EMA Slope Strategy - Comprehensive Backtest Report

Generated on 2026-02-09 08:22:59

📊 Executive Summary
🎉 Excellent performance with 180.1% total return
⚠️ Low win rate of 35.0% - consider parameter adjustment
💪 Strong profit factor of 2.06
👍 Good risk-adjusted returns (Sharpe: 1.01)
📊 Moderate drawdown of 24.5%
📈 Positive expectancy of $450.23 per trade
📈 Key Performance Indicators
Total Return
180.09%
Win Rate
35.0%
Profit Factor
2.06
Sharpe Ratio
1.01
Max Drawdown
24.5%
Total Trades
40
Avg Win
$2503.20
Avg Loss
$-655.22
💰 Equity Curve
📊 Trade Distribution
📉 Drawdown Analysis
🎯 Parameter Optimization Results
total_return sharpe_ratio win_rate profit_factor max_drawdown total_trades avg_trade best_trade worst_trade equity_curve trades full_metrics smooth_bars ma_length ntz_threshold
180.090848 1.012815 35.000000 2.057138 -24.463406 40 450.227119 8215.853819 -1836.700264 timestamp equity ... peak drawdown 0 1675987200000 10000.000000 ... 10000.000000 0.000000 1 1676073600000 10000.000000 ... 10000.000000 0.000000 2 1676160000000 10000.000000 ... 10000.000000 0.000000 3 1676246400000 10000.000000 ... 10000.000000 0.000000 4 1676332800000 10000.000000 ... 10000.000000 0.000000 ... ... ... ... ... ... 1091 1770249600000 26221.389971 ... 34713.492452 -24.463406 1092 1770336000000 26221.389971 ... 34713.492452 -24.463406 1093 1770422400000 26221.389971 ... 34713.492452 -24.463406 1094 1770508800000 26221.389971 ... 34713.492452 -24.463406 1095 1770595200000 26221.389971 ... 34713.492452 -24.463406 [1096 rows x 7 columns] entry_time exit_time ... type duration 1 1.678752e+12 1680912000000 ... LONG 0 days 00:00:02.160000 3 1.680998e+12 1681862400000 ... LONG 0 days 00:00:00.864000 5 1.682640e+12 1682899200000 ... LONG 0 days 00:00:00.259200 7 1.683245e+12 1683331200000 ... LONG 0 days 00:00:00.086400 9 1.685318e+12 1685577600000 ... LONG 0 days 00:00:00.259200 11 1.687133e+12 1688688000000 ... LONG 0 days 00:00:01.555200 13 1.689120e+12 1689465600000 ... LONG 0 days 00:00:00.345600 15 1.694736e+12 1695340800000 ... LONG 0 days 00:00:00.604800 17 1.696032e+12 1696896000000 ... LONG 0 days 00:00:00.864000 19 1.697501e+12 1702771200000 ... LONG 0 days 00:00:05.270400 21 1.703030e+12 1703548800000 ... LONG 0 days 00:00:00.518400 23 1.704154e+12 1705104000000 ... LONG 0 days 00:00:00.950400 25 1.706400e+12 1707091200000 ... LONG 0 days 00:00:00.691200 27 1.707264e+12 1710720000000 ... LONG 0 days 00:00:03.456000 29 1.712448e+12 1712880000000 ... LONG 0 days 00:00:00.432000 31 1.715731e+12 1717027200000 ... LONG 0 days 00:00:01.296000 33 1.717459e+12 1717891200000 ... LONG 0 days 00:00:00.432000 35 1.721002e+12 1722384000000 ... LONG 0 days 00:00:01.382400 37 1.724371e+12 1724803200000 ... LONG 0 days 00:00:00.432000 39 1.726186e+12 1727740800000 ... LONG 0 days 00:00:01.555200 41 1.728778e+12 1729987200000 ... LONG 0 days 00:00:01.209600 43 1.730074e+12 1730592000000 ... LONG 0 days 00:00:00.518400 45 1.730851e+12 1734566400000 ... LONG 0 days 00:00:03.715200 47 1.735949e+12 1736294400000 ... LONG 0 days 00:00:00.345600 49 1.736899e+12 1738022400000 ... LONG 0 days 00:00:01.123200 51 1.738195e+12 1738368000000 ... LONG 0 days 00:00:00.172800 53 1.742861e+12 1743120000000 ... LONG 0 days 00:00:00.259200 55 1.744502e+12 1748476800000 ... LONG 0 days 00:00:03.974400 57 1.749427e+12 1749772800000 ... LONG 0 days 00:00:00.345600 59 1.750810e+12 1751328000000 ... LONG 0 days 00:00:00.518400 61 1.751501e+12 1753488000000 ... LONG 0 days 00:00:01.987200 63 1.753574e+12 1753747200000 ... LONG 0 days 00:00:00.172800 65 1.754784e+12 1755302400000 ... LONG 0 days 00:00:00.518400 67 1.757549e+12 1758412800000 ... LONG 0 days 00:00:00.864000 69 1.759277e+12 1760054400000 ... LONG 0 days 00:00:00.777600 71 1.761437e+12 1761696000000 ... LONG 0 days 00:00:00.259200 73 1.764806e+12 1764892800000 ... LONG 0 days 00:00:00.086400 75 1.765411e+12 1765497600000 ... LONG 0 days 00:00:00.086400 77 1.767398e+12 1767916800000 ... LONG 0 days 00:00:00.518400 79 1.768262e+12 1768780800000 ... LONG 0 days 00:00:00.518400 [40 rows x 7 columns] {'total_trades': 40, 'winning_trades': 14, 'losing_trades': 26, 'win_rate': 35.0, 'total_pnl': 18009.084767869703, 'total_return_pct': 180.09084767869703, 'avg_trade_pnl': 450.2271191967426, 'median_trade_pnl': -288.18139912851893, 'avg_win': 2503.1990396288525, 'avg_loss': -655.2192994974704, 'largest_win': 8215.853818886282, 'largest_loss': -1836.7002636349825, 'profit_factor': 2.0571378269653686, 'max_drawdown_pct': -24.46340567268394, 'avg_drawdown_pct': -9.900710646065793, 'sharpe_ratio': 1.0128149763843588, 'avg_trade_duration': 0.0002874, 'median_trade_duration': 0.000144, 'max_consecutive_wins': 2, 'max_consecutive_losses': 9, 'expectancy': 450.22711919674254} 3 15 5
