Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80096.1757 | 25215.2567 | 54880.919 | 96483.8713 | 31435.4738 | 65048.3974 |
Total P&L (%) | 80.0962 | 25.2153 | 54.8809 | 96.4839 | 31.4355 | 65.0484 |
Avg Daily Profit (%) | 0.3076 | 0.0968 | 0.2107 | 0.2597 | 0.105 | 0.1926 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22302 | -15446 | -18870 | -35119 | -20708 | -29308 |
Profit Factor | 1.7773 | 1.5402 | 1.9737 | 1.6101 | 1.4361 | 1.7558 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 20 | 12 | 8 | 20 | 12 | 8 |
Profitability (%) | 68.254 | 61.2903 | 75 | 68.254 | 61.2903 | 75 |
Ratio Avg Win / Avg Loss | 0.8266 | 0.9727 | 0.6579 | 0.7489 | 0.907 | 0.5853 |
Largest Winning Trade | 15320 | 10906 | 15320 | 19098 | 11975 | 19098 |
Largest Losing Trade | -18870 | -15446 | -18870 | -26251 | -20708 | -26251 |
Avg Bars in Trades | 388 | 455 | 323 | 388 | 455 | 323 |
Avg Bars in Winners | 293 | 374 | 229 | 293 | 374 | 229 |
Avg Bars in Losers | 593 | 585 | 605 | 593 | 585 | 605 |
Bars Traded | 24492 | 14135 | 10357 | 24492 | 14135 | 10357 |
Profit Streak | 3.9767 | 10.185 | 3.9767 | 3.9767 | 10.185 | 3.9767 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140677 | -66228 | 332922 | -141408 | -55385 | 336606 |
{ "trading_pair": "ATOM_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737549900000, "first_datapoint_time": 1737745200000, "last_datapoint_time": 1760049000000, "evaluation_time": 1760049683634, "expiration_time": 1766529000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 107, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 80096.1756972948, 25215.2567278775, 54880.9189694174, 96483.8712656272, 31435.4738317186, 65048.3974339086 ], [ 80.096176, 25.215257, 54.880919, 96.483871, 31.435474, 65.048397 ], [ 0.307565, 0.096825, 0.21074, 0.259691, 0.105019, 0.192593 ], [ 10, 10, 10, 10, 10, 10 ], [ -22302, -15446, -18870, -35119, -20708, -29308 ], [ 1.777277, 1.54015, 1.973666, 1.610108, 1.436132, 1.755809 ], [ 63, 31, 32, 63, 31, 32 ], [ 43, 19, 24, 43, 19, 24 ], [ 20, 12, 8, 20, 12, 8 ], [ 68.253968, 61.290323, 75, 68.253968, 61.290323, 75 ], [ 0.82664, 0.972726, 0.657889, 0.748887, 0.907031, 0.58527 ], [ 15320, 10906, 15320, 19098, 11975, 19098 ], [ -18870, -15446, -18870, -26251, -20708, -26251 ], [ 388, 455, 323, 388, 455, 323 ], [ 293, 374, 229, 293, 374, 229 ], [ 593, 585, 605, 593, 585, 605 ], [ 24492, 14135, 10357, 24492, 14135, 10357 ], [ 3.976662, 10.184996, 3.976662, 3.976662, 10.184996, 3.976662 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -140677, -66228, 332922, -141408, -55385, 336606 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737549900000, "first_datapoint_time": 1737745200000, "last_datapoint_time": 1760049000000, "evaluation_time": 1760049683634, "expiration_time": 1766529000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 107, "offset": 0, "scalar": 5 } } }
# | 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) |
---|