Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76619.6724 | 25432.0559 | 51187.6166 | 87419.6625 | 33011.336 | 54408.3265 |
Total P&L (%) | 76.6197 | 25.4321 | 51.1876 | 87.4197 | 33.0113 | 54.4083 |
Avg Daily Profit (%) | 0.2942 | 0.0977 | 0.1966 | 0.2415 | 0.1096 | 0.167 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29398 | -19590 | -25982 | -48665 | -21703 | -39925 |
Profit Factor | 1.4574 | 1.288 | 1.6463 | 1.3678 | 1.2803 | 1.4537 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 69.2913 | 65.0794 | 73.4375 | 69.2913 | 65.0794 | 73.4375 |
Ratio Avg Win / Avg Loss | 0.6459 | 0.6911 | 0.5955 | 0.6062 | 0.687 | 0.5258 |
Largest Winning Trade | 10207 | 7837 | 10207 | 12714 | 10218 | 12714 |
Largest Losing Trade | -19590 | -19590 | -19485 | -28402 | -21703 | -28402 |
Avg Bars in Trades | 190 | 207 | 173 | 190 | 207 | 173 |
Avg Bars in Winners | 122 | 130 | 115 | 122 | 130 | 115 |
Avg Bars in Losers | 342 | 349 | 333 | 342 | 349 | 333 |
Bars Traded | 24178 | 13063 | 11115 | 24178 | 13063 | 11115 |
Profit Streak | 8.6828 | 0 | 12.1724 | 8.6828 | 0 | 12.1724 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357033 | -213889 | -130239 | 321097 | -197340 | -131261 |
{ "trading_pair": "ATOM_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736427600000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758922692795, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 44, "offset": 0, "a": 0.84607 } }, "second_band": { "type": "rma", "factors": { "length": 223, "offset": 0 } } }
{ "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": [ [ 76619.6724156539, 25432.0558638505, 51187.6165518034, 87419.6625017583, 33011.3360114897, 54408.3264902685 ], [ 76.619672, 25.432056, 51.187617, 87.419663, 33.011336, 54.408326 ], [ 0.294216, 0.097658, 0.196558, 0.241509, 0.1096, 0.166958 ], [ 10, 10, 10, 10, 10, 10 ], [ -29398, -19590, -25982, -48665, -21703, -39925 ], [ 1.45743, 1.288016, 1.646312, 1.367799, 1.280333, 1.453683 ], [ 127, 63, 64, 127, 63, 64 ], [ 88, 41, 47, 88, 41, 47 ], [ 39, 22, 17, 39, 22, 17 ], [ 69.291339, 65.079365, 73.4375, 69.291339, 65.079365, 73.4375 ], [ 0.645907, 0.691131, 0.595475, 0.606184, 0.687008, 0.5258 ], [ 10207, 7837, 10207, 12714, 10218, 12714 ], [ -19590, -19590, -19485, -28402, -21703, -28402 ], [ 190, 207, 173, 190, 207, 173 ], [ 122, 130, 115, 122, 130, 115 ], [ 342, 349, 333, 342, 349, 333 ], [ 24178, 13063, 11115, 24178, 13063, 11115 ], [ 8.682787, 0, 12.17237, 8.682787, 0, 12.17237 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 357033, -213889, -130239, 321097, -197340, -131261 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736427600000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758922692795, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 44, "offset": 0, "a": 0.84607 } }, "second_band": { "type": "rma", "factors": { "length": 223, "offset": 0 } } }
# | 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) |
---|