152.480893 0.895661 30.000000 2.011598 -32.629967 60 254.134822 6702.517553 -1878.639869 timestamp equity ... peak drawdown 0 1675987200000 10000.00000 ... 10000.000000 0.000000 1 1676073600000 10000.00000 ... 10000.000000 0.000000 2 1676160000000 10000.00000 ... 10000.000000 0.000000 3 1676246400000 10000.00000 ... 10000.000000 0.000000 4 1676332800000 10000.00000 ... 10000.000000 0.000000 ... ... ... ... ... ... 1091 1770249600000 23166.40267 ... 26648.546662 -13.066919 1092 1770336000000 23166.40267 ... 26648.546662 -13.066919 1093 1770422400000 23166.40267 ... 26648.546662 -13.066919 1094 1770508800000 23166.40267 ... 26648.546662 -13.066919 1095 1770595200000 23166.40267 ... 26648.546662 -13.066919 [1096 rows x 7 columns] entry_time exit_time ... type duration 1 1.677370e+12 1677542400000 ... LONG 0 days 00:00:00.172800 3 1.677629e+12 1677801600000 ... LONG 0 days 00:00:00.172800 5 1.678666e+12 1681862400000 ... LONG 0 days 00:00:03.196800 7 1.682554e+12 1682899200000 ... LONG 0 days 00:00:00.345600 9 1.683245e+12 1683331200000 ... LONG 0 days 00:00:00.086400 11 1.685232e+12 1685491200000 ... LONG 0 days 00:00:00.259200 13 1.687133e+12 1688601600000 ... LONG 0 days 00:00:01.468800 15 1.688688e+12 1689292800000 ... LONG 0 days 00:00:00.604800 17 1.691453e+12 1691539200000 ... LONG 0 days 00:00:00.086400 19 1.694736e+12 1694822400000 ... LONG 0 days 00:00:00.086400 21 1.694995e+12 1695254400000 ... LONG 0 days 00:00:00.259200 23 1.695859e+12 1696809600000 ... LONG 0 days 00:00:00.950400 25 1.697414e+12 1700524800000 ... LONG 0 days 00:00:03.110400 27 1.700611e+12 1702771200000 ... LONG 0 days 00:00:02.160000 29 1.702858e+12 1703548800000 ... LONG 0 days 00:00:00.691200 31 1.703635e+12 1703721600000 ... LONG 0 days 00:00:00.086400 33 1.704067e+12 1704240000000 ... LONG 0 days 00:00:00.172800 35 1.704326e+12 1705017600000 ... LONG 0 days 00:00:00.691200 37 1.706486e+12 1706659200000 ... LONG 0 days 00:00:00.172800 39 1.706746e+12 1707004800000 ... LONG 0 days 00:00:00.259200 41 1.707178e+12 1710547200000 ... LONG 0 days 00:00:03.369600 43 1.710634e+12 1710806400000 ... LONG 0 days 00:00:00.172800 45 1.710893e+12 1710979200000 ... LONG 0 days 00:00:00.086400 47 1.712362e+12 1712620800000 ... LONG 0 days 00:00:00.259200 49 1.712707e+12 1712880000000 ... LONG 0 days 00:00:00.172800 51 1.713744e+12 1713830400000 ... LONG 0 days 00:00:00.086400 53 1.717027e+12 1717113600000 ... LONG 0 days 00:00:00.086400 55 1.717373e+12 1717804800000 ... LONG 0 days 00:00:00.432000 57 1.717891e+12 1717977600000 ... LONG 0 days 00:00:00.086400 59 1.720915e+12 1722384000000 ... LONG 0 days 00:00:01.468800 61 1.724198e+12 1724284800000 ... LONG 0 days 00:00:00.086400 63 1.724371e+12 1724716800000 ... LONG 0 days 00:00:00.345600 65 1.726186e+12 1726358400000 ... LONG 0 days 00:00:00.172800 67 1.726531e+12 1727654400000 ... LONG 0 days 00:00:01.123200 69 1.728691e+12 1728777600000 ... LONG 0 days 00:00:00.086400 71 1.728864e+12 1729814400000 ... LONG 0 days 00:00:00.950400 73 1.729901e+12 1730592000000 ... LONG 0 days 00:00:00.691200 75 1.730765e+12 1733788800000 ... LONG 0 days 00:00:03.024000 77 1.733875e+12 1734480000000 ... LONG 0 days 00:00:00.604800 79 1.735862e+12 1736208000000 ... LONG 0 days 00:00:00.345600 81 1.736899e+12 1737936000000 ... LONG 0 days 00:00:01.036800 83 1.738109e+12 1738281600000 ... LONG 0 days 00:00:00.172800 85 1.742774e+12 1742947200000 ... LONG 0 days 00:00:00.172800 87 1.744416e+12 1744502400000 ... LONG 0 days 00:00:00.086400 89 1.744589e+12 1744675200000 ... LONG 0 days 00:00:00.086400 91 1.744848e+12 1744934400000 ... LONG 0 days 00:00:00.086400 93 1.745021e+12 1748476800000 ... LONG 0 days 00:00:03.456000 95 1.749427e+12 1749686400000 ... LONG 0 days 00:00:00.259200 97 1.750810e+12 1751241600000 ... LONG 0 days 00:00:00.432000 99 1.751414e+12 1751587200000 ... LONG 0 days 00:00:00.172800 101 1.751674e+12 1751846400000 ... LONG 0 days 00:00:00.172800 103 1.751933e+12 1753747200000 ... LONG 0 days 00:00:01.814400 105 1.754525e+12 1754611200000 ... LONG 0 days 00:00:00.086400 107 1.754784e+12 1755129600000 ... LONG 0 days 00:00:00.345600 109 1.757462e+12 1758240000000 ... LONG 0 days 00:00:00.777600 111 1.759104e+12 1759190400000 ... LONG 0 days 00:00:00.086400 113 1.759277e+12 1760054400000 ... LONG 0 days 00:00:00.777600 115 1.761437e+12 1761609600000 ... LONG 0 days 00:00:00.172800 117 1.767312e+12 1767744000000 ... LONG 0 days 00:00:00.432000 119 1.768262e+12 1768694400000 ... LONG 0 days 00:00:00.432000 [60 rows x 7 columns] {'total_trades': 60, 'winning_trades': 18, 'losing_trades': 42, 'win_rate': 30.0, 'total_pnl': 15248.089290162425, 'total_return_pct': 152.48089290162426, 'avg_trade_pnl': 254.13482150270707, 'median_trade_pnl': -149.9782394144604, 'avg_win': 1684.5201781436465, 'avg_loss': -358.8874742005527, 'largest_win': 6702.517553426322, 'largest_loss': -1878.6398692995099, 'profit_factor': 2.011597704301568, 'max_drawdown_pct': -32.629967168553, 'avg_drawdown_pct': -11.910998910200556, 'sharpe_ratio': 0.8956613603989066, 'avg_trade_duration': 0.000184, 'median_trade_duration': 7.2e-05, 'max_consecutive_wins': 3, 'max_consecutive_losses': 6, 'expectancy': 254.13482150270707} 1 20 5
111.990717 0.770125 37.777778 1.766526 -21.024708 45 248.868260 6400.680531 -1393.264297 timestamp equity ... peak drawdown 0 1675987200000 10000.000000 ... 10000.000000 0.000000 1 1676073600000 10000.000000 ... 10000.000000 0.000000 2 1676160000000 10000.000000 ... 10000.000000 0.000000 3 1676246400000 10000.000000 ... 10000.000000 0.000000 4 1676332800000 10000.000000 ... 10000.000000 0.000000 ... ... ... ... ... ... 1091 1770249600000 19706.534042 ... 24952.784016 -21.024708 1092 1770336000000 19706.534042 ... 24952.784016 -21.024708 1093 1770422400000 19706.534042 ... 24952.784016 -21.024708 1094 1770508800000 19706.534042 ... 24952.784016 -21.024708 1095 1770595200000 19706.534042 ... 