Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82503.2698 | 32022.0945 | 50481.1753 | 97571.3169 | 42167.6316 | 55403.6852 |
Total P&L (%) | 82.5033 | 32.0221 | 50.4812 | 97.5713 | 42.1676 | 55.4037 |
Avg Daily Profit (%) | 0.3168 | 0.123 | 0.1938 | 0.2618 | 0.1352 | 0.1694 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30129 | -14655 | -22139 | -47998 | -30547 | -50571 |
Profit Factor | 1.5484 | 1.5157 | 1.5714 | 1.3748 | 1.4013 | 1.3568 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 51.5464 | 48.9796 | 54.1667 | 51.5464 | 48.9796 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.4555 | 1.5788 | 1.3297 | 1.2923 | 1.4597 | 1.1481 |
Largest Winning Trade | 23880 | 19172 | 23880 | 26897 | 26897 | 23413 |
Largest Losing Trade | -10148 | -7556 | -10148 | -22266 | -15300 | -22266 |
Avg Bars in Trades | 252 | 282 | 221 | 252 | 282 | 221 |
Avg Bars in Winners | 278 | 327 | 232 | 278 | 327 | 232 |
Avg Bars in Losers | 224 | 239 | 208 | 224 | 239 | 208 |
Bars Traded | 24473 | 13834 | 10638 | 24473 | 13834 | 10638 |
Profit Streak | 4.2428 | 5.2012 | 0 | 4.2428 | 5.2012 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334476 | -30257 | 260752 | 279351 | -14856 | 217840 |
{ "trading_pair": "ATOM_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737160200000, "first_datapoint_time": 1737380700000, "last_datapoint_time": 1759659300000, "evaluation_time": 1759659580585, "expiration_time": 1766139300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 197, "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": [ [ 82503.269818607, 32022.0945361264, 50481.1752824805, 97571.3168797652, 42167.6316304801, 55403.685249285 ], [ 82.50327, 32.022095, 50.481175, 97.571317, 42.167632, 55.403685 ], [ 0.316809, 0.122963, 0.193845, 0.261816, 0.135195, 0.16943 ], [ 10, 10, 10, 10, 10, 10 ], [ -30129, -14655, -22139, -47998, -30547, -50571 ], [ 1.548418, 1.515686, 1.571425, 1.374762, 1.401268, 1.356823 ], [ 97, 49, 48, 97, 49, 48 ], [ 50, 24, 26, 50, 24, 26 ], [ 47, 25, 22, 47, 25, 22 ], [ 51.546392, 48.979592, 54.166667, 51.546392, 48.979592, 54.166667 ], [ 1.455513, 1.578839, 1.329667, 1.292276, 1.459655, 1.148081 ], [ 23880, 19172, 23880, 26897, 26897, 23413 ], [ -10148, -7556, -10148, -22266, -15300, -22266 ], [ 252, 282, 221, 252, 282, 221 ], [ 278, 327, 232, 278, 327, 232 ], [ 224, 239, 208, 224, 239, 208 ], [ 24473, 13834, 10638, 24473, 13834, 10638 ], [ 4.242831, 5.201164, 0, 4.242831, 5.201164, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 334476, -30257, 260752, 279351, -14856, 217840 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737160200000, "first_datapoint_time": 1737380700000, "last_datapoint_time": 1759659300000, "evaluation_time": 1759659580585, "expiration_time": 1766139300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 197, "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) |
---|