Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57366.8602 | 6027.6067 | 51339.2535 | 62470.2477 | 3656.2067 | 58814.041 |
Total P&L (%) | 57.3669 | 6.0276 | 51.3393 | 62.4702 | 3.6562 | 58.814 |
Avg Daily Profit (%) | 0.6608 | 0.0694 | 0.5914 | 0.5606 | 0.0414 | 0.5343 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39373 | -16605 | -25210 | -54947 | -23488 | -34735 |
Profit Factor | 1.5759 | 1.1279 | 1.9778 | 1.4818 | 1.0603 | 1.8525 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 38.9474 | 36.1702 | 41.6667 | 38.9474 | 36.1702 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.4703 | 1.9905 | 2.769 | 2.3228 | 1.8711 | 2.5935 |
Largest Winning Trade | 31350 | 13696 | 31350 | 38778 | 15902 | 38778 |
Largest Losing Trade | -6429 | -6429 | -4956 | -8985 | -8985 | -7287 |
Avg Bars in Trades | 257 | 265 | 249 | 257 | 265 | 249 |
Avg Bars in Winners | 433 | 454 | 415 | 433 | 454 | 415 |
Avg Bars in Losers | 144 | 158 | 130 | 144 | 158 | 130 |
Bars Traded | 24442 | 12489 | 11953 | 24442 | 12489 | 11953 |
Profit Streak | 2.5362 | 0 | 6.8383 | 2.5362 | 0 | 6.8383 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 216892 | -351924 | 368310 | 177612 | -463786 | 349964 |
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{ "first_band": { "type": "t3", "factors": { "length": 248, "offset": 0, "a": 0.66414 } }, "second_band": { "type": "jma", "factors": { "length": 142, "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": [ [ 57366.8602318855, 6027.6067206909, 51339.2535111947, 62470.247686139, 3656.206683556, 58814.0410025829 ], [ 57.36686, 6.027607, 51.339254, 62.470248, 3.656207, 58.814041 ], [ 0.660832, 0.069434, 0.591398, 0.560631, 0.041374, 0.534268 ], [ 10, 10, 10, 10, 10, 10 ], [ -39373, -16605, -25210, -54947, -23488, -34735 ], [ 1.575897, 1.127946, 1.977842, 1.481813, 1.060266, 1.852516 ], [ 95, 47, 48, 95, 47, 48 ], [ 37, 17, 20, 37, 17, 20 ], [ 58, 30, 28, 58, 30, 28 ], [ 38.947368, 36.170213, 41.666667, 38.947368, 36.170213, 41.666667 ], [ 2.470326, 1.990494, 2.768979, 2.322842, 1.871058, 2.593522 ], [ 31350, 13696, 31350, 38778, 15902, 38778 ], [ -6429, -6429, -4956, -8985, -8985, -7287 ], [ 257, 265, 249, 257, 265, 249 ], [ 433, 454, 415, 433, 454, 415 ], [ 144, 158, 130, 144, 158, 130 ], [ 24442, 12489, 11953, 24442, 12489, 11953 ], [ 2.536198, 0, 6.838281, 2.536198, 0, 6.838281 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 216892, -351924, 368310, 177612, -463786, 349964 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752835500000, "first_datapoint_time": 1752909600000, "last_datapoint_time": 1760335200000, "evaluation_time": 1760335327515, "expiration_time": 1766815200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 248, "offset": 0, "a": 0.66414 } }, "second_band": { "type": "jma", "factors": { "length": 142, "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) |
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