Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 48830.289 | 32342.0117 | 16488.2773 | 30820.752 | 31896.1934 | -1075.4414 |
Total P&L (%) | 48.8303 | 32.342 | 16.4883 | 30.8208 | 31.8962 | -1.0754 |
Avg Daily Profit (%) | 0.3515 | 0.2328 | 0.1187 | 0.1936 | 0.1995 | -0.0078 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41543 | -30356 | -43257 | -44246 | -26674 | -50217 |
Profit Factor | 1.294 | 1.4826 | 1.1664 | 1.1867 | 1.5264 | 0.9897 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Profitability (%) | 71.5909 | 65.9091 | 77.2727 | 71.5909 | 65.9091 | 77.2727 |
Ratio Avg Win / Avg Loss | 0.5135 | 0.7669 | 0.3431 | 0.4709 | 0.7895 | 0.2911 |
Largest Winning Trade | 11961 | 7111 | 11961 | 9270 | 7358 | 9270 |
Largest Losing Trade | -33753 | -18047 | -33753 | -35333 | -16267 | -35333 |
Avg Bars in Trades | 147 | 146 | 148 | 147 | 146 | 148 |
Avg Bars in Winners | 100 | 103 | 97 | 100 | 103 | 97 |
Avg Bars in Losers | 267 | 228 | 324 | 267 | 228 | 324 |
Bars Traded | 12991 | 6443 | 6548 | 12991 | 6443 | 6548 |
Profit Streak | 136.6131 | 136.6131 | 141.3006 | 136.6131 | 136.6131 | 141.3006 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320464 | 225174 | -79719 | -9231 | 223130 | -577551 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736433900000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759189371887, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 108, "offset": 0, "a": 0.32408 } } }
{ "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": [ [ 48830.288992946, 32342.0117362629, 16488.2772566832, 30820.7519833405, 31896.193393887, -1075.4414105465 ], [ 48.830289, 32.342012, 16.488277, 30.820752, 31.896193, -1.075441 ], [ 0.351525, 0.232827, 0.118698, 0.193591, 0.199497, -0.007784 ], [ 10, 10, 10, 10, 10, 10 ], [ -41543, -30356, -43257, -44246, -26674, -50217 ], [ 1.293965, 1.482642, 1.166382, 1.18672, 1.526445, 0.989706 ], [ 88, 44, 44, 88, 44, 44 ], [ 63, 29, 34, 63, 29, 34 ], [ 25, 15, 10, 25, 15, 10 ], [ 71.590909, 65.909091, 77.272727, 71.590909, 65.909091, 77.272727 ], [ 0.513478, 0.766884, 0.343054, 0.470921, 0.789541, 0.29109 ], [ 11961, 7111, 11961, 9270, 7358, 9270 ], [ -33753, -18047, -33753, -35333, -16267, -35333 ], [ 147, 146, 148, 147, 146, 148 ], [ 100, 103, 97, 100, 103, 97 ], [ 267, 228, 324, 267, 228, 324 ], [ 12991, 6443, 6548, 12991, 6443, 6548 ], [ 136.6131, 136.6131, 141.3006, 136.6131, 136.613101, 141.300601 ], [ 8, 4, 5, 8, 4, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 320464, 225174, -79719, -9231, 223130, -577551 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736433900000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759189371887, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 108, "offset": 0, "a": 0.32408 } } }
# | 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) |
---|