Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100987.0775 | 18933.1617 | 82053.9158 | 138699.5789 | 28411.4481 | 110288.1308 |
Total P&L (%) | 100.9871 | 18.9332 | 82.0539 | 138.6996 | 28.4114 | 110.2881 |
Avg Daily Profit (%) | 0.3878 | 0.0727 | 0.3151 | 0.3346 | 0.0961 | 0.2858 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25346 | -25346 | -14060 | -39197 | -27482 | -21720 |
Profit Factor | 1.7208 | 1.2059 | 2.7046 | 1.6362 | 1.2114 | 2.3187 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 75.5102 | 73.4694 | 77.551 | 75.5102 | 73.4694 | 77.551 |
Ratio Avg Win / Avg Loss | 0.5581 | 0.4355 | 0.7829 | 0.5307 | 0.4375 | 0.6712 |
Largest Winning Trade | 9217 | 8839 | 9217 | 17418 | 12541 | 17418 |
Largest Losing Trade | -25346 | -25346 | -11669 | -27461 | -27461 | -21720 |
Avg Bars in Trades | 251 | 266 | 236 | 251 | 266 | 236 |
Avg Bars in Winners | 157 | 163 | 151 | 157 | 163 | 151 |
Avg Bars in Losers | 542 | 550 | 532 | 542 | 550 | 532 |
Bars Traded | 24640 | 13043 | 11597 | 24640 | 13043 | 11597 |
Profit Streak | 4.2137 | 12.8075 | 4.2137 | 4.2137 | 12.8075 | 4.2137 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453651 | -102803 | 476572 | 431422 | -67262 | 440762 |
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737730800000, "first_datapoint_time": 1737945000000, "last_datapoint_time": 1760229900000, "evaluation_time": 1760230365231, "expiration_time": 1766709900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 187, "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": [ [ 100987.0775240697, 18933.1616880237, 82053.915836046, 138699.5789069546, 28411.4480851227, 110288.1308218318 ], [ 100.987078, 18.933162, 82.053916, 138.699579, 28.411448, 110.288131 ], [ 0.387785, 0.072702, 0.315083, 0.334648, 0.096072, 0.285835 ], [ 10, 10, 10, 10, 10, 10 ], [ -25346, -25346, -14060, -39197, -27482, -21720 ], [ 1.720806, 1.205871, 2.704594, 1.63618, 1.211419, 2.318684 ], [ 98, 49, 49, 98, 49, 49 ], [ 74, 36, 38, 74, 36, 38 ], [ 24, 13, 11, 24, 13, 11 ], [ 75.510204, 73.469388, 77.55102, 75.510204, 73.469388, 77.55102 ], [ 0.558099, 0.435454, 0.782909, 0.530653, 0.437457, 0.671198 ], [ 9217, 8839, 9217, 17418, 12541, 17418 ], [ -25346, -25346, -11669, -27461, -27461, -21720 ], [ 251, 266, 236, 251, 266, 236 ], [ 157, 163, 151, 157, 163, 151 ], [ 542, 550, 532, 542, 550, 532 ], [ 24640, 13043, 11597, 24640, 13043, 11597 ], [ 4.213718, 12.807468, 4.213718, 4.213718, 12.807468, 4.213718 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 453651, -102803, 476572, 431422, -67262, 440762 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737730800000, "first_datapoint_time": 1737945000000, "last_datapoint_time": 1760229900000, "evaluation_time": 1760230365231, "expiration_time": 1766709900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 187, "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) |
---|