Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395142.8736 | 266093.2977 | 129049.5759 | 326354.4654 | 115900.8748 | 210453.5907 |
Total P&L (%) | 395.1429 | 266.0933 | 129.0496 | 326.3545 | 115.9009 | 210.4536 |
Avg Daily Profit (%) | 0.1661 | 0.1119 | 0.0543 | 0.061 | 0.0324 | 0.0476 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110445 | -78691 | -97040 | -488596 | -278410 | -236836 |
Profit Factor | 1.6823 | 1.9244 | 1.443 | 1.2022 | 1.1302 | 1.291 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 50 | 46.9388 | 53.0612 | 50 | 46.9388 | 53.0612 |
Ratio Avg Win / Avg Loss | 1.6823 | 2.1754 | 1.2765 | 1.2022 | 1.2776 | 1.142 |
Largest Winning Trade | 113889 | 113889 | 47353 | 409145 | 409145 | 146558 |
Largest Losing Trade | -61469 | -44989 | -61469 | -220516 | -220516 | -179204 |
Avg Bars in Trades | 94 | 105 | 84 | 94 | 105 | 84 |
Avg Bars in Winners | 89 | 82 | 96 | 89 | 82 | 96 |
Avg Bars in Losers | 99 | 125 | 70 | 99 | 125 | 70 |
Bars Traded | 9282 | 5155 | 4127 | 9282 | 5155 | 4127 |
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 | 388075 | -41064 | -119005 | -111736 | -228086 | -128756 |
{ "trading_pair": "EOS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9513, "evaluation_days": 2378.25, "actual_first_datapoint_time": 1542736800000, "first_datapoint_time": 1547143200000, "last_datapoint_time": 1748217600000, "evaluation_time": 1759396712774, "expiration_time": 1754382024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 48, "offset": 157 } } }
{ "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": [ [ 395142.8736140932, 266093.2976959122, 129049.5759181811, 326354.4654269934, 115900.8747576954, 210453.5906692981 ], [ 395.142874, 266.093298, 129.049576, 326.354465, 115.900875, 210.453591 ], [ 0.166149, 0.111886, 0.054262, 0.060992, 0.032367, 0.047646 ], [ 10, 10, 10, 10, 10, 10 ], [ -110445, -78691, -97040, -488596, -278410, -236836 ], [ 1.682278, 1.924372, 1.443031, 1.202245, 1.130168, 1.290978 ], [ 98, 49, 49, 98, 49, 49 ], [ 49, 23, 26, 49, 23, 26 ], [ 49, 26, 23, 49, 26, 23 ], [ 50, 46.938776, 53.061224, 50, 46.938776, 53.061224 ], [ 1.682278, 2.175377, 1.276527, 1.202245, 1.277581, 1.142019 ], [ 113889, 113889, 47353, 409145, 409145, 146558 ], [ -61469, -44989, -61469, -220516, -220516, -179204 ], [ 94, 105, 84, 94, 105, 84 ], [ 89, 82, 96, 89, 82, 96 ], [ 99, 125, 70, 99, 125, 70 ], [ 9282, 5155, 4127, 9282, 5155, 4127 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 388075, -41064, -119005, -111736, -228086, -128756 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9513, "evaluation_days": 2378.25, "actual_first_datapoint_time": 1542736800000, "first_datapoint_time": 1547143200000, "last_datapoint_time": 1748217600000, "evaluation_time": 1759396712774, "expiration_time": 1754382024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 48, "offset": 157 } } }
# | 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) |
---|