Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 52963.543 | 35584.5317 | 17379.0112 | 50340.7058 | 36358.4294 | 13982.2764 |
Total P&L (%) | 52.9635 | 35.5845 | 17.379 | 50.3407 | 36.3584 | 13.9823 |
Avg Daily Profit (%) | 0.3813 | 0.2562 | 0.1251 | 0.294 | 0.2235 | 0.0943 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34621 | -41824 | -6784 | -35035 | -44977 | -8753 |
Profit Factor | 1.5064 | 1.4163 | 1.9094 | 1.4597 | 1.4122 | 1.6566 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 57.6471 | 54.7619 | 60.4651 | 57.6471 | 54.7619 | 60.4651 |
Ratio Avg Win / Avg Loss | 1.1067 | 1.17 | 1.2485 | 1.0724 | 1.1666 | 1.0832 |
Largest Winning Trade | 19336 | 19336 | 4821 | 17921 | 17921 | 3661 |
Largest Losing Trade | -18115 | -18115 | -2869 | -16797 | -16797 | -2732 |
Avg Bars in Trades | 138 | 264 | 15 | 138 | 264 | 15 |
Avg Bars in Winners | 141 | 280 | 17 | 141 | 280 | 17 |
Avg Bars in Losers | 135 | 245 | 12 | 135 | 245 | 12 |
Bars Traded | 11770 | 11108 | 663 | 11770 | 11108 | 663 |
Profit Streak | 141.6034 | 0 | 149.4784 | 141.6034 | 0 | 149.4784 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337974 | 185767 | -31081 | 294542 | 177286 | -105953 |
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{ "first_band": { "type": "dcl", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 249, "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": [ [ 52963.5429803056, 35584.5317308793, 17379.0112494263, 50340.7058420272, 36358.429410879, 13982.2764311482 ], [ 52.963543, 35.584532, 17.379011, 50.340706, 36.358429, 13.982276 ], [ 0.38128, 0.25617, 0.12511, 0.293955, 0.2235, 0.094258 ], [ 10, 10, 10, 10, 10, 10 ], [ -34621, -41824, -6784, -35035, -44977, -8753 ], [ 1.506372, 1.416273, 1.909397, 1.4597, 1.412165, 1.65661 ], [ 85, 42, 43, 85, 42, 43 ], [ 49, 23, 26, 49, 23, 26 ], [ 36, 19, 17, 36, 19, 17 ], [ 57.647059, 54.761905, 60.465116, 57.647059, 54.761905, 60.465116 ], [ 1.106723, 1.169965, 1.248452, 1.072432, 1.166571, 1.083168 ], [ 19336, 19336, 4821, 17921, 17921, 3661 ], [ -18115, -18115, -2869, -16797, -16797, -2732 ], [ 138, 264, 15, 138, 264, 15 ], [ 141, 280, 17, 141, 280, 17 ], [ 135, 245, 12, 135, 245, 12 ], [ 11770, 11108, 663, 11770, 11108, 663 ], [ 141.603427, 0, 149.478427, 141.603427, 0, 149.478427 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 337974, 185767, -31081, 294542, 177286, -105953 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736450100000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759652036122, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 249, "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) |
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