Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94791.3676 | 69564.288 | 25227.0797 | 121592.4757 | 122271.5302 | -679.0544 |
Total P&L (%) | 94.7914 | 69.5643 | 25.2271 | 121.5925 | 122.2715 | -0.6791 |
Avg Daily Profit (%) | 0.364 | 0.2671 | 0.0969 | 0.306 | 0.3072 | -0.0026 |
Buy And Hold Return (%) | 28.919 | 28.919 | 28.919 | 28.919 | 28.919 | 28.919 |
Max Trade Drawdown | -28343 | -16382 | -22025 | -71080 | -28036 | -55535 |
Profit Factor | 1.4219 | 1.6475 | 1.2152 | 1.2859 | 1.6576 | 0.9972 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 72.3684 | 71.9298 | 72.807 | 72.3684 | 71.9298 | 72.807 |
Ratio Avg Win / Avg Loss | 0.5429 | 0.6429 | 0.4539 | 0.491 | 0.6469 | 0.3724 |
Largest Winning Trade | 12607 | 12607 | 10144 | 20586 | 20586 | 14413 |
Largest Losing Trade | -17911 | -16382 | -17911 | -29507 | -26165 | -29507 |
Avg Bars in Trades | 108 | 108 | 107 | 108 | 108 | 107 |
Avg Bars in Winners | 63 | 61 | 65 | 63 | 61 | 65 |
Avg Bars in Losers | 226 | 229 | 222 | 226 | 229 | 222 |
Bars Traded | 24711 | 12404 | 12307 | 24711 | 12404 | 12307 |
Profit Streak | 1.9402 | 9.3568 | 1.9402 | 1.9402 | 9.3568 | 1.9402 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 241554 | 268398 | -232064 | 223440 | 359405 | -581318 |
{ "trading_pair": "BCH_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737225900000, "first_datapoint_time": 1737363600000, "last_datapoint_time": 1759725000000, "evaluation_time": 1759726129945, "expiration_time": 1766205000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 154, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 94791.3676283062, 69564.2879669884, 25227.0796613178, 121592.4757435662, 122271.530188394, -679.0544448277 ], [ 94.791368, 69.564288, 25.22708, 121.592476, 122.27153, -0.679054 ], [ 0.363994, 0.267123, 0.096871, 0.306001, 0.307179, -0.002616 ], [ 28.919035, 28.919035, 28.919035, 28.919035, 28.919035, 28.919035 ], [ -28343, -16382, -22025, -71080, -28036, -55535 ], [ 1.421899, 1.647543, 1.215156, 1.28587, 1.657618, 0.997164 ], [ 228, 114, 114, 228, 114, 114 ], [ 165, 82, 83, 165, 82, 83 ], [ 63, 32, 31, 63, 32, 31 ], [ 72.368421, 71.929825, 72.807018, 72.368421, 71.929825, 72.807018 ], [ 0.542907, 0.642944, 0.453854, 0.490969, 0.646875, 0.372435 ], [ 12607, 12607, 10144, 20586, 20586, 14413 ], [ -17911, -16382, -17911, -29507, -26165, -29507 ], [ 108, 108, 107, 108, 108, 107 ], [ 63, 61, 65, 63, 61, 65 ], [ 226, 229, 222, 226, 229, 222 ], [ 24711, 12404, 12307, 24711, 12404, 12307 ], [ 1.940161, 9.356828, 1.940161, 1.940161, 9.356828, 1.940161 ], [ 3, 5, 1, 3, 5, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 241554, 268398, -232064, 223440, 359405, -581318 ] ] }
{ "trading_pair": "BCH_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737225900000, "first_datapoint_time": 1737363600000, "last_datapoint_time": 1759725000000, "evaluation_time": 1759726129945, "expiration_time": 1766205000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 154, "offset": 0, "scalar": 4 } } }
# | 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) |
---|