24952.784016 -21.024708 [1096 rows x 7 columns] entry_time exit_time ... type duration 1 1.681085e+12 1681862400000 ... LONG 0 days 00:00:00.777600 3 1.683245e+12 1683331200000 ... LONG 0 days 00:00:00.086400 5 1.685232e+12 1685577600000 ... LONG 0 days 00:00:00.345600 7 1.687133e+12 1688601600000 ... LONG 0 days 00:00:01.468800 9 1.689206e+12 1689379200000 ... LONG 0 days 00:00:00.172800 11 1.693354e+12 1693440000000 ... LONG 0 days 00:00:00.086400 13 1.694736e+12 1695340800000 ... LONG 0 days 00:00:00.604800 15 1.696032e+12 1696896000000 ... LONG 0 days 00:00:00.864000 17 1.697414e+12 1700265600000 ... LONG 0 days 00:00:02.851200 19 1.700352e+12 1700697600000 ... LONG 0 days 00:00:00.345600 21 1.700784e+12 1702425600000 ... LONG 0 days 00:00:01.641600 23 1.702512e+12 1702771200000 ... LONG 0 days 00:00:00.259200 25 1.703030e+12 1703548800000 ... LONG 0 days 00:00:00.518400 27 1.704154e+12 1705104000000 ... LONG 0 days 00:00:00.950400 29 1.706400e+12 1707091200000 ... LONG 0 days 00:00:00.691200 31 1.707264e+12 1710633600000 ... LONG 0 days 00:00:03.369600 33 1.712534e+12 1712880000000 ... LONG 0 days 00:00:00.345600 35 1.713830e+12 1713916800000 ... LONG 0 days 00:00:00.086400 37 1.715731e+12 1717027200000 ... LONG 0 days 00:00:01.296000 39 1.717459e+12 1717891200000 ... LONG 0 days 00:00:00.432000 41 1.720915e+12 1722384000000 ... LONG 0 days 00:00:01.468800 43 1.724371e+12 1724803200000 ... LONG 0 days 00:00:00.432000 45 1.726186e+12 1727740800000 ... LONG 0 days 00:00:01.555200 47 1.728778e+12 1729641600000 ... LONG 0 days 00:00:00.864000 49 1.729728e+12 1729814400000 ... LONG 0 days 00:00:00.086400 51 1.730074e+12 1730505600000 ... LONG 0 days 00:00:00.432000 53 1.730851e+12 1732665600000 ... LONG 0 days 00:00:01.814400 55 1.732752e+12 1733788800000 ... LONG 0 days 00:00:01.036800 57 1.733962e+12 1734566400000 ... LONG 0 days 00:00:00.604800 59 1.735949e+12 1736294400000 ... LONG 0 days 00:00:00.345600 61 1.736899e+12 1737936000000 ... LONG 0 days 00:00:01.036800 63 1.738282e+12 1738368000000 ... LONG 0 days 00:00:00.086400 65 1.742774e+12 1743120000000 ... LONG 0 days 00:00:00.345600 67 1.744416e+12 1748476800000 ... LONG 0 days 00:00:04.060800 69 1.749427e+12 1749772800000 ... LONG 0 days 00:00:00.345600 71 1.750810e+12 1751328000000 ... LONG 0 days 00:00:00.518400 73 1.751501e+12 1753401600000 ... LONG 0 days 00:00:01.900800 75 1.754698e+12 1755302400000 ... LONG 0 days 00:00:00.604800 77 1.757462e+12 1758412800000 ... LONG 0 days 00:00:00.950400 79 1.759277e+12 1760054400000 ... LONG 0 days 00:00:00.777600 81 1.761437e+12 1761696000000 ... LONG 0 days 00:00:00.259200 83 1.764806e+12 1764892800000 ... LONG 0 days 00:00:00.086400 85 1.765325e+12 1765497600000 ... LONG 0 days 00:00:00.172800 87 1.767398e+12 1767916800000 ... LONG 0 days 00:00:00.518400 89 1.768262e+12 1768780800000 ... LONG 0 days 00:00:00.518400 [45 rows x 7 columns] {'total_trades': 45, 'winning_trades': 17, 'losing_trades': 28, 'win_rate': 37.77777777777778, 'total_pnl': 11199.071690960312, 'total_return_pct': 111.99071690960312, 'avg_trade_pnl': 248.86825979911805, 'median_trade_pnl': -229.7871117161303, 'avg_win': 1518.1902864052365, 'avg_loss': -521.7915420688823, 'largest_win': 6400.680531166541, 'largest_loss': -1393.2642974673508, 'profit_factor': 1.7665261198368092, 'max_drawdown_pct': -21.024707987993004, 'avg_drawdown_pct': -9.972410178127237, 'sharpe_ratio': 0.7701249249460761, 'avg_trade_duration': 0.00023466666666666666, 'median_trade_duration': 0.000144, 'max_consecutive_wins': 3, 'max_consecutive_losses': 6, 'expectancy': 248.86825979911805} 3 12 5
115.272114 0.751677 30.952381 1.801062 -36.387818 42 274.457414 5950.011895 -1236.182005 timestamp equity ... peak drawdown 0 1675987200000 10000.00000 ... 10000.000000 0.000000 1 1676073600000 10000.00000 ... 10000.000000 0.000000 2 1676160000000 10000.00000 ... 10000.000000 0.000000 3 1676246400000 10000.00000 ... 10000.000000 0.000000 4 1676332800000 10000.00000 ... 10000.000000 0.000000 ... ... ... ... ... ... 1091 1770249600000 20137.30103 ... 24717.249925 -18.529363 1092 1770336000000 20137.30103 ... 24717.249925 -18.529363 1093 1770422400000 20137.30103 ... 24717.249925 -18.529363 1094 1770508800000 20137.30103 ... 24717.249925 -18.529363 1095 1770595200000 20137.30103 ... 24717.249925 -18.529363 [1096 rows x 7 columns] entry_time exit_time ... type duration 1 1.677456e+12 1677542400000 ... LONG 0 days 00:00:00.086400 3 1.677715e+12 1677801600000 ... LONG 0 days 00:00:00.086400 5 1.678666e+12 1681948800000 ... LONG 0 days 00:00:03.283200 7 1.682554e+12 1682899200000 ... LONG 0 days 00:00:00.345600 9 1.683245e+12 1683417600000 ... LONG 0 days 00:00:00.172800 11 1.685318e+12 1685491200000 ... LONG 0 days 00:00:00.172800 13 1.687219e+12 1689379200000 ... LONG 0 days 00:00:02.160000 15 1.693354e+12 1693440000000 ... LONG 0 days 00:00:00.086400 17 1.694736e+12 1694908800000 ... LONG 0 days 00:00:00.172800 19 1.694995e+12 1695340800000 ... LONG 0 days 00:00:00.345600 21 1.695946e+12 1696896000000 ... LONG 0 days 00:00:00.950400 23 1.697414e+12 1703808000000 ... LONG 0 days 00:00:06.393600 25 1.704067e+12 1705017600000 ... LONG 0 days 00:00:00.950400 27 1.706486e+12 1707004800000 ... LONG 0 days 00:00:00.518400 29 1.707178e+12 1710806400000 ... LONG 0 days 00:00:03.628800 31 1.710979e+12 1711065600000 ... LONG 0 days 00:00:00.086400 33 1.711325e+12 1712016000000 ... LONG 0 days 00:00:00.691200 35 1.712448e+12 1712880000000 ... LONG 0 days 00:00:00.432000 37 1.715731e+12 1717113600000 ... LONG 0 days 00:00:01.382400 39 1.717373e+12 1718064000000 ... LONG 0 days 00:00:00.691200 41 1.721002e+12 1722384000000 ... LONG 0 days 00:00:01.382400 43 1.724371e+12 1724716800000 ... LONG 0 days 00:00:00.345600 45 1.726186e+12 1726444800000 ... LONG 0 days 00:00:00.259200 47 1.726618e+12 1727740800000 ... LONG 0 days 00:00:01.123200 49 1.728778e+12 1730592000000 ... LONG 0 days 00:00:01.814400 51 1.730851e+12 1734566400000 ... LONG 0 days 