Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 40461.6666 | -12837.3584 | 53299.025 | 32630.1854 | -25859.6176 | 58489.8029 |
Total P&L (%) | 40.4617 | -12.8374 | 53.299 | 32.6302 | -25.8596 | 58.4898 |
Avg Daily Profit (%) | 0.1554 | -0.0493 | 0.2047 | 0.1085 | -0.1148 | 0.177 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48321 | -26278 | -31081 | -84819 | -44678 | -53990 |
Profit Factor | 1.3071 | 0.7548 | 1.6714 | 1.1574 | 0.6858 | 1.4677 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 50 | 48.7805 | 51.2195 | 50 | 48.7805 | 51.2195 |
Ratio Avg Win / Avg Loss | 1.3071 | 0.7925 | 1.5919 | 1.1574 | 0.72 | 1.3978 |
Largest Winning Trade | 21342 | 11714 | 21342 | 27082 | 15968 | 27082 |
Largest Losing Trade | -18201 | -7850 | -18201 | -30350 | -15917 | -30350 |
Avg Bars in Trades | 300 | 27 | 573 | 300 | 27 | 573 |
Avg Bars in Winners | 331 | 30 | 618 | 331 | 30 | 618 |
Avg Bars in Losers | 269 | 25 | 526 | 269 | 25 | 526 |
Bars Traded | 24646 | 1136 | 23510 | 24646 | 1136 | 23510 |
Profit Streak | 12.265 | 33.2234 | 12.265 | 12.265 | 33.2234 | 12.265 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3475 | -580885 | 328727 | -107102 | -580885 | 258604 |
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736432100000, "last_datapoint_time": 1758726900000, "evaluation_time": 1759024299332, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 48, "offset": 0, "std": 2.60868 } }, "second_band": { "type": "kcl", "factors": { "length": 228, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 40461.6665761977, -12837.3583809216, 53299.0249571193, 32630.1853777716, -25859.6175673504, 58489.8029451221 ], [ 40.461667, -12.837358, 53.299025, 32.630185, -25.859618, 58.489803 ], [ 0.155371, -0.049295, 0.204666, 0.108497, -0.114829, 0.176994 ], [ 10, 10, 10, 10, 10, 10 ], [ -48321, -26278, -31081, -84819, -44678, -53990 ], [ 1.307148, 0.754799, 1.671448, 1.15737, 0.685757, 1.467712 ], [ 82, 41, 41, 82, 41, 41 ], [ 41, 20, 21, 41, 20, 21 ], [ 41, 21, 20, 41, 21, 20 ], [ 50, 48.780488, 51.219512, 50, 48.780488, 51.219512 ], [ 1.307148, 0.792539, 1.591856, 1.15737, 0.720045, 1.397821 ], [ 21342, 11714, 21342, 27082, 15968, 27082 ], [ -18201, -7850, -18201, -30350, -15917, -30350 ], [ 300, 27, 573, 300, 27, 573 ], [ 331, 30, 618, 331, 30, 618 ], [ 269, 25, 526, 269, 25, 526 ], [ 24646, 1136, 23510, 24646, 1136, 23510 ], [ 12.265038, 33.223372, 12.265038, 12.265039, 33.223372, 12.265039 ], [ 3, 3, 1, 3, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -3475, -580885, 328727, -107102, -580885, 258604 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736432100000, "last_datapoint_time": 1758726900000, "evaluation_time": 1759024299332, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 48, "offset": 0, "std": 2.60868 } }, "second_band": { "type": "kcl", "factors": { "length": 228, "offset": 0, "scalar": 2 } } }
# | 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) |
---|