Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 49904.439 | -2331.2224 | 52235.6614 | 45884.5863 | -9785.5619 | 55670.1483 |
Total P&L (%) | 49.9044 | -2.3312 | 52.2357 | 45.8846 | -9.7856 | 55.6701 |
Avg Daily Profit (%) | 0.1916 | -0.009 | 0.2006 | 0.1451 | -0.0395 | 0.1701 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25701 | -26548 | -21918 | -45025 | -33811 | -34822 |
Profit Factor | 1.4162 | 0.9605 | 1.8581 | 1.2595 | 0.8811 | 1.5888 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 63.4146 | 63.4146 | 63.4146 | 63.4146 | 63.4146 | 63.4146 |
Ratio Avg Win / Avg Loss | 0.817 | 0.5541 | 1.072 | 0.7266 | 0.5083 | 0.9166 |
Largest Winning Trade | 12059 | 7416 | 12059 | 18401 | 7648 | 18401 |
Largest Losing Trade | -21035 | -21035 | -20966 | -34134 | -26698 | -34134 |
Avg Bars in Trades | 293 | 102 | 484 | 293 | 102 | 484 |
Avg Bars in Winners | 184 | 73 | 295 | 184 | 73 | 295 |
Avg Bars in Losers | 484 | 154 | 813 | 484 | 154 | 813 |
Bars Traded | 24096 | 4222 | 19874 | 24096 | 4222 | 19874 |
Profit Streak | 9.9256 | 53.1027 | 9.9256 | 9.9256 | 53.1027 | 9.9256 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -1717 | -578926 | 356403 | -9896 | -578926 | 274863 |
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736638200000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758803273791, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 29, "offset": 0, "std": 1.10881 } }, "second_band": { "type": "dcl", "factors": { "length": 228, "offset": 229 } } }
{ "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": [ [ 49904.4390281582, -2331.2223995287, 52235.6614276868, 45884.5863228143, -9785.5619285028, 55670.148251317 ], [ 49.904439, -2.331222, 52.235661, 45.884586, -9.785562, 55.670148 ], [ 0.191631, -0.008952, 0.200582, 0.145119, -0.039536, 0.170089 ], [ 10, 10, 10, 10, 10, 10 ], [ -25701, -26548, -21918, -45025, -33811, -34822 ], [ 1.416187, 0.960511, 1.858099, 1.259459, 0.881092, 1.588781 ], [ 82, 41, 41, 82, 41, 41 ], [ 52, 26, 26, 52, 26, 26 ], [ 30, 15, 15, 30, 15, 15 ], [ 63.414634, 63.414634, 63.414634, 63.414634, 63.414634, 63.414634 ], [ 0.817031, 0.554141, 1.07198, 0.726611, 0.508322, 0.916604 ], [ 12059, 7416, 12059, 18401, 7648, 18401 ], [ -21035, -21035, -20966, -34134, -26698, -34134 ], [ 293, 102, 484, 293, 102, 484 ], [ 184, 73, 295, 184, 73, 295 ], [ 484, 154, 813, 484, 154, 813 ], [ 24096, 4222, 19874, 24096, 4222, 19874 ], [ 9.925622, 53.102706, 9.925622, 9.925623, 53.102706, 9.925623 ], [ 2, 4, 1, 2, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -1717, -578926, 356403, -9896, -578926, 274863 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736638200000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758803273791, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 29, "offset": 0, "std": 1.10881 } }, "second_band": { "type": "dcl", "factors": { "length": 228, "offset": 229 } } }
# | 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) |
---|