Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84463.6779 | 29504.9142 | 54958.7637 | 67224.0222 | 34667.1608 | 32556.8614 |
Total P&L (%) | 84.4637 | 29.5049 | 54.9588 | 67.224 | 34.6672 | 32.5569 |
Avg Daily Profit (%) | 0.3243 | 0.1133 | 0.211 | 0.1976 | 0.1144 | 0.1083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38360 | -23471 | -42650 | -103052 | -43255 | -106375 |
Profit Factor | 1.4263 | 1.3083 | 1.5367 | 1.1886 | 1.2245 | 1.1612 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 68.8312 | 64.1026 | 73.6842 | 68.8312 | 64.1026 | 73.6842 |
Ratio Avg Win / Avg Loss | 0.6459 | 0.7326 | 0.5488 | 0.5383 | 0.6857 | 0.4147 |
Largest Winning Trade | 21680 | 14647 | 21680 | 25124 | 20654 | 25124 |
Largest Losing Trade | -38360 | -16433 | -38360 | -98198 | -27261 | -98198 |
Avg Bars in Trades | 314 | 331 | 297 | 314 | 331 | 297 |
Avg Bars in Winners | 183 | 167 | 196 | 183 | 167 | 196 |
Avg Bars in Losers | 605 | 625 | 578 | 605 | 625 | 578 |
Bars Traded | 24242 | 12944 | 11298 | 24242 | 12944 | 11298 |
Profit Streak | 6.8679 | 6.8679 | 21.7845 | 6.8679 | 6.8679 | 21.7845 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35924 | -45292 | 335223 | -51076 | -43933 | -93419 |
{ "trading_pair": "ENS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737287100000, "first_datapoint_time": 1737455400000, "last_datapoint_time": 1759786200000, "evaluation_time": 1759787383609, "expiration_time": 1766266200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 188, "offset": 0, "a": 0.07513 } } }
{ "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": [ [ 84463.6779114357, 29504.9142473721, 54958.7636640636, 67224.0222457012, 34667.1608459489, 32556.8613997524 ], [ 84.463678, 29.504914, 54.958764, 67.224022, 34.667161, 32.556861 ], [ 0.324336, 0.113297, 0.211039, 0.197632, 0.114356, 0.108284 ], [ 10, 10, 10, 10, 10, 10 ], [ -38360, -23471, -42650, -103052, -43255, -106375 ], [ 1.426343, 1.308257, 1.536723, 1.188635, 1.224471, 1.161228 ], [ 77, 39, 38, 77, 39, 38 ], [ 53, 25, 28, 53, 25, 28 ], [ 24, 14, 10, 24, 14, 10 ], [ 68.831169, 64.102564, 73.684211, 68.831169, 64.102564, 73.684211 ], [ 0.645891, 0.732624, 0.54883, 0.53825, 0.685704, 0.414724 ], [ 21680, 14647, 21680, 25124, 20654, 25124 ], [ -38360, -16433, -38360, -98198, -27261, -98198 ], [ 314, 331, 297, 314, 331, 297 ], [ 183, 167, 196, 183, 167, 196 ], [ 605, 625, 578, 605, 625, 578 ], [ 24242, 12944, 11298, 24242, 12944, 11298 ], [ 6.867866, 6.867866, 21.784532, 6.867866, 6.867866, 21.784532 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -35924, -45292, 335223, -51076, -43933, -93419 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737287100000, "first_datapoint_time": 1737455400000, "last_datapoint_time": 1759786200000, "evaluation_time": 1759787383609, "expiration_time": 1766266200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 188, "offset": 0, "a": 0.07513 } } }
# | 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) |
---|