Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202587.5375 | 151867.1269 | 50720.4107 | 194076.972 | 116036.7433 | 78040.2287 |
Total P&L (%) | 202.5875 | 151.8671 | 50.7204 | 194.077 | 116.0367 | 78.0402 |
Avg Daily Profit (%) | 0.5073 | 0.3803 | 0.127 | 0.2705 | 0.1931 | 0.1446 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51791 | -48232 | -23642 | -161860 | -153956 | -71959 |
Profit Factor | 2.1337 | 2.6513 | 1.5848 | 1.5355 | 1.585 | 1.4756 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 36.1111 | 36.1111 | 36.1111 | 36.1111 | 36.1111 | 36.1111 |
Ratio Avg Win / Avg Loss | 3.775 | 4.6908 | 2.8039 | 2.7166 | 2.8042 | 2.6107 |
Largest Winning Trade | 176132 | 176132 | 30353 | 185208 | 185208 | 85457 |
Largest Losing Trade | -15648 | -15648 | -10557 | -45731 | -45731 | -32164 |
Avg Bars in Trades | 255 | 243 | 267 | 255 | 243 | 267 |
Avg Bars in Winners | 509 | 485 | 533 | 509 | 485 | 533 |
Avg Bars in Losers | 112 | 106 | 117 | 112 | 106 | 117 |
Bars Traded | 18391 | 8762 | 9629 | 18391 | 8762 | 9629 |
Profit Streak | 145.4294 | 197.4294 | 0 | 145.4294 | 197.4294 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75254 | 333863 | -28154 | -78703 | 199912 | -4145 |
{ "trading_pair": "EOS_USDT", "interval": "30m", "packets": 25000, "actual_packets": 19167, "evaluation_days": 399.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714015800000, "last_datapoint_time": 1748226600000, "evaluation_time": 1759193302341, "expiration_time": 1753194686400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 138, "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": [ [ 202587.5375264147, 151867.1268716114, 50720.4106548031, 194076.9719800124, 116036.7432803361, 78040.2286996762 ], [ 202.587538, 151.867127, 50.720411, 194.076972, 116.036743, 78.040229 ], [ 0.507344, 0.380324, 0.12702, 0.270499, 0.193089, 0.144563 ], [ 10, 10, 10, 10, 10, 10 ], [ -51791, -48232, -23642, -161860, -153956, -71959 ], [ 2.133701, 2.651327, 1.584815, 1.535482, 1.585002, 1.475619 ], [ 72, 36, 36, 72, 36, 36 ], [ 26, 13, 13, 26, 13, 13 ], [ 46, 23, 23, 46, 23, 23 ], [ 36.111111, 36.111111, 36.111111, 36.111111, 36.111111, 36.111111 ], [ 3.775009, 4.69081, 2.803903, 2.716622, 2.804234, 2.610711 ], [ 176132, 176132, 30353, 185208, 185208, 85457 ], [ -15648, -15648, -10557, -45731, -45731, -32164 ], [ 255, 243, 267, 255, 243, 267 ], [ 509, 485, 533, 509, 485, 533 ], [ 112, 106, 117, 112, 106, 117 ], [ 18391, 8762, 9629, 18391, 8762, 9629 ], [ 145.429425, 197.429425, 0, 145.429425, 197.429425, 0 ], [ 1, 5, 0, 1, 5, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -75254, 333863, -28154, -78703, 199912, -4145 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "30m", "packets": 25000, "actual_packets": 19167, "evaluation_days": 399.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714015800000, "last_datapoint_time": 1748226600000, "evaluation_time": 1759193302341, "expiration_time": 1753194686400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 138, "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) |
---|