Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106968.1364 | 86486.3904 | 20481.7459 | 110078.8137 | 115677.2802 | -5598.4665 |
Total P&L (%) | 106.9681 | 86.4864 | 20.4817 | 110.0788 | 115.6773 | -5.5985 |
Avg Daily Profit (%) | 0.2054 | 0.1661 | 0.0393 | 0.1426 | 0.1477 | -0.0111 |
Buy And Hold Return (%) | 33.7117 | 33.7117 | 33.7117 | 33.7117 | 33.7117 | 33.7117 |
Max Trade Drawdown | -45377 | -36463 | -47489 | -106865 | -79017 | -105204 |
Profit Factor | 1.5576 | 2.1845 | 1.1724 | 1.3133 | 1.8926 | 0.9748 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Losing Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Profitability (%) | 67.5676 | 72.973 | 62.1622 | 67.5676 | 72.973 | 62.1622 |
Ratio Avg Win / Avg Loss | 0.7477 | 0.8091 | 0.7136 | 0.6304 | 0.701 | 0.5933 |
Largest Winning Trade | 25769 | 25769 | 20953 | 43552 | 43552 | 36156 |
Largest Losing Trade | -33305 | -21200 | -33305 | -76669 | -49610 | -76669 |
Avg Bars in Trades | 332 | 341 | 323 | 332 | 341 | 323 |
Avg Bars in Winners | 231 | 257 | 201 | 231 | 257 | 201 |
Avg Bars in Losers | 542 | 566 | 525 | 542 | 566 | 525 |
Bars Traded | 24612 | 12625 | 11987 | 24612 | 12625 | 11987 |
Profit Streak | 8.1662 | 88.312 | 8.1662 | 8.1662 | 88.312 | 8.1662 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60961 | 326716 | -337025 | -72676 | 218044 | -579091 |
{ "trading_pair": "ETH_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714093200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758895155599, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 82, "offset": 0, "a": 0.37897 } }, "second_band": { "type": "rma", "factors": { "length": 204, "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": [ [ 106968.1363533876, 86486.3904267904, 20481.7459265971, 110078.813701869, 115677.2802460601, -5598.4665441912 ], [ 106.968136, 86.48639, 20.481746, 110.078814, 115.67728, -5.598467 ], [ 0.20538, 0.166055, 0.039325, 0.142627, 0.147684, -0.011061 ], [ 33.711714, 33.711714, 33.711714, 33.711714, 33.711714, 33.711714 ], [ -45377, -36463, -47489, -106865, -79017, -105204 ], [ 1.55763, 2.184451, 1.172393, 1.313281, 1.892645, 0.974757 ], [ 74, 37, 37, 74, 37, 37 ], [ 50, 27, 23, 50, 27, 23 ], [ 24, 10, 14, 24, 10, 14 ], [ 67.567568, 72.972973, 62.162162, 67.567568, 72.972973, 62.162162 ], [ 0.747662, 0.809056, 0.713631, 0.630375, 0.70098, 0.59333 ], [ 25769, 25769, 20953, 43552, 43552, 36156 ], [ -33305, -21200, -33305, -76669, -49610, -76669 ], [ 332, 341, 323, 332, 341, 323 ], [ 231, 257, 201, 231, 257, 201 ], [ 542, 566, 525, 542, 566, 525 ], [ 24612, 12625, 11987, 24612, 12625, 11987 ], [ 8.166153, 88.311986, 8.166153, 8.166153, 88.311986, 8.166153 ], [ 2, 5, 1, 2, 5, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -60961, 326716, -337025, -72676, 218044, -579091 ] ] }
{ "trading_pair": "ETH_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714093200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758895155599, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 82, "offset": 0, "a": 0.37897 } }, "second_band": { "type": "rma", "factors": { "length": 204, "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) |
---|