Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 41833.2401 | -8255.1243 | 50088.3644 | 31442.8657 | -15982.9692 | 47425.8349 |
Total P&L (%) | 41.8332 | -8.2551 | 50.0884 | 31.4429 | -15.983 | 47.4258 |
Avg Daily Profit (%) | 0.1606 | -0.0317 | 0.1923 | 0.105 | -0.0669 | 0.1492 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27259 | -19811 | -8683 | -29590 | -21094 | -11690 |
Profit Factor | 1.3268 | 0.9187 | 2.894 | 1.2294 | 0.8502 | 2.5625 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 18 | 11 | 7 | 18 | 11 | 7 |
Profitability (%) | 73.1343 | 66.6667 | 79.4118 | 73.1343 | 66.6667 | 79.4118 |
Ratio Avg Win / Avg Loss | 0.4874 | 0.4594 | 0.7503 | 0.4516 | 0.4251 | 0.6644 |
Largest Winning Trade | 10016 | 10016 | 7134 | 11551 | 11551 | 8122 |
Largest Losing Trade | -26814 | -26814 | -8257 | -26951 | -26951 | -11199 |
Avg Bars in Trades | 352 | 619 | 93 | 352 | 619 | 93 |
Avg Bars in Winners | 190 | 315 | 88 | 190 | 315 | 88 |
Avg Bars in Losers | 792 | 1226 | 109 | 792 | 1226 | 109 |
Bars Traded | 23596 | 20432 | 3164 | 23596 | 20432 | 3164 |
Profit Streak | 10.4405 | 0 | 29.7634 | 10.4405 | 0 | 29.7634 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114936 | -580037 | 462300 | -176493 | -580037 | 377519 |
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737826200000, "first_datapoint_time": 1738022400000, "last_datapoint_time": 1760325300000, "evaluation_time": 1760326458724, "expiration_time": 1766805300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 133, "offset": 0, "std": 1.50992 } }, "second_band": { "type": "rma", "factors": { "length": 219, "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": [ [ 41833.2400738697, -8255.124344112, 50088.3644179816, 31442.8657393871, -15982.9691913043, 47425.8349306914 ], [ 41.83324, -8.255124, 50.088364, 31.442866, -15.982969, 47.425835 ], [ 0.160638, -0.031699, 0.192337, 0.10504, -0.066851, 0.149161 ], [ 10, 10, 10, 10, 10, 10 ], [ -27259, -19811, -8683, -29590, -21094, -11690 ], [ 1.326838, 0.918707, 2.894031, 1.229372, 0.850249, 2.562493 ], [ 67, 33, 34, 67, 33, 34 ], [ 49, 22, 27, 49, 22, 27 ], [ 18, 11, 7, 18, 11, 7 ], [ 73.134328, 66.666667, 79.411765, 73.134328, 66.666667, 79.411765 ], [ 0.48741, 0.459354, 0.750304, 0.451606, 0.425124, 0.66435 ], [ 10016, 10016, 7134, 11551, 11551, 8122 ], [ -26814, -26814, -8257, -26951, -26951, -11199 ], [ 352, 619, 93, 352, 619, 93 ], [ 190, 315, 88, 190, 315, 88 ], [ 792, 1226, 109, 792, 1226, 109 ], [ 23596, 20432, 3164, 23596, 20432, 3164 ], [ 10.440494, 0, 29.763411, 10.440494, 0, 29.763411 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -114936, -580037, 462300, -176493, -580037, 377519 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737826200000, "first_datapoint_time": 1738022400000, "last_datapoint_time": 1760325300000, "evaluation_time": 1760326458724, "expiration_time": 1766805300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 133, "offset": 0, "std": 1.50992 } }, "second_band": { "type": "rma", "factors": { "length": 219, "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) |
---|