Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65947.4573 | 39105.2694 | 26842.1878 | 53489.2031 | 41156.7775 | 12332.4256 |
Total P&L (%) | 65.9475 | 39.1053 | 26.8422 | 53.4892 | 41.1568 | 12.3324 |
Avg Daily Profit (%) | 0.4748 | 0.2815 | 0.1932 | 0.3089 | 0.2485 | 0.0838 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38988 | -26945 | -42828 | -42229 | -24985 | -45735 |
Profit Factor | 1.4182 | 1.6982 | 1.264 | 1.3281 | 1.7717 | 1.1124 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 74.4444 | 71.1111 | 77.7778 | 74.4444 | 71.1111 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.4868 | 0.6899 | 0.3611 | 0.4559 | 0.7198 | 0.3178 |
Largest Winning Trade | 12535 | 9112 | 12535 | 9771 | 7190 | 9771 |
Largest Losing Trade | -35154 | -20228 | -35154 | -36233 | -19028 | -36233 |
Avg Bars in Trades | 144 | 140 | 147 | 144 | 140 | 147 |
Avg Bars in Winners | 110 | 120 | 101 | 110 | 120 | 101 |
Avg Bars in Losers | 242 | 190 | 309 | 242 | 190 | 309 |
Bars Traded | 12996 | 6339 | 6657 | 12996 | 6339 | 6657 |
Profit Streak | 137.4207 | 143.3165 | 137.4207 | 137.4207 | 143.3165 | 137.4207 |
Trades During Streak | 13 | 8 | 6 | 13 | 8 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446402 | 323464 | 205253 | 345663 | 324967 | -269535 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736429400000, "last_datapoint_time": 1748227500000, "evaluation_time": 1758857748628, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 226, "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": [ [ 65947.4572543533, 39105.2694081787, 26842.1878461746, 53489.2030535843, 41156.7774563885, 12332.4255971958 ], [ 65.947457, 39.105269, 26.842188, 53.489203, 41.156777, 12.332426 ], [ 0.47475, 0.281515, 0.193234, 0.308921, 0.248455, 0.083753 ], [ 10, 10, 10, 10, 10, 10 ], [ -38988, -26945, -42828, -42229, -24985, -45735 ], [ 1.418182, 1.698156, 1.263966, 1.328112, 1.771699, 1.112431 ], [ 90, 45, 45, 90, 45, 45 ], [ 67, 32, 35, 67, 32, 35 ], [ 23, 13, 10, 23, 13, 10 ], [ 74.444444, 71.111111, 77.777778, 74.444444, 71.111111, 77.777778 ], [ 0.486839, 0.689876, 0.361133, 0.455919, 0.719753, 0.317837 ], [ 12535, 9112, 12535, 9771, 7190, 9771 ], [ -35154, -20228, -35154, -36233, -19028, -36233 ], [ 144, 140, 147, 144, 140, 147 ], [ 110, 120, 101, 110, 120, 101 ], [ 242, 190, 309, 242, 190, 309 ], [ 12996, 6339, 6657, 12996, 6339, 6657 ], [ 137.420702, 143.316535, 137.420702, 137.420702, 143.316535, 137.420702 ], [ 13, 8, 6, 13, 8, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 446402, 323464, 205253, 345663, 324967, -269535 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736429400000, "last_datapoint_time": 1748227500000, "evaluation_time": 1758857748628, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 226, "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) |
---|