Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66118.96 | 18501.3332 | 47617.6268 | 51190.8023 | 19666.295 | 31524.5073 |
Total P&L (%) | 66.119 | 18.5013 | 47.6176 | 51.1908 | 19.6663 | 31.5245 |
Avg Daily Profit (%) | 0.2539 | 0.071 | 0.1828 | 0.1589 | 0.069 | 0.1053 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54116 | -25726 | -46412 | -96297 | -38264 | -83769 |
Profit Factor | 1.2178 | 1.1187 | 1.3224 | 1.1204 | 1.0948 | 1.1448 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 164 | 84 | 80 | 164 | 84 | 80 |
Losing Trades | 112 | 54 | 58 | 112 | 54 | 58 |
Profitability (%) | 59.4203 | 60.8696 | 57.971 | 59.4203 | 60.8696 | 57.971 |
Ratio Avg Win / Avg Loss | 0.8317 | 0.7192 | 0.9587 | 0.7652 | 0.7038 | 0.83 |
Largest Winning Trade | 18092 | 8832 | 18092 | 23163 | 12907 | 23163 |
Largest Losing Trade | -26804 | -18204 | -26804 | -46018 | -21760 | -46018 |
Avg Bars in Trades | 89 | 93 | 86 | 89 | 93 | 86 |
Avg Bars in Winners | 72 | 67 | 78 | 72 | 67 | 78 |
Avg Bars in Losers | 115 | 133 | 98 | 115 | 133 | 98 |
Bars Traded | 24835 | 12881 | 11953 | 24835 | 12881 | 11953 |
Profit Streak | 6.0469 | 6.5157 | 6.0469 | 6.0469 | 6.5157 | 6.0469 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314522 | -196114 | 200735 | -80718 | -224386 | -117243 |
{ "trading_pair": "ETC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737636300000, "first_datapoint_time": 1737760500000, "last_datapoint_time": 1760135400000, "evaluation_time": 1760135854751, "expiration_time": 1766615400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 139, "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": [ [ 66118.9600332821, 18501.3332307192, 47617.6268025629, 51190.8023198433, 19666.295016779, 31524.5073030641 ], [ 66.11896, 18.501333, 47.617627, 51.190802, 19.666295, 31.524507 ], [ 0.253894, 0.071044, 0.182849, 0.158859, 0.068965, 0.105279 ], [ 10, 10, 10, 10, 10, 10 ], [ -54116, -25726, -46412, -96297, -38264, -83769 ], [ 1.21782, 1.11872, 1.322377, 1.120419, 1.094832, 1.144789 ], [ 276, 138, 138, 276, 138, 138 ], [ 164, 84, 80, 164, 84, 80 ], [ 112, 54, 58, 112, 54, 58 ], [ 59.42029, 60.869565, 57.971014, 59.42029, 60.869565, 57.971014 ], [ 0.831682, 0.719177, 0.958724, 0.765164, 0.703821, 0.829972 ], [ 18092, 8832, 18092, 23163, 12907, 23163 ], [ -26804, -18204, -26804, -46018, -21760, -46018 ], [ 89, 93, 86, 89, 93, 86 ], [ 72, 67, 78, 72, 67, 78 ], [ 115, 133, 98, 115, 133, 98 ], [ 24835, 12881, 11953, 24835, 12881, 11953 ], [ 6.04693, 6.51568, 6.04693, 6.04693, 6.51568, 6.04693 ], [ 8, 4, 4, 8, 4, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 314522, -196114, 200735, -80718, -224386, -117243 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737636300000, "first_datapoint_time": 1737760500000, "last_datapoint_time": 1760135400000, "evaluation_time": 1760135854751, "expiration_time": 1766615400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 139, "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) |
---|