00:00:03.715200 53 1.735862e+12 1736294400000 ... LONG 0 days 00:00:00.432000 55 1.736899e+12 1737936000000 ... LONG 0 days 00:00:01.036800 57 1.738195e+12 1738368000000 ... LONG 0 days 00:00:00.172800 59 1.742774e+12 1743033600000 ... LONG 0 days 00:00:00.259200 61 1.744416e+12 1744675200000 ... LONG 0 days 00:00:00.259200 63 1.744848e+12 1748476800000 ... LONG 0 days 00:00:03.628800 65 1.749427e+12 1749686400000 ... LONG 0 days 00:00:00.259200 67 1.750810e+12 1751328000000 ... LONG 0 days 00:00:00.518400 69 1.751501e+12 1753833600000 ... LONG 0 days 00:00:02.332800 71 1.754611e+12 1754697600000 ... LONG 0 days 00:00:00.086400 73 1.754784e+12 1755216000000 ... LONG 0 days 00:00:00.432000 75 1.757549e+12 1758326400000 ... LONG 0 days 00:00:00.777600 77 1.759277e+12 1760054400000 ... LONG 0 days 00:00:00.777600 79 1.761437e+12 1761696000000 ... LONG 0 days 00:00:00.259200 81 1.767398e+12 1767830400000 ... LONG 0 days 00:00:00.432000 83 1.768262e+12 1768780800000 ... LONG 0 days 00:00:00.518400 [42 rows x 7 columns] {'total_trades': 42, 'winning_trades': 13, 'losing_trades': 29, 'win_rate': 30.952380952380953, 'total_pnl': 11527.211369313183, 'total_return_pct': 115.27211369313184, 'avg_trade_pnl': 274.4574135550758, 'median_trade_pnl': -245.93114145532127, 'avg_win': 1993.6244809635723, 'avg_loss': -496.2036856280434, 'largest_win': 5950.011894900435, 'largest_loss': -1236.1820049309244, 'profit_factor': 1.801062262797573, 'max_drawdown_pct': -36.3878180279873, 'avg_drawdown_pct': -14.543631418414003, 'sharpe_ratio': 0.7516771521962211, 'avg_trade_duration': 0.0002874283333333333, 'median_trade_duration': 0.000132, 'max_consecutive_wins': 2, 'max_consecutive_losses': 5, 'expectancy': 274.4574135550758} 2 20 5
108.574165 0.740337 41.176471 1.750089 -31.398690 51 212.890519 6632.541664 -1654.516973 timestamp equity ... peak drawdown 0 1675987200000 10000.000000 ... 10000.000000 0.000000 1 1676073600000 10000.000000 ... 10000.000000 0.000000 2 1676160000000 10000.000000 ... 10000.000000 0.000000 3 1676246400000 10000.000000 ... 10000.000000 0.000000 4 1676332800000 10000.000000 ... 10000.000000 0.000000 ... ... ... ... ... ... 1091 1770249600000 19210.316665 ... 23385.653349 -17.854266 1092 1770336000000 19210.316665 ... 23385.653349 -17.854266 1093 1770422400000 19210.316665 ... 23385.653349 -17.854266 1094 1770508800000 19210.316665 ... 23385.653349 -17.854266 1095 1770595200000 19210.316665 ... 23385.653349 -17.854266 [1096 rows x 7 columns] entry_time exit_time ... type duration 1 1.680998e+12 1681862400000 ... LONG 0 days 00:00:00.864000 3 1.682554e+12 1682899200000 ... LONG 0 days 00:00:00.345600 5 1.683245e+12 1683417600000 ... LONG 0 days 00:00:00.172800 7 1.685232e+12 1685491200000 ... LONG 0 days 00:00:00.259200 9 1.687133e+12 1688601600000 ... LONG 0 days 00:00:01.468800 11 1.689034e+12 1689379200000 ... LONG 0 days 00:00:00.345600 13 1.691539e+12 1691625600000 ... LONG 0 days 00:00:00.086400 15 1.693354e+12 1693440000000 ... LONG 0 days 00:00:00.086400 17 1.694650e+12 1695340800000 ... LONG 0 days 00:00:00.691200 19 1.695946e+12 1696896000000 ... LONG 0 days 00:00:00.950400 21 1.697414e+12 1700524800000 ... LONG 0 days 00:00:03.110400 23 1.700698e+12 1702339200000 ... LONG 0 days 00:00:01.641600 25 1.702426e+12 1702684800000 ... LONG 0 days 00:00:00.259200 27 1.702944e+12 1703548800000 ... LONG 0 days 00:00:00.604800 29 1.706400e+12 1707091200000 ... LONG 0 days 00:00:00.691200 31 1.707178e+12 1710547200000 ... LONG 0 days 00:00:03.369600 33 1.710720e+12 1710806400000 ... LONG 0 days 00:00:00.086400 35 1.711325e+12 1712016000000 ... LONG 0 days 00:00:00.691200 37 1.712448e+12 1712880000000 ... LONG 0 days 00:00:00.432000 39 1.713830e+12 1713916800000 ... LONG 0 days 00:00:00.086400 41 1.714867e+12 1714953600000 ... LONG 0 days 00:00:00.086400 43 1.715731e+12 1716940800000 ... LONG 0 days 00:00:01.209600 45 1.717459e+12 1717804800000 ... LONG 0 days 00:00:00.345600 47 1.720915e+12 1722384000000 ... LONG 0 days 00:00:01.468800 49 1.724285e+12 1724716800000 ... LONG 0 days 00:00:00.432000 51 1.726186e+12 1726444800000 ... LONG 0 days 00:00:00.259200 53 1.726531e+12 1727740800000 ... LONG 0 days 00:00:01.209600 55 1.728691e+12 1729900800000 ... LONG 0 days 00:00:01.209600 57 1.729987e+12 1730505600000 ... LONG 0 days 00:00:00.518400 59 1.730851e+12 1733788800000 ... LONG 0 days 00:00:02.937600 61 1.733875e+12 1734566400000 ... LONG 0 days 00:00:00.691200 63 1.735862e+12 1736294400000 ... LONG 0 days 00:00:00.432000 65 1.736899e+12 1737936000000 ... LONG 0 days 00:00:01.036800 67 1.738195e+12 1738368000000 ... LONG 0 days 00:00:00.172800 69 1.742774e+12 1743120000000 ... LONG 0 days 00:00:00.345600 71 1.744416e+12 1744761600000 ... LONG 0 days 00:00:00.345600 73 1.744848e+12 1748476800000 ... LONG 0 days 00:00:03.628800 75 1.749427e+12 1749686400000 ... LONG 0 days 00:00:00.259200 77 1.750810e+12 1751328000000 ... LONG 0 days 00:00:00.518400 79 1.751501e+12 1751673600000 ... LONG 0 days 00:00:00.172800 81 1.751760e+12 1751932800000 ... LONG 0 days 00:00:00.172800 83 1.752019e+12 1753401600000 ... LONG 0 days 00:00:01.382400 85 1.753574e+12 1753747200000 ... LONG 0 days 00:00:00.172800 87 1.754611e+12 1754697600000 ... LONG 0 days 00:00:00.086400 89 1.754784e+12 1755216000000 ... LONG 0 days 00:00:00.432000 91 1.757462e+12 1758326400000 ... LONG 0 days 00:00:00.864000 93 1.759190e+12 1760054400000 ... LONG 0 days 00:00:00.864000 95 1.761437e+12 1761696000000 ... LONG 0 days 00:00:00.259200 97 1.765325e+12 1765411200000 ... LONG 0 days 