Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89290.2433 | 12469.9422 | 76820.3011 | 113650.9762 | 15987.1395 | 97663.8368 |
Total P&L (%) | 89.2902 | 12.4699 | 76.8203 | 113.651 | 15.9871 | 97.6638 |
Avg Daily Profit (%) | 0.3429 | 0.0479 | 0.295 | 0.2919 | 0.057 | 0.262 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29425 | -26449 | -16481 | -41980 | -34389 | -22113 |
Profit Factor | 1.6621 | 1.1398 | 2.6817 | 1.5697 | 1.1247 | 2.3692 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 24 | 15 | 9 | 24 | 15 | 9 |
Profitability (%) | 73.913 | 67.3913 | 80.4348 | 73.913 | 67.3913 | 80.4348 |
Ratio Avg Win / Avg Loss | 0.5866 | 0.5515 | 0.6523 | 0.554 | 0.5442 | 0.5763 |
Largest Winning Trade | 8406 | 8130 | 8406 | 11586 | 10401 | 11586 |
Largest Losing Trade | -26167 | -26167 | -10996 | -30202 | -30202 | -14523 |
Avg Bars in Trades | 266 | 291 | 241 | 266 | 291 | 241 |
Avg Bars in Winners | 153 | 161 | 147 | 153 | 161 | 147 |
Avg Bars in Losers | 586 | 561 | 626 | 586 | 561 | 626 |
Bars Traded | 24513 | 13421 | 11092 | 24513 | 13421 | 11092 |
Profit Streak | 0 | 10.5583 | 0 | 0 | 10.5583 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411840 | -284704 | 481685 | 385198 | -209802 | 449824 |
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737594900000, "first_datapoint_time": 1737756000000, "last_datapoint_time": 1760094000000, "evaluation_time": 1760094541282, "expiration_time": 1766574000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 180, "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": [ [ 89290.2433105069, 12469.9422254955, 76820.3010850114, 113650.976228358, 15987.139471848, 97663.8367565099 ], [ 89.290243, 12.469942, 76.820301, 113.650976, 15.987139, 97.663837 ], [ 0.34287, 0.047884, 0.294986, 0.291944, 0.056966, 0.261996 ], [ 10, 10, 10, 10, 10, 10 ], [ -29425, -26449, -16481, -41980, -34389, -22113 ], [ 1.662067, 1.13982, 2.681691, 1.569725, 1.124749, 2.369199 ], [ 92, 46, 46, 92, 46, 46 ], [ 68, 31, 37, 68, 31, 37 ], [ 24, 15, 9, 24, 15, 9 ], [ 73.913043, 67.391304, 80.434783, 73.913043, 67.391304, 80.434783 ], [ 0.586612, 0.551526, 0.652303, 0.554021, 0.544233, 0.576292 ], [ 8406, 8130, 8406, 11586, 10401, 11586 ], [ -26167, -26167, -10996, -30202, -30202, -14523 ], [ 266, 291, 241, 266, 291, 241 ], [ 153, 161, 147, 153, 161, 147 ], [ 586, 561, 626, 586, 561, 626 ], [ 24513, 13421, 11092, 24513, 13421, 11092 ], [ 0, 10.558348, 0, 0, 10.558348, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 411840, -284704, 481685, 385198, -209802, 449824 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737594900000, "first_datapoint_time": 1737756000000, "last_datapoint_time": 1760094000000, "evaluation_time": 1760094541282, "expiration_time": 1766574000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 180, "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) |
---|