Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93197.9699 | 54922.4794 | 38275.4905 | 101316.4408 | 79037.7976 | 22278.6432 |
Total P&L (%) | 93.198 | 54.9225 | 38.2755 | 101.3164 | 79.0378 | 22.2786 |
Avg Daily Profit (%) | 0.6709 | 0.3954 | 0.2755 | 0.505 | 0.4202 | 0.1449 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45279 | -24449 | -37205 | -66690 | -26328 | -54287 |
Profit Factor | 1.3364 | 1.4226 | 1.2603 | 1.2427 | 1.4348 | 1.0945 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 96 | 45 | 51 | 96 | 45 | 51 |
Losing Trades | 94 | 50 | 44 | 94 | 50 | 44 |
Profitability (%) | 50.5263 | 47.3684 | 53.6842 | 50.5263 | 47.3684 | 53.6842 |
Ratio Avg Win / Avg Loss | 1.3086 | 1.5807 | 1.0873 | 1.2168 | 1.5942 | 0.9443 |
Largest Winning Trade | 23584 | 23584 | 12680 | 31865 | 31865 | 18971 |
Largest Losing Trade | -18646 | -12571 | -18646 | -23945 | -12774 | -23945 |
Avg Bars in Trades | 68 | 68 | 67 | 68 | 68 | 67 |
Avg Bars in Winners | 68 | 69 | 66 | 68 | 69 | 66 |
Avg Bars in Losers | 68 | 68 | 68 | 68 | 68 | 68 |
Bars Traded | 12983 | 6552 | 6430 | 12983 | 6552 | 6430 |
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 | 404440 | 256488 | 148615 | 332759 | 302979 | -124786 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736361000000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759893880817, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 121, "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": [ [ 93197.9698636722, 54922.4793621259, 38275.4905015463, 101316.4408287052, 79037.7976272544, 22278.6432014508 ], [ 93.19797, 54.922479, 38.275491, 101.316441, 79.037798, 22.278643 ], [ 0.670923, 0.395382, 0.275542, 0.504984, 0.420164, 0.144898 ], [ 10, 10, 10, 10, 10, 10 ], [ -45279, -24449, -37205, -66690, -26328, -54287 ], [ 1.336443, 1.422587, 1.260303, 1.2427, 1.434767, 1.094537 ], [ 190, 95, 95, 190, 95, 95 ], [ 96, 45, 51, 96, 45, 51 ], [ 94, 50, 44, 94, 50, 44 ], [ 50.526316, 47.368421, 53.684211, 50.526316, 47.368421, 53.684211 ], [ 1.308601, 1.580652, 1.08732, 1.21681, 1.594185, 0.944306 ], [ 23584, 23584, 12680, 31865, 31865, 18971 ], [ -18646, -12571, -18646, -23945, -12774, -23945 ], [ 68, 68, 67, 68, 68, 67 ], [ 68, 69, 66, 68, 69, 66 ], [ 68, 68, 68, 68, 68, 68 ], [ 12983, 6552, 6430, 12983, 6552, 6430 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 404440, 256488, 148615, 332759, 302979, -124786 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736361000000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759893880817, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 121, "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) |
---|