00:00:00.086400 99 1.767312e+12 1767830400000 ... LONG 0 days 00:00:00.518400 101 1.768262e+12 1768780800000 ... LONG 0 days 00:00:00.518400 [51 rows x 7 columns] {'total_trades': 51, 'winning_trades': 21, 'losing_trades': 30, 'win_rate': 41.17647058823529, 'total_pnl': 10857.416465368933, 'total_return_pct': 108.57416465368934, 'avg_trade_pnl': 212.8905189288026, 'median_trade_pnl': -191.02147497274746, 'avg_win': 1206.2978264030469, 'avg_loss': -482.4945963031684, 'largest_win': 6632.541663617456, 'largest_loss': -1654.5169734851333, 'profit_factor': 1.750088985352203, 'max_drawdown_pct': -31.398689588111566, 'avg_drawdown_pct': -14.350186433383255, 'sharpe_ratio': 0.7403373052392772, 'avg_trade_duration': 0.00021176444444444446, 'median_trade_duration': 0.00012, 'max_consecutive_wins': 4, 'max_consecutive_losses': 5, 'expectancy': 212.89051892880252} 2 15 5
111.098433 0.736940 42.857143 1.650238 -27.922730 84 132.260039 3678.168365 -1112.361552 timestamp equity ... peak drawdown 0 1675987200000 10000.000000 ... 10000.000000 0.000000 1 1676073600000 10000.000000 ... 10000.000000 0.000000 2 1676160000000 10000.000000 ... 10000.000000 0.000000 3 1676246400000 10000.000000 ... 10000.000000 0.000000 4 1676332800000 10000.000000 ... 10000.000000 0.000000 ... ... ... ... ... ... 1091 1770249600000 18376.344485 ... 23831.334361 -22.889989 1092 1770336000000 18376.344485 ... 23831.334361 -22.889989 1093 1770422400000 18376.344485 ... 23831.334361 -22.889989 1094 1770508800000 18376.344485 ... 23831.334361 -22.889989 1095 1770595200000 18376.344485 ... 23831.334361 -22.889989 [1096 rows x 7 columns] entry_time exit_time ... type duration 1 1.678666e+12 1679702400000 ... LONG 0 days 00:00:01.036800 3 1.681085e+12 1681603200000 ... LONG 0 days 00:00:00.518400 5 1.682467e+12 1682812800000 ... LONG 0 days 00:00:00.345600 7 1.683245e+12 1683331200000 ... LONG 0 days 00:00:00.086400 9 1.685232e+12 1685491200000 ... LONG 0 days 00:00:00.259200 .. ... ... ... ... ... 159 1.764202e+12 1764374400000 ... LONG 0 days 00:00:00.172800 161 1.764720e+12 1764892800000 ... LONG 0 days 00:00:00.172800 163 1.765325e+12 1765411200000 ... LONG 0 days 00:00:00.086400 165 1.767398e+12 1767744000000 ... LONG 0 days 00:00:00.345600 167 1.768262e+12 1768521600000 ... LONG 0 days 00:00:00.259200 [84 rows x 7 columns] {'total_trades': 84, 'winning_trades': 36, 'losing_trades': 48, 'win_rate': 42.857142857142854, 'total_pnl': 11109.843265326163, 'total_return_pct': 111.09843265326163, 'avg_trade_pnl': 132.2600388729305, 'median_trade_pnl': -74.29164880318785, 'avg_win': 783.2125261388794, 'avg_loss': -355.9543265765312, 'largest_win': 3678.168365346597, 'largest_loss': -1112.3615518935294, 'profit_factor': 1.6502381085059374, 'max_drawdown_pct': -27.92272954791088, 'avg_drawdown_pct': -12.458056598932643, 'sharpe_ratio': 0.7369398308112933, 'avg_trade_duration': 9.6e-05, 'median_trade_duration': 7.2e-05, 'max_consecutive_wins': 3, 'max_consecutive_losses': 7, 'expectancy': 132.26003887293052} 2 5 8
104.544879 0.729986 32.432432 1.775908 -33.678544 37 282.553727 5754.050394 -1468.419609 timestamp equity ... peak drawdown 0 1675987200000 10000.000000 ... 10000.000000 0.000000 1 1676073600000 10000.000000 ... 10000.000000 0.000000 2 1676160000000 10000.000000 ... 10000.000000 0.000000 3 1676246400000 10000.000000 ... 10000.000000 0.000000 4 1676332800000 10000.000000 ... 10000.000000 0.000000 ... ... ... ... ... ... 1091 1770249600000 19192.232852 ... 24170.318499 -20.595863 1092 1770336000000 19192.232852 ... 24170.318499 -20.595863 1093 1770422400000 19192.232852 ... 24170.318499 -20.595863 1094 1770508800000 19192.232852 ... 24170.318499 -20.595863 1095 1770595200000 19192.232852 ... 24170.318499 -20.595863 [1096 rows x 7 columns] entry_time exit_time ... type duration 1 1.678752e+12 1681948800000 ... LONG 0 days 00:00:03.196800 3 1.682640e+12 1682899200000 ... LONG 0 days 00:00:00.259200 5 1.685405e+12 1685491200000 ... LONG 0 days 00:00:00.086400 7 1.687219e+12 1688774400000 ... LONG 0 days 00:00:01.555200 9 1.688861e+12 1688947200000 ... LONG 0 days 00:00:00.086400 11 1.689034e+12 1689465600000 ... LONG 0 days 00:00:00.432000 13 1.695168e+12 1695254400000 ... LONG 0 days 00:00:00.086400 15 1.696118e+12 1696896000000 ... LONG 0 days 00:00:00.777600 17 1.697501e+12 1702771200000 ... LONG 0 days 00:00:05.270400 19 1.702858e+12 1703721600000 ... LONG 0 days 00:00:00.864000 21 1.704154e+12 1705104000000 ... LONG 0 days 00:00:00.950400 23 1.706573e+12 1707004800000 ... LONG 0 days 00:00:00.432000 25 1.707264e+12 1710806400000 ... LONG 0 days 00:00:03.542400 27 1.711325e+12 1712016000000 ... LONG 0 days 00:00:00.691200 29 1.712534e+12 1712880000000 ... LONG 0 days 00:00:00.345600 31 1.715818e+12 1717027200000 ... LONG 0 days 00:00:01.209600 33 1.717459e+12 1717891200000 ... LONG 0 days 00:00:00.432000 35 1.721002e+12 1722384000000 ... LONG 0 days 00:00:01.382400 37 1.724371e+12 1724716800000 ... LONG 0 days 00:00:00.345600 39 1.726272e+12 1726444800000 ... LONG 0 days 00:00:00.172800 41 1.726618e+12 1727740800000 ... LONG 0 days 00:00:01.123200 43 1.728864e+12 1729987200000 ... LONG 0 days 00:00:01.123200 45 1.730074e+12 1730592000000 ... LONG 0 days 00:00:00.518400 47 1.730851e+12 1734652800000 ... LONG 0 days 00:00:03.801600 49 1.736122e+12 1736294400000 ... LONG 0 days 00:00:00.172800 51 1.736986e+12 1738022400000 ... LONG 0 days 00:00:01.036800 53 1.738282e+12 1738368000000 ... LONG 0 days 00:00:00.086400 55 1.745194e+12 1748563200000 ... LONG 0 days 00:00:03.369600 57 1.749427e+12 