Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79092.2804 | 49663.5667 | 29428.7136 | 72818.2728 | 52564.8486 | 20253.4242 |
Total P&L (%) | 79.0923 | 49.6636 | 29.4287 | 72.8183 | 52.5648 | 20.2534 |
Avg Daily Profit (%) | 0.5694 | 0.3575 | 0.2119 | 0.3946 | 0.3046 | 0.1329 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36051 | -35461 | -29052 | -38326 | -30277 | -40234 |
Profit Factor | 1.3473 | 1.4482 | 1.2517 | 1.327 | 1.5336 | 1.1631 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 64.5833 | 63.8889 | 65.2778 | 64.5833 | 63.8889 | 65.2778 |
Ratio Avg Win / Avg Loss | 0.7388 | 0.8185 | 0.6658 | 0.7277 | 0.8668 | 0.6186 |
Largest Winning Trade | 16154 | 16154 | 13132 | 17211 | 17211 | 13052 |
Largest Losing Trade | -24926 | -20526 | -24926 | -30918 | -17938 | -30918 |
Avg Bars in Trades | 90 | 89 | 92 | 90 | 89 | 92 |
Avg Bars in Winners | 74 | 69 | 78 | 74 | 69 | 78 |
Avg Bars in Losers | 121 | 124 | 118 | 121 | 124 | 118 |
Bars Traded | 13079 | 6424 | 6655 | 13079 | 6424 | 6655 |
Profit Streak | 141.9134 | 141.9134 | 149.528 | 141.9134 | 141.9134 | 149.528 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393695 | -71662 | -74916 | 335444 | -71392 | -142818 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736337600000, "last_datapoint_time": 1748227500000, "evaluation_time": 1760380816573, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 124, "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": [ [ 79092.280366419, 49663.5667232055, 29428.7136432135, 72818.2727918749, 52564.8486359144, 20253.4241559604 ], [ 79.09228, 49.663567, 29.428714, 72.818273, 52.564849, 20.253424 ], [ 0.569378, 0.357523, 0.211855, 0.394607, 0.304559, 0.132858 ], [ 10, 10, 10, 10, 10, 10 ], [ -36051, -35461, -29052, -38326, -30277, -40234 ], [ 1.347297, 1.448176, 1.251691, 1.326952, 1.533632, 1.163051 ], [ 144, 72, 72, 144, 72, 72 ], [ 93, 46, 47, 93, 46, 47 ], [ 51, 26, 25, 51, 26, 25 ], [ 64.583333, 63.888889, 65.277778, 64.583333, 63.888889, 65.277778 ], [ 0.73884, 0.818534, 0.665793, 0.727683, 0.866836, 0.618644 ], [ 16154, 16154, 13132, 17211, 17211, 13052 ], [ -24926, -20526, -24926, -30918, -17938, -30918 ], [ 90, 89, 92, 90, 89, 92 ], [ 74, 69, 78, 74, 69, 78 ], [ 121, 124, 118, 121, 124, 118 ], [ 13079, 6424, 6655, 13079, 6424, 6655 ], [ 141.913386, 141.913386, 149.527969, 141.913386, 141.913386, 149.52797 ], [ 2, 1, 4, 2, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 393695, -71662, -74916, 335444, -71392, -142818 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736337600000, "last_datapoint_time": 1748227500000, "evaluation_time": 1760380816573, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 124, "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) |
---|