Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72384.0395 | 47098.3906 | 25285.6489 | 52881.6681 | 42752.4556 | 10129.2125 |
Total P&L (%) | 72.384 | 47.0984 | 25.2856 | 52.8817 | 42.7525 | 10.1292 |
Avg Daily Profit (%) | 0.5211 | 0.3391 | 0.182 | 0.3061 | 0.2566 | 0.0695 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55656 | -30519 | -43016 | -67783 | -39957 | -57632 |
Profit Factor | 1.2979 | 1.4581 | 1.1804 | 1.1831 | 1.3636 | 1.0591 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 53.4884 | 50 | 56.9231 | 53.4884 | 50 | 56.9231 |
Ratio Avg Win / Avg Loss | 1.1286 | 1.4581 | 0.8933 | 1.0287 | 1.3636 | 0.8015 |
Largest Winning Trade | 17719 | 17719 | 16307 | 20182 | 20182 | 18508 |
Largest Losing Trade | -37338 | -20238 | -37338 | -52145 | -27093 | -52145 |
Avg Bars in Trades | 99 | 96 | 102 | 99 | 96 | 102 |
Avg Bars in Winners | 101 | 105 | 99 | 101 | 105 | 99 |
Avg Bars in Losers | 96 | 87 | 107 | 96 | 87 | 107 |
Bars Traded | 12816 | 6155 | 6661 | 12816 | 6155 | 6661 |
Profit Streak | 127.3479 | 0 | 127.4729 | 127.3479 | 0 | 127.4729 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360583 | -132693 | -151805 | -12194 | -134362 | -551064 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736452800000, "last_datapoint_time": 1748227500000, "evaluation_time": 1758997259552, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 64, "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": [ [ 72384.0395173044, 47098.3906222081, 25285.6488950963, 52881.6681212354, 42752.4555969613, 10129.2125242741 ], [ 72.38404, 47.098391, 25.285649, 52.881668, 42.752456, 10.129213 ], [ 0.521086, 0.339057, 0.182029, 0.306057, 0.256568, 0.069482 ], [ 10, 10, 10, 10, 10, 10 ], [ -55656, -30519, -43016, -67783, -39957, -57632 ], [ 1.297903, 1.458064, 1.180408, 1.183061, 1.363592, 1.059135 ], [ 129, 64, 65, 129, 64, 65 ], [ 69, 32, 37, 69, 32, 37 ], [ 60, 32, 28, 60, 32, 28 ], [ 53.488372, 50, 56.923077, 53.488372, 50, 56.923077 ], [ 1.128611, 1.458064, 0.893282, 1.028749, 1.363592, 0.801507 ], [ 17719, 17719, 16307, 20182, 20182, 18508 ], [ -37338, -20238, -37338, -52145, -27093, -52145 ], [ 99, 96, 102, 99, 96, 102 ], [ 101, 105, 99, 101, 105, 99 ], [ 96, 87, 107, 96, 87, 107 ], [ 12816, 6155, 6661, 12816, 6155, 6661 ], [ 127.347911, 0, 127.472911, 127.347911, 0, 127.472911 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 360583, -132693, -151805, -12194, -134362, -551064 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736452800000, "last_datapoint_time": 1748227500000, "evaluation_time": 1758997259552, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 64, "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) |
---|