Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82100.1628 | 45221.304 | 36878.8587 | 75928.9043 | 45341.1021 | 30587.8022 |
Total P&L (%) | 82.1002 | 45.2213 | 36.8789 | 75.9289 | 45.3411 | 30.5878 |
Avg Daily Profit (%) | 0.3153 | 0.1736 | 0.1416 | 0.2172 | 0.1437 | 0.1025 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58777 | -25614 | -56876 | -96292 | -46807 | -88080 |
Profit Factor | 1.2769 | 1.3048 | 1.2489 | 1.1745 | 1.2077 | 1.1411 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Losing Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Profitability (%) | 53.6723 | 53.4091 | 53.9326 | 53.6723 | 53.4091 | 53.9326 |
Ratio Avg Win / Avg Loss | 1.1021 | 1.1382 | 1.0668 | 1.0138 | 1.0535 | 0.9747 |
Largest Winning Trade | 19031 | 19031 | 18173 | 28574 | 28574 | 23089 |
Largest Losing Trade | -19738 | -14429 | -19738 | -29667 | -27283 | -29667 |
Avg Bars in Trades | 139 | 142 | 136 | 139 | 142 | 136 |
Avg Bars in Winners | 129 | 137 | 121 | 129 | 137 | 121 |
Avg Bars in Losers | 150 | 147 | 154 | 150 | 147 | 154 |
Bars Traded | 24694 | 12510 | 12184 | 24694 | 12510 | 12184 |
Profit Streak | 3.6194 | 7.3694 | 3.6194 | 3.6194 | 7.3694 | 3.6194 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303894 | 202429 | -8490 | -20868 | -3582 | -127876 |
{ "trading_pair": "LINK_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737119700000, "first_datapoint_time": 1737315000000, "last_datapoint_time": 1759618800000, "evaluation_time": 1759619213694, "expiration_time": 1766098800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 75, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 82100.1627692533, 45221.3040485854, 36878.8587206678, 75928.9042634455, 45341.1020948227, 30587.8021686228 ], [ 82.100163, 45.221304, 36.878859, 75.928904, 45.341102, 30.587802 ], [ 0.315261, 0.173648, 0.141613, 0.217158, 0.143684, 0.102531 ], [ 10, 10, 10, 10, 10, 10 ], [ -58777, -25614, -56876, -96292, -46807, -88080 ], [ 1.276859, 1.304761, 1.248915, 1.174544, 1.207713, 1.141135 ], [ 177, 88, 89, 177, 88, 89 ], [ 95, 47, 48, 95, 47, 48 ], [ 82, 41, 41, 82, 41, 41 ], [ 53.672316, 53.409091, 53.932584, 53.672316, 53.409091, 53.932584 ], [ 1.102131, 1.138195, 1.066782, 1.013817, 1.053537, 0.97472 ], [ 19031, 19031, 18173, 28574, 28574, 23089 ], [ -19738, -14429, -19738, -29667, -27283, -29667 ], [ 139, 142, 136, 139, 142, 136 ], [ 129, 137, 121, 129, 137, 121 ], [ 150, 147, 154, 150, 147, 154 ], [ 24694, 12510, 12184, 24694, 12510, 12184 ], [ 3.619371, 7.369371, 3.619371, 3.619371, 7.369371, 3.619371 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 303894, 202429, -8490, -20868, -3582, -127876 ] ] }
{ "trading_pair": "LINK_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737119700000, "first_datapoint_time": 1737315000000, "last_datapoint_time": 1759618800000, "evaluation_time": 1759619213694, "expiration_time": 1766098800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 75, "offset": 0, "scalar": 5 } } }
# | 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) |
---|