Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76898.5466 | 33473.6834 | 43424.8632 | 73187.1801 | 37699.4532 | 35487.7269 |
Total P&L (%) | 76.8985 | 33.4737 | 43.4249 | 73.1872 | 37.6995 | 35.4877 |
Avg Daily Profit (%) | 0.2953 | 0.1285 | 0.1667 | 0.2111 | 0.1229 | 0.1167 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32933 | -22833 | -36560 | -64255 | -39895 | -76312 |
Profit Factor | 1.3393 | 1.258 | 1.448 | 1.1895 | 1.1796 | 1.2013 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 98 | 44 | 54 | 98 | 44 | 54 |
Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
Profitability (%) | 64.9007 | 58.6667 | 71.0526 | 64.9007 | 58.6667 | 71.0526 |
Ratio Avg Win / Avg Loss | 0.7243 | 0.8863 | 0.5899 | 0.6433 | 0.8311 | 0.4894 |
Largest Winning Trade | 17287 | 17287 | 9999 | 25514 | 25514 | 15073 |
Largest Losing Trade | -25878 | -19260 | -25878 | -51123 | -23969 | -51123 |
Avg Bars in Trades | 163 | 165 | 160 | 163 | 165 | 160 |
Avg Bars in Winners | 108 | 97 | 116 | 108 | 97 | 116 |
Avg Bars in Losers | 264 | 262 | 268 | 264 | 262 | 268 |
Bars Traded | 24637 | 12440 | 12197 | 24637 | 12440 | 12197 |
Profit Streak | 0 | 8.0884 | 0 | 0 | 8.0884 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303120 | -81887 | -43105 | -4681 | -111763 | -89873 |
{ "trading_pair": "ETC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737133200000, "first_datapoint_time": 1737339300000, "last_datapoint_time": 1759632300000, "evaluation_time": 1759632735205, "expiration_time": 1766112300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 206, "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": [ [ 76898.5466169969, 33473.6834437348, 43424.8631732622, 73187.1801051181, 37699.4531943263, 35487.7269107919 ], [ 76.898547, 33.473683, 43.424863, 73.18718, 37.699453, 35.487727 ], [ 0.295287, 0.128537, 0.166749, 0.211114, 0.122917, 0.116692 ], [ 10, 10, 10, 10, 10, 10 ], [ -32933, -22833, -36560, -64255, -39895, -76312 ], [ 1.339262, 1.258013, 1.448013, 1.189517, 1.179633, 1.201282 ], [ 151, 75, 76, 151, 75, 76 ], [ 98, 44, 54, 98, 44, 54 ], [ 53, 31, 22, 53, 31, 22 ], [ 64.900662, 58.666667, 71.052632, 64.900662, 58.666667, 71.052632 ], [ 0.724295, 0.886328, 0.589931, 0.64331, 0.831105, 0.489411 ], [ 17287, 17287, 9999, 25514, 25514, 15073 ], [ -25878, -19260, -25878, -51123, -23969, -51123 ], [ 163, 165, 160, 163, 165, 160 ], [ 108, 97, 116, 108, 97, 116 ], [ 264, 262, 268, 264, 262, 268 ], [ 24637, 12440, 12197, 24637, 12440, 12197 ], [ 0, 8.08837, 0, 0, 8.08837, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 303120, -81887, -43105, -4681, -111763, -89873 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737133200000, "first_datapoint_time": 1737339300000, "last_datapoint_time": 1759632300000, "evaluation_time": 1759632735205, "expiration_time": 1766112300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 206, "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) |
---|