Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 45322.1873 | 28319.22 | 17002.9673 | 33713.6908 | 32614.9049 | 1098.7859 |
Total P&L (%) | 45.3222 | 28.3192 | 17.003 | 33.7137 | 32.6149 | 1.0988 |
Avg Daily Profit (%) | 0.3263 | 0.2039 | 0.1224 | 0.2094 | 0.2034 | 0.0079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31247 | -35477 | -29945 | -38781 | -37980 | -35607 |
Profit Factor | 1.2989 | 1.401 | 1.2099 | 1.1901 | 1.4357 | 1.0107 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 90 | 43 | 47 | 90 | 43 | 47 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 78.9474 | 75.4386 | 82.4561 | 78.9474 | 75.4386 | 82.4561 |
Ratio Avg Win / Avg Loss | 0.3464 | 0.4561 | 0.2574 | 0.3173 | 0.4674 | 0.215 |
Largest Winning Trade | 8684 | 6590 | 8684 | 8026 | 7114 | 8026 |
Largest Losing Trade | -25494 | -21431 | -25494 | -34627 | -22386 | -34627 |
Avg Bars in Trades | 114 | 120 | 107 | 114 | 120 | 107 |
Avg Bars in Winners | 61 | 60 | 63 | 61 | 60 | 63 |
Avg Bars in Losers | 309 | 306 | 313 | 309 | 306 | 313 |
Bars Traded | 13002 | 6885 | 6117 | 13002 | 6885 | 6117 |
Profit Streak | 139.3722 | 139.4868 | 0 | 139.3722 | 139.4868 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305426 | -174540 | -218331 | -5095 | -173950 | -736209 |
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736394300000, "last_datapoint_time": 1748227500000, "evaluation_time": 1760238658604, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 187, "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": [ [ 45322.1873393521, 28319.2200464832, 17002.9672928689, 33713.6908167377, 32614.9048807005, 1098.7859360372 ], [ 45.322187, 28.31922, 17.002967, 33.713691, 32.614905, 1.098786 ], [ 0.32627, 0.203867, 0.122403, 0.209369, 0.203417, 0.007867 ], [ 10, 10, 10, 10, 10, 10 ], [ -31247, -35477, -29945, -38781, -37980, -35607 ], [ 1.298909, 1.400968, 1.209918, 1.190051, 1.435693, 1.010716 ], [ 114, 57, 57, 114, 57, 57 ], [ 90, 43, 47, 90, 43, 47 ], [ 24, 14, 10, 24, 14, 10 ], [ 78.947368, 75.438596, 82.45614, 78.947368, 75.438596, 82.45614 ], [ 0.346376, 0.456129, 0.257429, 0.317347, 0.467435, 0.215046 ], [ 8684, 6590, 8684, 8026, 7114, 8026 ], [ -25494, -21431, -25494, -34627, -22386, -34627 ], [ 114, 120, 107, 114, 120, 107 ], [ 61, 60, 63, 61, 60, 63 ], [ 309, 306, 313, 309, 306, 313 ], [ 13002, 6885, 6117, 13002, 6885, 6117 ], [ 139.372206, 139.486789, 0, 139.372206, 139.486789, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 305426, -174540, -218331, -5095, -173950, -736209 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736394300000, "last_datapoint_time": 1748227500000, "evaluation_time": 1760238658604, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 187, "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) |
---|