Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117121.391 | 24846.2635 | 92275.1275 | 177971.2353 | 37785.0575 | 140186.1778 |
Total P&L (%) | 117.1214 | 24.8463 | 92.2751 | 177.9712 | 37.7851 | 140.1862 |
Avg Daily Profit (%) | 0.4497 | 0.0954 | 0.3543 | 0.3933 | 0.1232 | 0.337 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25411 | -25411 | -16742 | -34232 | -34232 | -30884 |
Profit Factor | 2.0133 | 1.3706 | 2.9009 | 1.7875 | 1.298 | 2.4133 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 17 | 10 | 7 | 17 | 10 | 7 |
Profitability (%) | 77.9221 | 74.359 | 81.5789 | 77.9221 | 74.359 | 81.5789 |
Ratio Avg Win / Avg Loss | 0.5704 | 0.4726 | 0.655 | 0.5065 | 0.4476 | 0.5449 |
Largest Winning Trade | 15572 | 15572 | 11946 | 22473 | 22473 | 19925 |
Largest Losing Trade | -25411 | -25411 | -10683 | -34232 | -34232 | -21385 |
Avg Bars in Trades | 311 | 240 | 384 | 311 | 240 | 384 |
Avg Bars in Winners | 205 | 148 | 259 | 205 | 148 | 259 |
Avg Bars in Losers | 684 | 508 | 935 | 684 | 508 | 935 |
Bars Traded | 23979 | 9384 | 14595 | 23979 | 9384 | 14595 |
Profit Streak | 5.6989 | 5.6989 | 19.2094 | 5.6989 | 5.6989 | 19.2094 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31798 | -67919 | 555348 | -32716 | -30127 | 516149 |
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{ "first_band": { "type": "dcu", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 245, "offset": 148 } } }
{ "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": [ [ 117121.3909984933, 24846.263547184, 92275.1274513093, 177971.2353457179, 37785.0575047069, 140186.1778410108 ], [ 117.121391, 24.846264, 92.275127, 177.971235, 37.785058, 140.186178 ], [ 0.44974, 0.095408, 0.354332, 0.393348, 0.123156, 0.33704 ], [ 10, 10, 10, 10, 10, 10 ], [ -25411, -25411, -16742, -34232, -34232, -30884 ], [ 2.013252, 1.37058, 2.900911, 1.78749, 1.29798, 2.413251 ], [ 77, 39, 38, 77, 39, 38 ], [ 60, 29, 31, 60, 29, 31 ], [ 17, 10, 7, 17, 10, 7 ], [ 77.922078, 74.358974, 81.578947, 77.922078, 74.358974, 81.578947 ], [ 0.570421, 0.472614, 0.655044, 0.506456, 0.447579, 0.544928 ], [ 15572, 15572, 11946, 22473, 22473, 19925 ], [ -25411, -25411, -10683, -34232, -34232, -21385 ], [ 311, 240, 384, 311, 240, 384 ], [ 205, 148, 259, 205, 148, 259 ], [ 684, 508, 935, 684, 508, 935 ], [ 23979, 9384, 14595, 23979, 9384, 14595 ], [ 5.698937, 5.698937, 19.209353, 5.698937, 5.698937, 19.209353 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -31798, -67919, 555348, -32716, -30127, 516149 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737146700000, "first_datapoint_time": 1737499500000, "last_datapoint_time": 1759645800000, "evaluation_time": 1759646788144, "expiration_time": 1766125800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 245, "offset": 148 } } }
# | 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) |
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