Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154251.0639 | 85292.9214 | 68958.1425 | 262507.1363 | 148129.4725 | 114377.6639 |
Total P&L (%) | 154.2511 | 85.2929 | 68.9581 | 262.5071 | 148.1295 | 114.3777 |
Avg Daily Profit (%) | 1.1104 | 0.614 | 0.4964 | 0.9314 | 0.6564 | 0.5505 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30701 | -27789 | -32103 | -48349 | -32956 | -58269 |
Profit Factor | 1.6838 | 1.8522 | 1.5495 | 1.7116 | 1.9982 | 1.5187 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 62.2754 | 61.9048 | 62.6506 | 62.2754 | 61.9048 | 62.6506 |
Ratio Avg Win / Avg Loss | 1.02 | 1.1398 | 0.9237 | 1.0368 | 1.2296 | 0.9054 |
Largest Winning Trade | 16459 | 16459 | 12832 | 35940 | 35940 | 33432 |
Largest Losing Trade | -28510 | -18086 | -28510 | -48349 | -22090 | -48349 |
Avg Bars in Trades | 77 | 76 | 77 | 77 | 76 | 77 |
Avg Bars in Winners | 72 | 76 | 69 | 72 | 76 | 69 |
Avg Bars in Losers | 84 | 78 | 90 | 84 | 78 | 90 |
Bars Traded | 12909 | 6459 | 6451 | 12909 | 6459 | 6451 |
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 | 568169 | 477861 | 353936 | 564505 | 501035 | 366290 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736445600000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759282375020, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 235, "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": [ [ 154251.063904126, 85292.9214086364, 68958.1424954895, 262507.1363465335, 148129.4724669321, 114377.6638796012 ], [ 154.251064, 85.292921, 68.958142, 262.507136, 148.129472, 114.377664 ], [ 1.110439, 0.614016, 0.496423, 0.931439, 0.656367, 0.550476 ], [ 10, 10, 10, 10, 10, 10 ], [ -30701, -27789, -32103, -48349, -32956, -58269 ], [ 1.683802, 1.852188, 1.549504, 1.711577, 1.998177, 1.518698 ], [ 167, 84, 83, 167, 84, 83 ], [ 104, 52, 52, 104, 52, 52 ], [ 63, 32, 31, 63, 32, 31 ], [ 62.275449, 61.904762, 62.650602, 62.275449, 61.904762, 62.650602 ], [ 1.019996, 1.139808, 0.923743, 1.036821, 1.229647, 0.905378 ], [ 16459, 16459, 12832, 35940, 35940, 33432 ], [ -28510, -18086, -28510, -48349, -22090, -48349 ], [ 77, 76, 77, 77, 76, 77 ], [ 72, 76, 69, 72, 76, 69 ], [ 84, 78, 90, 84, 78, 90 ], [ 12909, 6459, 6451, 12909, 6459, 6451 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 568169, 477861, 353936, 564505, 501035, 366290 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736445600000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759282375020, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 235, "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) |
---|