1749772800000 ... LONG 0 days 00:00:00.345600 59 1.751587e+12 1751673600000 ... LONG 0 days 00:00:00.086400 61 1.752019e+12 1753488000000 ... LONG 0 days 00:00:01.468800 63 1.753574e+12 1753747200000 ... LONG 0 days 00:00:00.172800 65 1.754870e+12 1755302400000 ... LONG 0 days 00:00:00.432000 67 1.757635e+12 1758326400000 ... LONG 0 days 00:00:00.691200 69 1.759277e+12 1760054400000 ... LONG 0 days 00:00:00.777600 71 1.767571e+12 1767830400000 ... LONG 0 days 00:00:00.259200 73 1.768349e+12 1768780800000 ... LONG 0 days 00:00:00.432000 [37 rows x 7 columns] {'total_trades': 37, 'winning_trades': 12, 'losing_trades': 25, 'win_rate': 32.432432432432435, 'total_pnl': 10454.487880957531, 'total_return_pct': 104.54487880957531, 'avg_trade_pnl': 282.5537265123657, 'median_trade_pnl': -242.1036447322731, 'avg_win': 1994.0299103682073, 'avg_loss': -538.9548417384383, 'largest_win': 5754.050393757843, 'largest_loss': -1468.4196093959108, 'profit_factor': 1.775908263277555, 'max_drawdown_pct': -33.6785439172567, 'avg_drawdown_pct': -14.64147638033363, 'sharpe_ratio': 0.7299857240494281, 'avg_trade_duration': 0.00028540527777777774, 'median_trade_duration': 0.000144, 'max_consecutive_wins': 2, 'max_consecutive_losses': 6, 'expectancy': 282.55372651236576} 3 20 8
97.094028 0.725083 33.333333 1.738121 -32.956401 30 323.646760 5640.135455 -1499.666150 timestamp equity ... peak drawdown 0 1675987200000 10000.000000 ... 10000.000000 0.000000 1 1676073600000 10000.000000 ... 10000.000000 0.000000 2 1676160000000 10000.000000 ... 10000.000000 0.000000 3 1676246400000 10000.000000 ... 10000.000000 0.000000 4 1676332800000 10000.000000 ... 10000.000000 0.000000 ... ... ... ... ... ... 1091 1770249600000 18707.012911 ... 24752.481057 -24.423686 1092 1770336000000 18707.012911 ... 24752.481057 -24.423686 1093 1770422400000 18707.012911 ... 24752.481057 -24.423686 1094 1770508800000 18707.012911 ... 24752.481057 -24.423686 1095 1770595200000 18707.012911 ... 24752.481057 -24.423686 [1096 rows x 7 columns] entry_time exit_time ... type duration 1 1.682640e+12 1682899200000 ... LONG 0 days 00:00:00.259200 3 1.685318e+12 1685577600000 ... LONG 0 days 00:00:00.259200 5 1.687219e+12 1688774400000 ... LONG 0 days 00:00:01.555200 7 1.689206e+12 1689465600000 ... LONG 0 days 00:00:00.259200 9 1.694822e+12 1695427200000 ... LONG 0 days 00:00:00.604800 11 1.696032e+12 1696982400000 ... LONG 0 days 00:00:00.950400 13 1.697501e+12 1702857600000 ... LONG 0 days 00:00:05.356800 15 1.703030e+12 1703635200000 ... LONG 0 days 00:00:00.604800 17 1.704154e+12 1705104000000 ... LONG 0 days 00:00:00.950400 19 1.706486e+12 1710806400000 ... LONG 0 days 00:00:04.320000 21 1.711411e+12 1712102400000 ... LONG 0 days 00:00:00.691200 23 1.712448e+12 1712880000000 ... LONG 0 days 00:00:00.432000 25 1.717459e+12 1717977600000 ... LONG 0 days 00:00:00.518400 27 1.721002e+12 1722470400000 ... LONG 0 days 00:00:01.468800 29 1.724371e+12 1724803200000 ... LONG 0 days 00:00:00.432000 31 1.726186e+12 1727827200000 ... LONG 0 days 00:00:01.641600 33 1.728864e+12 1730678400000 ... LONG 0 days 00:00:01.814400 35 1.730851e+12 1734652800000 ... LONG 0 days 00:00:03.801600 37 1.736035e+12 1736380800000 ... LONG 0 days 00:00:00.345600 39 1.736986e+12 1738022400000 ... LONG 0 days 00:00:01.036800 41 1.742861e+12 1743120000000 ... LONG 0 days 00:00:00.259200 43 1.744589e+12 1748563200000 ... LONG 0 days 00:00:03.974400 45 1.749427e+12 1749859200000 ... LONG 0 days 00:00:00.432000 47 1.750896e+12 1753660800000 ... LONG 0 days 00:00:02.764800 49 1.754784e+12 1755388800000 ... LONG 0 days 00:00:00.604800 51 1.757549e+12 1758499200000 ... LONG 0 days 00:00:00.950400 53 1.759277e+12 1760054400000 ... LONG 0 days 00:00:00.777600 55 1.761523e+12 1761782400000 ... LONG 0 days 00:00:00.259200 57 1.767485e+12 1768003200000 ... LONG 0 days 00:00:00.518400 59 1.768262e+12 1768867200000 ... LONG 0 days 00:00:00.604800 [30 rows x 7 columns] {'total_trades': 30, 'winning_trades': 10, 'losing_trades': 20, 'win_rate': 33.33333333333333, 'total_pnl': 9709.402800393038, 'total_return_pct': 97.09402800393038, 'avg_trade_pnl': 323.64676001310124, 'median_trade_pnl': -291.1417429483008, 'avg_win': 2286.361850003442, 'avg_loss': -657.7107849820693, 'largest_win': 5640.13545546063, 'largest_loss': -1499.6661495223525, 'profit_factor': 1.7381209964998323, 'max_drawdown_pct': -32.95640128813756, 'avg_drawdown_pct': -12.660399401628085, 'sharpe_ratio': 0.7250834995719886, 'avg_trade_duration': 0.00035600000000000003, 'median_trade_duration': 0.00018, 'max_consecutive_wins': 3, 'max_consecutive_losses': 6, 'expectancy': 323.646760013101} 4 15 5
101.257316 0.724038 34.090909 1.787584 -26.215328 44 230.130264 6670.384488 -1287.519605 timestamp equity ... peak drawdown 0 1675987200000 10000.000000 ... 10000.000000 0.000000 1 1676073600000 10000.000000 ... 10000.000000 0.000000 2 1676160000000 10000.000000 ... 10000.000000 0.000000 3 1676246400000 10000.000000 ... 10000.000000 0.000000 4 1676332800000 10000.000000 ... 10000.000000 0.000000 ... ... ... ... ... ... 1091 1770249600000 18705.365386 ... 23024.385282 -18.758459 1092 1770336000000 18705.365386 ... 23024.385282 -18.758459 1093 1770422400000 18705.365386 ... 23024.385282 -18.758459 1094 1770508800000 18705.365386 ... 23024.385282 -18.758459 1095 1770595200000 18705.365386 ... 