Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90203.6748 | 55163.7033 | 35039.9715 | 92881.9267 | 68314.5289 | 24567.3977 |
Total P&L (%) | 90.2037 | 55.1637 | 35.04 | 92.8819 | 68.3145 | 24.5674 |
Avg Daily Profit (%) | 0.6494 | 0.3971 | 0.2522 | 0.474 | 0.3755 | 0.1583 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39741 | -24133 | -38560 | -49118 | -33539 | -51196 |
Profit Factor | 1.4809 | 1.7651 | 1.3034 | 1.3951 | 1.8063 | 1.1634 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 65 | 68 | 62 | 65 | 68 | 62 |
Ratio Avg Win / Avg Loss | 0.7974 | 0.8306 | 0.7989 | 0.7512 | 0.85 | 0.7131 |
Largest Winning Trade | 13458 | 13458 | 12322 | 14854 | 14854 | 14439 |
Largest Losing Trade | -31201 | -19367 | -31201 | -41458 | -24622 | -41458 |
Avg Bars in Trades | 129 | 84 | 175 | 129 | 84 | 175 |
Avg Bars in Winners | 109 | 83 | 137 | 109 | 83 | 137 |
Avg Bars in Losers | 168 | 87 | 236 | 168 | 87 | 236 |
Bars Traded | 12982 | 4229 | 8753 | 12982 | 4229 | 8753 |
Profit Streak | 129.0494 | 129.3827 | 129.0494 | 129.0494 | 129.3827 | 129.0494 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461943 | -169266 | -175479 | 389128 | -168494 | -218343 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736388900000, "last_datapoint_time": 1748227500000, "evaluation_time": 1758916565032, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 181, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 90203.6747695527, 55163.7033039638, 35039.971465589, 92881.9266835103, 68314.5289478202, 24567.3977356901 ], [ 90.203675, 55.163703, 35.039971, 92.881927, 68.314529, 24.567398 ], [ 0.649368, 0.397118, 0.252249, 0.474022, 0.375525, 0.158268 ], [ 10, 10, 10, 10, 10, 10 ], [ -39741, -24133, -38560, -49118, -33539, -51196 ], [ 1.480865, 1.765122, 1.303407, 1.395125, 1.806271, 1.163411 ], [ 100, 50, 50, 100, 50, 50 ], [ 65, 34, 31, 65, 34, 31 ], [ 35, 16, 19, 35, 16, 19 ], [ 65, 68, 62, 65, 68, 62 ], [ 0.797389, 0.830646, 0.798862, 0.751221, 0.85001, 0.713059 ], [ 13458, 13458, 12322, 14854, 14854, 14439 ], [ -31201, -19367, -31201, -41458, -24622, -41458 ], [ 129, 84, 175, 129, 84, 175 ], [ 109, 83, 137, 109, 83, 137 ], [ 168, 87, 236, 168, 87, 236 ], [ 12982, 4229, 8753, 12982, 4229, 8753 ], [ 129.049364, 129.382697, 129.049364, 129.049364, 129.382697, 129.049364 ], [ 5, 3, 2, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 461943, -169266, -175479, 389128, -168494, -218343 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736388900000, "last_datapoint_time": 1748227500000, "evaluation_time": 1758916565032, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 181, "offset": 0, "scalar": 1 } } }
# | 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) |
---|