 142 | 32 | 263 |
Bars Traded | 12852 | 2176 | 10676 | 12852 | 2176 | 10676 |
Profit Streak | 127.3859 | 127.3859 | 134.3547 | 127.3859 | 127.3859 | 134.3547 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441514 | -97219 | -111889 | 338044 | -96191 | -695630 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736382600000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759091444665, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 50, "offset": 0, "std": 2.9391 } }, "second_band": { "type": "pwma", "factors": { "length": 174, "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": [ [ 92030.3544521382, 59029.866625418, 33000.48782672, 83613.8049350143, 84144.909915934, -531.1049809198 ], [ 92.030354, 59.029867, 33.000488, 83.613805, 84.14491, -0.531105 ], [ 0.662518, 0.42495, 0.237567, 0.43841, 0.440499, -0.003833 ], [ 10, 10, 10, 10, 10, 10 ], [ -43306, -14987, -50128, -75914, -16868, -98895 ], [ 1.410123, 1.879577, 1.209813, 1.253239, 1.9644, 0.997814 ], [ 135, 68, 67, 135, 68, 67 ], [ 89, 44, 45, 89, 44, 45 ], [ 46, 24, 22, 46, 24, 22 ], [ 65.925926, 64.705882, 67.164179, 65.925926, 64.705882, 67.164179 ], [ 0.728828, 1.025224, 0.591464, 0.647741, 1.071491, 0.48782 ], [ 13603, 9996, 13603, 16206, 16206, 15047 ], [ -34382, -11145, -34382, -57553, -13442, -57553 ], [ 95, 32, 159, 95, 32, 159 ], [ 70, 31, 108, 70, 31, 108 ], [ 142, 32, 263, 142, 32, 263 ], [ 12852, 2176, 10676, 12852, 2176, 10676 ], [ 127.385934, 127.385934, 134.354684, 127.385934, 127.385934, 134.354684 ], [ 2, 1, 4, 2, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 441514, -97219, -111889, 338044, -96191, -695630 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736382600000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759091444665, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 50, "offset": 0, "std": 2.9391 } }, "second_band": { "type": "pwma", "factors": { "length": 174, "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) |
---|