23024.385282 -18.758459 [1096 rows x 7 columns] entry_time exit_time ... type duration 1 1.678752e+12 1680825600000 ... LONG 0 days 00:00:02.073600 3 1.681085e+12 1681862400000 ... LONG 0 days 00:00:00.777600 5 1.682640e+12 1682899200000 ... LONG 0 days 00:00:00.259200 7 1.685318e+12 1685491200000 ... LONG 0 days 00:00:00.172800 9 1.687219e+12 1688601600000 ... LONG 0 days 00:00:01.382400 11 1.689206e+12 1689292800000 ... LONG 0 days 00:00:00.086400 13 1.695082e+12 1695340800000 ... LONG 0 days 00:00:00.259200 15 1.696118e+12 1696896000000 ... LONG 0 days 00:00:00.777600 17 1.697501e+12 1700265600000 ... LONG 0 days 00:00:02.764800 19 1.700352e+12 1700611200000 ... LONG 0 days 00:00:00.259200 21 1.700784e+12 1702425600000 ... LONG 0 days 00:00:01.641600 23 1.702512e+12 1702771200000 ... LONG 0 days 00:00:00.259200 25 1.703030e+12 1703548800000 ... LONG 0 days 00:00:00.518400 27 1.704154e+12 1705104000000 ... LONG 0 days 00:00:00.950400 29 1.706486e+12 1707004800000 ... LONG 0 days 00:00:00.518400 31 1.707264e+12 1710633600000 ... LONG 0 days 00:00:03.369600 33 1.712534e+12 1712880000000 ... LONG 0 days 00:00:00.345600 35 1.715731e+12 1716940800000 ... LONG 0 days 00:00:01.209600 37 1.717459e+12 1717804800000 ... LONG 0 days 00:00:00.345600 39 1.721002e+12 1722384000000 ... LONG 0 days 00:00:01.382400 41 1.724371e+12 1724716800000 ... LONG 0 days 00:00:00.345600 43 1.726272e+12 1726444800000 ... LONG 0 days 00:00:00.172800 45 1.726618e+12 1727740800000 ... LONG 0 days 00:00:01.123200 47 1.728864e+12 1729641600000 ... LONG 0 days 00:00:00.777600 49 1.729728e+12 1729814400000 ... LONG 0 days 00:00:00.086400 51 1.730074e+12 1730505600000 ... LONG 0 days 00:00:00.432000 53 1.730851e+12 1733788800000 ... LONG 0 days 00:00:02.937600 55 1.733962e+12 1734566400000 ... LONG 0 days 00:00:00.604800 57 1.736035e+12 1736294400000 ... LONG 0 days 00:00:00.259200 59 1.736986e+12 1737936000000 ... LONG 0 days 00:00:00.950400 61 1.742861e+12 1743033600000 ... LONG 0 days 00:00:00.172800 63 1.744502e+12 1744675200000 ... LONG 0 days 00:00:00.172800 65 1.745194e+12 1748476800000 ... LONG 0 days 00:00:03.283200 67 1.749427e+12 1749686400000 ... LONG 0 days 00:00:00.259200 69 1.750896e+12 1751068800000 ... LONG 0 days 00:00:00.172800 71 1.751155e+12 1751241600000 ... LONG 0 days 00:00:00.086400 73 1.751587e+12 1751673600000 ... LONG 0 days 00:00:00.086400 75 1.752019e+12 1753401600000 ... LONG 0 days 00:00:01.382400 77 1.754870e+12 1755302400000 ... LONG 0 days 00:00:00.432000 79 1.757549e+12 1758326400000 ... LONG 0 days 00:00:00.777600 81 1.759277e+12 1760054400000 ... LONG 0 days 00:00:00.777600 83 1.761523e+12 1761696000000 ... LONG 0 days 00:00:00.172800 85 1.767485e+12 1767916800000 ... LONG 0 days 00:00:00.432000 87 1.768262e+12 1768694400000 ... LONG 0 days 00:00:00.432000 [44 rows x 7 columns] {'total_trades': 44, 'winning_trades': 15, 'losing_trades': 29, 'win_rate': 34.090909090909086, 'total_pnl': 10125.731606498013, 'total_return_pct': 101.25731606498015, 'avg_trade_pnl': 230.13026378404575, 'median_trade_pnl': -223.7497709134741, 'avg_win': 1532.162243628803, 'avg_loss': -443.33455337703566, 'largest_win': 6670.384488240137, 'largest_loss': -1287.5196050914328, 'profit_factor': 1.787583905168366, 'max_drawdown_pct': -26.21532831733117, 'avg_drawdown_pct': -10.652366701218533, 'sharpe_ratio': 0.7240380596533733, 'avg_trade_duration': 0.00022527249999999997, 'median_trade_duration': 0.00012, 'max_consecutive_wins': 3, 'max_consecutive_losses': 5, 'expectancy': 230.13026378404567} 3 15 8
96.395138 0.706795 34.285714 1.758573 -33.665181 35 275.414681 5859.602900 -1348.471547 timestamp equity ... peak drawdown 0 1675987200000 10000.000000 ... 10000.00000 0.000000 1 1676073600000 10000.000000 ... 10000.00000 0.000000 2 1676160000000 10000.000000 ... 10000.00000 0.000000 3 1676246400000 10000.000000 ... 10000.00000 0.000000 4 1676332800000 10000.000000 ... 10000.00000 0.000000 ... ... ... ... ... ... 1091 1770249600000 18444.946405 ... 24418.80202 -24.464163 1092 1770336000000 18444.946405 ... 24418.80202 -24.464163 1093 1770422400000 18444.946405 ... 24418.80202 -24.464163 1094 1770508800000 18444.946405 ... 24418.80202 -24.464163 1095 1770595200000 18444.946405 ... 24418.80202 -24.464163 [1096 rows x 7 columns] entry_time exit_time ... type duration 1 1.678752e+12 1680912000000 ... LONG 0 days 00:00:02.160000 3 1.680998e+12 1681862400000 ... LONG 0 days 00:00:00.864000 5 1.682726e+12 1682812800000 ... LONG 0 days 00:00:00.086400 7 1.687219e+12 1688688000000 ... LONG 0 days 00:00:01.468800 9 1.689206e+12 1689379200000 ... LONG 0 days 00:00:00.172800 11 1.696118e+12 1696464000000 ... LONG 0 days 00:00:00.345600 13 1.696550e+12 1696809600000 ... LONG 0 days 00:00:00.259200 15 1.697501e+12 1702771200000 ... LONG 0 days 00:00:05.270400 17 1.702858e+12 1702944000000 ... LONG 0 days 00:00:00.086400 19 1.703030e+12 1703548800000 ... LONG 0 days 00:00:00.518400 21 1.704154e+12 1705104000000 ... LONG 0 days 00:00:00.950400 23 1.706659e+12 1706745600000 ... LONG 0 days 00:00:00.086400 25 1.706918e+12 1707004800000 ... LONG 0 days 00:00:00.086400 27 1.707264e+12 1710806400000 ... LONG 0 days 00:00:03.542400 29 1.711325e+12 1712016000000 ... LONG 0 days 00:00:00.691200 31 1.712534e+12 1712880000000 ... LONG 0 days 00:00:00.345600 33 1.715818e+12 1717027200000 ... LONG 0 days 00:00:01.209600 35 1.717459e+12 1717891200000 ... LONG 0 days 00:00:00.432000 37 1.721002e+12 1722384000000 ... LONG 0 days 00:00:01.382400 39 1.724371e+12 1724716800000 ... LONG 0 days 00:00:00.345600 41 1.726704e+12 1727740800000 ... LONG 0 days 00:00:01.036800 43 1.728864e+12 1729814400000 ... LONG 0 days 00:00:00.950400 45 1.730074e+12 1730592000000 ... LONG 0 days 00:00:00.518400 47 1.730851e+12 