Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92475.1604 | 13750.9747 | 78724.1857 | 121663.509 | 31179.9242 | 90483.5848 |
Total P&L (%) | 92.4752 | 13.751 | 78.7242 | 121.6635 | 31.1799 | 90.4836 |
Avg Daily Profit (%) | 0.3551 | 0.0528 | 0.3023 | 0.3061 | 0.1043 | 0.2478 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26427 | -26427 | -10568 | -24483 | -26184 | -17590 |
Profit Factor | 1.7437 | 1.1616 | 3.006 | 1.8064 | 1.3363 | 2.5562 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 73.3333 | 71.1111 | 75.5556 | 73.3333 | 71.1111 | 75.5556 |
Ratio Avg Win / Avg Loss | 0.6341 | 0.4719 | 0.9725 | 0.6569 | 0.5429 | 0.827 |
Largest Winning Trade | 8536 | 8536 | 7857 | 12277 | 10548 | 12277 |
Largest Losing Trade | -26427 | -26427 | -10568 | -24483 | -24483 | -17590 |
Avg Bars in Trades | 260 | 297 | 223 | 260 | 297 | 223 |
Avg Bars in Winners | 161 | 177 | 145 | 161 | 177 | 145 |
Avg Bars in Losers | 532 | 592 | 461 | 532 | 592 | 461 |
Bars Traded | 23432 | 13396 | 10036 | 23432 | 13396 | 10036 |
Profit Streak | 14.2681 | 31.3306 | 14.2681 | 14.2681 | 31.3306 | 14.2681 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457082 | -213026 | 505305 | 446368 | -55238 | 457265 |
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{ "first_band": { "type": "t3", "factors": { "length": 45, "offset": 0, "a": 0.41177 } }, "second_band": { "type": "rma", "factors": { "length": 233, "offset": 51 } } }
{ "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": [ [ 92475.1604496813, 13750.9747100581, 78724.1857396232, 121663.509039109, 31179.9242170496, 90483.5848220594 ], [ 92.47516, 13.750975, 78.724186, 121.663509, 31.179924, 90.483585 ], [ 0.3551, 0.052803, 0.302297, 0.306124, 0.10427, 0.247751 ], [ 10, 10, 10, 10, 10, 10 ], [ -26427, -26427, -10568, -24483, -26184, -17590 ], [ 1.743701, 1.161584, 3.006039, 1.806391, 1.33625, 2.556151 ], [ 90, 45, 45, 90, 45, 45 ], [ 66, 32, 34, 66, 32, 34 ], [ 24, 13, 11, 24, 13, 11 ], [ 73.333333, 71.111111, 75.555556, 73.333333, 71.111111, 75.555556 ], [ 0.634073, 0.471894, 0.972542, 0.656869, 0.542852, 0.82699 ], [ 8536, 8536, 7857, 12277, 10548, 12277 ], [ -26427, -26427, -10568, -24483, -24483, -17590 ], [ 260, 297, 223, 260, 297, 223 ], [ 161, 177, 145, 161, 177, 145 ], [ 532, 592, 461, 532, 592, 461 ], [ 23432, 13396, 10036, 23432, 13396, 10036 ], [ 14.268107, 31.330607, 14.268107, 14.268107, 31.330607, 14.268107 ], [ 2, 4, 1, 2, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 457082, -213026, 505305, 446368, -55238, 457265 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736633700000, "first_datapoint_time": 1736888400000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759133464460, "expiration_time": 1765612800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 45, "offset": 0, "a": 0.41177 } }, "second_band": { "type": "rma", "factors": { "length": 233, "offset": 51 } } }
# | 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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