Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69559.9286 | 27169.2311 | 42390.6975 | 59598.2627 | 27391.4479 | 32206.8147 |
Total P&L (%) | 69.5599 | 27.1692 | 42.3907 | 59.5983 | 27.3914 | 32.2068 |
Avg Daily Profit (%) | 0.2671 | 0.1043 | 0.1628 | 0.1797 | 0.093 | 0.1073 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46276 | -22409 | -44395 | -93377 | -40579 | -87266 |
Profit Factor | 1.2984 | 1.2064 | 1.4177 | 1.1519 | 1.1299 | 1.1774 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 104 | 46 | 58 | 104 | 46 | 58 |
Losing Trades | 55 | 34 | 21 | 55 | 34 | 21 |
Profitability (%) | 65.4088 | 57.5 | 73.4177 | 65.4088 | 57.5 | 73.4177 |
Ratio Avg Win / Avg Loss | 0.6867 | 0.8917 | 0.5133 | 0.6092 | 0.8352 | 0.4263 |
Largest Winning Trade | 19418 | 19418 | 10611 | 25642 | 25642 | 15985 |
Largest Losing Trade | -25163 | -17093 | -25163 | -51510 | -21381 | -51510 |
Avg Bars in Trades | 154 | 161 | 147 | 154 | 161 | 147 |
Avg Bars in Winners | 103 | 98 | 108 | 103 | 98 | 108 |
Avg Bars in Losers | 250 | 248 | 254 | 250 | 248 | 254 |
Bars Traded | 24567 | 12950 | 11617 | 24567 | 12950 | 11617 |
Profit Streak | 6.2002 | 6.2002 | 18.7731 | 6.2002 | 6.2002 | 18.7731 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347291 | -77654 | -19039 | -45285 | -169845 | -103237 |
{ "trading_pair": "ETC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736966700000, "first_datapoint_time": 1737125100000, "last_datapoint_time": 1759465800000, "evaluation_time": 1759465994834, "expiration_time": 1765945800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 177, "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": [ [ 69559.9286272875, 27169.2311253733, 42390.6975019143, 59598.2626679094, 27391.4479448067, 32206.8147231029 ], [ 69.559929, 27.169231, 42.390698, 59.598263, 27.391448, 32.206815 ], [ 0.267107, 0.104329, 0.162778, 0.179675, 0.093006, 0.107268 ], [ 10, 10, 10, 10, 10, 10 ], [ -46276, -22409, -44395, -93377, -40579, -87266 ], [ 1.298402, 1.206409, 1.417725, 1.151891, 1.129933, 1.177385 ], [ 159, 80, 79, 159, 80, 79 ], [ 104, 46, 58, 104, 46, 58 ], [ 55, 34, 21, 55, 34, 21 ], [ 65.408805, 57.5, 73.417722, 65.408805, 57.5, 73.417722 ], [ 0.686655, 0.891694, 0.513314, 0.609173, 0.835168, 0.426295 ], [ 19418, 19418, 10611, 25642, 25642, 15985 ], [ -25163, -17093, -25163, -51510, -21381, -51510 ], [ 154, 161, 147, 154, 161, 147 ], [ 103, 98, 108, 103, 98, 108 ], [ 250, 248, 254, 250, 248, 254 ], [ 24567, 12950, 11617, 24567, 12950, 11617 ], [ 6.200172, 6.200172, 18.773088, 6.200172, 6.200172, 18.773088 ], [ 4, 2, 5, 4, 2, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 347291, -77654, -19039, -45285, -169845, -103237 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736966700000, "first_datapoint_time": 1737125100000, "last_datapoint_time": 1759465800000, "evaluation_time": 1759465994834, "expiration_time": 1765945800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 177, "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) |
---|