1734566400000 ... LONG 0 days 00:00:03.715200 49 1.736122e+12 1736208000000 ... LONG 0 days 00:00:00.086400 51 1.736986e+12 1737936000000 ... LONG 0 days 00:00:00.950400 53 1.745280e+12 1748476800000 ... LONG 0 days 00:00:03.196800 55 1.749514e+12 1749686400000 ... LONG 0 days 00:00:00.172800 57 1.752106e+12 1753401600000 ... LONG 0 days 00:00:01.296000 59 1.754957e+12 1755216000000 ... LONG 0 days 00:00:00.259200 61 1.757635e+12 1757894400000 ... LONG 0 days 00:00:00.259200 63 1.758067e+12 1758240000000 ... LONG 0 days 00:00:00.172800 65 1.759277e+12 1760054400000 ... LONG 0 days 00:00:00.777600 67 1.767571e+12 1767830400000 ... LONG 0 days 00:00:00.259200 69 1.768349e+12 1768694400000 ... LONG 0 days 00:00:00.345600 [35 rows x 7 columns] {'total_trades': 35, 'winning_trades': 12, 'losing_trades': 23, 'win_rate': 34.285714285714285, 'total_pnl': 9639.513839732215, 'total_return_pct': 96.39513839732216, 'avg_trade_pnl': 275.41468113520614, 'median_trade_pnl': -164.42061376454512, 'avg_win': 1862.2451889134736, 'avg_loss': -552.4968881404116, 'largest_win': 5859.602900325373, 'largest_loss': -1348.4715471751806, 'profit_factor': 1.7585731365660637, 'max_drawdown_pct': -33.665180996791996, 'avg_drawdown_pct': -14.892375468225538, 'sharpe_ratio': 0.7067949928263115, 'avg_trade_duration': 0.00027222833333333333, 'median_trade_duration': 0.000144, 'max_consecutive_wins': 2, 'max_consecutive_losses': 6, 'expectancy': 275.41468113520625} 3 20 10
⏱️ Timeframe Comparison
💡 Recommendations
✨ Best performing smooth_bars value: 3
✨ Optimal ma_length appears to be: 15
✨ Optimal NTZ threshold: 5
📋 Trade History (First 40 of 40)
entry_time exit_time entry_price exit_price pnl type duration
1.678752e+12 1680912000000 24682.745205 27924.410810 1312.019353 LONG 0 days 00:00:02.160000
1.680998e+12 1681862400000 28337.921880 28782.701450 177.036924 LONG 0 days 00:00:00.864000
1.682640e+12 1682899200000 29326.355850 28054.225870 -495.969467 LONG 0 days 00:00:00.259200
1.683245e+12 1683331200000 29520.362805 28833.775900 -253.878863 LONG 0 days 00:00:00.086400
1.685318e+12 1685577600000 27750.268200 26804.521035 -362.636394 LONG 0 days 00:00:00.259200
1.687133e+12 1688688000000 26857.772175 30329.527650 1325.911418 LONG 0 days 00:00:01.555200
1.689120e+12 1689465600000 30395.190000 30216.874005 -67.818385 LONG 0 days 00:00:00.345600
1.694736e+12 1695340800000 26613.300000 26566.849930 -20.018213 LONG 0 days 00:00:00.604800
1.696032e+12 1696896000000 26976.041280 27376.424940 169.593065 LONG 0 days 00:00:00.864000
1.697501e+12 1702771200000 28410.107955 41353.962675 5272.665249 LONG 0 days 00:00:05.270400
1.703030e+12 1703548800000 43690.764465 42487.675535 -462.937929 LONG 0 days 00:00:00.518400
1.704154e+12 1705104000000 44969.383455 42826.566005 -777.476415 LONG 0 days 00:00:00.950400
1.706400e+12 1707091200000 42052.075530 42687.345650 234.270320 LONG 0 days 00:00:00.691200
1.707264e+12 1710720000000 44371.774800 67576.185005 8215.853819 LONG 0 days 00:00:03.456000
1.712448e+12 1712880000000 69395.070195 67082.961740 -795.584655 LONG 0 days 00:00:00.432000
1.715731e+12 1717027200000 66239.603250 68317.993915 722.821167 LONG 0 days 00:00:01.296000
1.717459e+12 1717891200000 70573.108920 69613.315930 -322.483935 LONG 0 days 00:00:00.432000
1.721002e+12 1722384000000 64756.502070 64595.686000 -57.969542 LONG 0 days 00:00:01.382400
1.724371e+12 1724803200000 64069.258620 59005.382550 -1836.700264 LONG 0 days 00:00:00.432000
1.726186e+12 1727740800000 60528.249000 60775.377110 87.205096 LONG 0 days 00:00:01.555200
1.728778e+12 1729987200000 62901.455010 67987.689150 1730.668990 LONG 0 days 00:00:01.209600
1.730074e+12 1730592000000 69997.191105 68741.602005 -414.138727 LONG 0 days 00:00:00.518400
1.730851e+12 1734566400000 75609.775995 97413.129070 6525.206633 LONG 0 days 00:00:03.715200
1.735949e+12 1736294400000 98269.610250 95013.079695 -964.173910 LONG 0 days 00:00:00.345600
1.736899e+12 1738022400000 100547.598675 101284.852240 205.854217 LONG 0 days 00:00:01.123200
1.738195e+12 1738368000000 104775.301470 100585.332175 -1128.678580 LONG 0 days 00:00:00.172800
1.742861e+12 1743120000000 87436.566435 84382.167810 -944.621214 LONG 0 days 00:00:00.259200
1.744502e+12 1748476800000 83801.880000 105536.955125 6754.932565 LONG 0 days 00:00:03.974400
1.749427e+12 1749772800000 110318.151510 106013.556705 -1277.264112 LONG 0 days 00:00:00.345600
1.750810e+12 1751328000000 107394.250290 105628.299430 -516.224245 LONG 0 days 00:00:00.518400
1.751501e+12 1753488000000 109639.572390 117861.030005 2310.747740 LONG 0 days 00:00:01.987200
1.753574e+12 1753747200000 119475.257775 117891.784620 -438.164968 LONG 0 days 00:00:00.172800
1.754784e+12 1755302400000 119353.657005 117321.969670 -554.195007 LONG 0 days 00:00:00.518400
1.757549e+12 1758412800000 115540.431345 115174.673855 -101.105621 LONG 0 days 00:00:00.864000
1.759277e+12 1760054400000 118654.287495 112718.112750 -1589.619865 LONG 0 days 00:00:00.777600
1.761437e+12 1761696000000 114616.679700 109966.279355 -1222.232446 LONG 0 days 00:00:00.259200
1.764806e+12 1764892800000 92124.099030 89285.374980 -888.799697 LONG 0 days 00:00:00.086400
1.765411e+12 1765497600000 92559.636690 90223.285790 -704.220159 LONG 0 days 00:00:00.086400
1.767398e+12 1767916800000 90673.324005 90595.959360 -23.157037 LONG 0 days 00:00:00.518400
1.768262e+12 1768780800000 95461.707000 92584.684500 -815.632136 LONG 0 days 00:00:00.518400

Generated by Bitcoin EMA Slope Backtesting Engine

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