Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93476.0793 | 57142.1121 | 36333.9672 | 90892.1241 | 62076.961 | 28815.1632 |
Total P&L (%) | 93.4761 | 57.1421 | 36.334 | 90.8921 | 62.077 | 28.8152 |
Avg Daily Profit (%) | 0.6729 | 0.4114 | 0.2616 | 0.4665 | 0.3482 | 0.1824 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33330 | -33714 | -28217 | -62196 | -39844 | -54986 |
Profit Factor | 1.3226 | 1.3882 | 1.2549 | 1.2097 | 1.2979 | 1.128 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 100 | 49 | 51 | 100 | 49 | 51 |
Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Profitability (%) | 54.6448 | 53.2609 | 56.044 | 54.6448 | 53.2609 | 56.044 |
Ratio Avg Win / Avg Loss | 1.0978 | 1.2182 | 0.9842 | 1.004 | 1.139 | 0.8847 |
Largest Winning Trade | 26035 | 26035 | 11475 | 29453 | 29453 | 21260 |
Largest Losing Trade | -28342 | -28342 | -17868 | -37430 | -34583 | -37430 |
Avg Bars in Trades | 71 | 70 | 71 | 71 | 70 | 71 |
Avg Bars in Winners | 75 | 75 | 74 | 75 | 75 | 74 |
Avg Bars in Losers | 66 | 64 | 67 | 66 | 64 | 67 |
Bars Traded | 12993 | 6491 | 6501 | 12993 | 6491 | 6501 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419919 | 270950 | 87543 | 331562 | 243508 | -78465 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736460900000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759043762035, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 209, "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": [ [ 93476.0792570662, 57142.1120664235, 36333.9671906428, 90892.1241416834, 62076.9609638119, 28815.1631778716 ], [ 93.476079, 57.142112, 36.333967, 90.892124, 62.076961, 28.815163 ], [ 0.672925, 0.411361, 0.261565, 0.466522, 0.348241, 0.182449 ], [ 10, 10, 10, 10, 10, 10 ], [ -33330, -33714, -28217, -62196, -39844, -54986 ], [ 1.322614, 1.388225, 1.254873, 1.209669, 1.297938, 1.127984 ], [ 183, 92, 91, 183, 92, 91 ], [ 100, 49, 51, 100, 49, 51 ], [ 83, 43, 40, 83, 43, 40 ], [ 54.644809, 53.26087, 56.043956, 54.644809, 53.26087, 56.043956 ], [ 1.09777, 1.218238, 0.984214, 1.004025, 1.139006, 0.884693 ], [ 26035, 26035, 11475, 29453, 29453, 21260 ], [ -28342, -28342, -17868, -37430, -34583, -37430 ], [ 71, 70, 71, 71, 70, 71 ], [ 75, 75, 74, 75, 75, 74 ], [ 66, 64, 67, 66, 64, 67 ], [ 12993, 6491, 6501, 12993, 6491, 6501 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 419919, 270950, 87543, 331562, 243508, -78465 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736460900000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759043762035, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 209, "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) |
---|