Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113394.9233 | 64846.823 | 48548.1003 | 136420.1157 | 77619.0551 | 58801.0606 |
Total P&L (%) | 113.3949 | 64.8468 | 48.5481 | 136.4201 | 77.6191 | 58.8011 |
Avg Daily Profit (%) | 0.4354 | 0.249 | 0.1864 | 0.331 | 0.2208 | 0.1777 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52123 | -27118 | -44689 | -145345 | -79150 | -110231 |
Profit Factor | 1.6037 | 1.7203 | 1.4964 | 1.3517 | 1.4122 | 1.2947 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 51.1364 | 50 | 52.2727 | 51.1364 | 50 | 52.2727 |
Ratio Avg Win / Avg Loss | 1.5324 | 1.7203 | 1.3663 | 1.2917 | 1.4122 | 1.1821 |
Largest Winning Trade | 43059 | 43059 | 20883 | 45891 | 45891 | 31840 |
Largest Losing Trade | -12048 | -12048 | -11897 | -30722 | -26729 | -30722 |
Avg Bars in Trades | 279 | 289 | 268 | 279 | 289 | 268 |
Avg Bars in Winners | 326 | 320 | 331 | 326 | 320 | 331 |
Avg Bars in Losers | 230 | 258 | 199 | 230 | 258 | 199 |
Bars Traded | 24572 | 12741 | 11831 | 24572 | 12741 | 11831 |
Profit Streak | 11.6289 | 11.6289 | 12.7435 | 11.6289 | 11.6289 | 12.7435 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 474285 | 368981 | 265182 | 347260 | 283005 | 243906 |
{ "trading_pair": "ADA_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736411400000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758879335367, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 205, "offset": 0, "a": 0.74131 } }, "second_band": { "type": "swma", "factors": { "length": 194, "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": [ [ 113394.923298108, 64846.8230063987, 48548.1002917093, 136420.1156969524, 77619.0551071737, 58801.0605897787 ], [ 113.394923, 64.846823, 48.5481, 136.420116, 77.619055, 58.801061 ], [ 0.435431, 0.249009, 0.186422, 0.330951, 0.220838, 0.177749 ], [ 10, 10, 10, 10, 10, 10 ], [ -52123, -27118, -44689, -145345, -79150, -110231 ], [ 1.603716, 1.720309, 1.496392, 1.351734, 1.412191, 1.29468 ], [ 88, 44, 44, 88, 44, 44 ], [ 45, 22, 23, 45, 22, 23 ], [ 43, 22, 21, 43, 22, 21 ], [ 51.136364, 50, 52.272727, 51.136364, 50, 52.272727 ], [ 1.532439, 1.720309, 1.366271, 1.291657, 1.412191, 1.182099 ], [ 43059, 43059, 20883, 45891, 45891, 31840 ], [ -12048, -12048, -11897, -30722, -26729, -30722 ], [ 279, 289, 268, 279, 289, 268 ], [ 326, 320, 331, 326, 320, 331 ], [ 230, 258, 199, 230, 258, 199 ], [ 24572, 12741, 11831, 24572, 12741, 11831 ], [ 11.628881, 11.628882, 12.743465, 11.628882, 11.628882, 12.743465 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 474285, 368981, 265182, 347260, 283005, 243906 ] ] }
{ "trading_pair": "ADA_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736411400000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758879335367, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 205, "offset": 0, "a": 0.74131 } }, "second_band": { "type": "swma", "factors": { "length": 194, "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) |
---|