Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85041.399 | 19715.436 | 65325.9631 | 84860.4302 | 28122.5784 | 56737.8518 |
Total P&L (%) | 85.0414 | 19.7154 | 65.326 | 84.8604 | 28.1226 | 56.7379 |
Avg Daily Profit (%) | 0.3266 | 0.0757 | 0.2508 | 0.2362 | 0.0952 | 0.1727 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44013 | -45604 | -19929 | -40353 | -44630 | -28851 |
Profit Factor | 1.2295 | 1.1046 | 1.3589 | 1.1881 | 1.125 | 1.2507 |
Total Trades | 271 | 135 | 136 | 271 | 135 | 136 |
Winning Trades | 135 | 61 | 74 | 135 | 61 | 74 |
Losing Trades | 136 | 74 | 62 | 136 | 74 | 62 |
Profitability (%) | 49.8155 | 45.1852 | 54.4118 | 49.8155 | 45.1852 | 54.4118 |
Ratio Avg Win / Avg Loss | 1.2386 | 1.34 | 1.1386 | 1.1969 | 1.3648 | 1.0479 |
Largest Winning Trade | 19584 | 12613 | 19584 | 17316 | 14413 | 17316 |
Largest Losing Trade | -16867 | -16867 | -14806 | -24830 | -16225 | -24830 |
Avg Bars in Trades | 90 | 91 | 89 | 90 | 91 | 89 |
Avg Bars in Winners | 91 | 93 | 90 | 91 | 93 | 90 |
Avg Bars in Losers | 89 | 90 | 87 | 89 | 90 | 87 |
Bars Traded | 24464 | 12337 | 12128 | 24464 | 12337 | 12128 |
Profit Streak | 4.7662 | 0 | 5.9016 | 4.7662 | 0 | 5.9016 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316914 | -207923 | 283320 | -5278 | -155615 | 214864 |
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{ "first_band": { "type": "jma", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 95, "offset": 0, "poles": 3 } } }
{ "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": [ [ 85041.3990420642, 19715.4359630701, 65325.9630789942, 84860.430208024, 28122.5784375709, 56737.851770453 ], [ 85.041399, 19.715436, 65.325963, 84.86043, 28.122578, 56.737852 ], [ 0.326555, 0.075706, 0.250848, 0.236217, 0.095206, 0.172718 ], [ 10, 10, 10, 10, 10, 10 ], [ -44013, -45604, -19929, -40353, -44630, -28851 ], [ 1.229495, 1.104556, 1.358945, 1.188064, 1.125017, 1.250739 ], [ 271, 135, 136, 271, 135, 136 ], [ 135, 61, 74, 135, 61, 74 ], [ 136, 74, 62, 136, 74, 62 ], [ 49.815498, 45.185185, 54.411765, 49.815498, 45.185185, 54.411765 ], [ 1.238603, 1.339953, 1.138575, 1.196865, 1.364775, 1.047917 ], [ 19584, 12613, 19584, 17316, 14413, 17316 ], [ -16867, -16867, -14806, -24830, -16225, -24830 ], [ 90, 91, 89, 90, 91, 89 ], [ 91, 93, 90, 91, 93, 90 ], [ 89, 90, 87, 89, 90, 87 ], [ 24464, 12337, 12128, 24464, 12337, 12128 ], [ 4.766183, 0, 5.901599, 4.766183, 0, 5.9016 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 316914, -207923, 283320, -5278, -155615, 214864 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736430300000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758909198204, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 95, "offset": 0, "poles": 3 } } }
# | 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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