Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122361.3831 | 24837.4939 | 97523.8892 | 190894.0235 | 46412.5756 | 144481.4479 |
Total P&L (%) | 122.3614 | 24.8375 | 97.5239 | 190.894 | 46.4126 | 144.4814 |
Avg Daily Profit (%) | 0.4699 | 0.0954 | 0.3745 | 0.4109 | 0.1465 | 0.3439 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27129 | -29905 | -17266 | -37175 | -36104 | -24921 |
Profit Factor | 1.8263 | 1.2418 | 3.149 | 1.8271 | 1.3069 | 2.8161 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 74.5455 | 70.9091 | 78.1818 | 74.5455 | 70.9091 | 78.1818 |
Ratio Avg Win / Avg Loss | 0.6236 | 0.5095 | 0.8788 | 0.6239 | 0.5362 | 0.7859 |
Largest Winning Trade | 10966 | 10966 | 8127 | 18496 | 15031 | 18496 |
Largest Losing Trade | -27129 | -27129 | -11952 | -36104 | -36104 | -24921 |
Avg Bars in Trades | 221 | 250 | 192 | 221 | 250 | 192 |
Avg Bars in Winners | 131 | 139 | 124 | 131 | 139 | 124 |
Avg Bars in Losers | 487 | 523 | 438 | 487 | 523 | 438 |
Bars Traded | 24401 | 13800 | 10601 | 24401 | 13800 | 10601 |
Profit Streak | 1.3084 | 1.3084 | 15.6626 | 1.3084 | 1.3084 | 15.6626 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397757 | -252655 | -163903 | 379666 | -182067 | -164808 |
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736746200000, "first_datapoint_time": 1736941500000, "last_datapoint_time": 1759245300000, "evaluation_time": 1759245846263, "expiration_time": 1765725300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 218, "offset": 0, "a": 0.06581 } } }
{ "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": [ [ 122361.3831019891, 24837.4938786487, 97523.8892233403, 190894.0234961855, 46412.5756345311, 144481.4478616543 ], [ 122.361383, 24.837494, 97.523889, 190.894023, 46.412576, 144.481448 ], [ 0.469862, 0.095375, 0.374487, 0.410867, 0.146509, 0.34387 ], [ 10, 10, 10, 10, 10, 10 ], [ -27129, -29905, -17266, -37175, -36104, -24921 ], [ 1.826253, 1.241817, 3.149048, 1.827133, 1.306896, 2.816061 ], [ 110, 55, 55, 110, 55, 55 ], [ 82, 39, 43, 82, 39, 43 ], [ 28, 16, 12, 28, 16, 12 ], [ 74.545455, 70.909091, 78.181818, 74.545455, 70.909091, 78.181818 ], [ 0.623599, 0.509463, 0.878804, 0.623899, 0.536162, 0.785878 ], [ 10966, 10966, 8127, 18496, 15031, 18496 ], [ -27129, -27129, -11952, -36104, -36104, -24921 ], [ 221, 250, 192, 221, 250, 192 ], [ 131, 139, 124, 131, 139, 124 ], [ 487, 523, 438, 487, 523, 438 ], [ 24401, 13800, 10601, 24401, 13800, 10601 ], [ 1.308406, 1.308406, 15.662572, 1.308406, 1.308406, 15.662572 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 397757, -252655, -163903, 379666, -182067, -164808 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736746200000, "first_datapoint_time": 1736941500000, "last_datapoint_time": 1759245300000, "evaluation_time": 1759245846263, "expiration_time": 1765725300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 218, "offset": 0, "a": 0.06581 } } }
# | 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) |
---|