Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92067.6474 | 35514.3615 | 56553.2859 | 120322.806 | 48974.9336 | 71347.8724 |
Total P&L (%) | 92.0676 | 35.5144 | 56.5533 | 120.3228 | 48.9749 | 71.3479 |
Avg Daily Profit (%) | 0.3535 | 0.1364 | 0.2172 | 0.3038 | 0.1532 | 0.207 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24287 | -21270 | -22494 | -39546 | -38163 | -43429 |
Profit Factor | 1.7023 | 1.4497 | 2.085 | 1.553 | 1.386 | 1.7866 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 72.043 | 68.0851 | 76.087 | 72.043 | 68.0851 | 76.087 |
Ratio Avg Win / Avg Loss | 0.6606 | 0.6795 | 0.6553 | 0.6027 | 0.6497 | 0.5615 |
Largest Winning Trade | 13458 | 12146 | 13458 | 24643 | 23702 | 24643 |
Largest Losing Trade | -17755 | -17755 | -14675 | -28170 | -21465 | -28170 |
Avg Bars in Trades | 263 | 301 | 225 | 263 | 301 | 225 |
Avg Bars in Winners | 169 | 172 | 166 | 169 | 172 | 166 |
Avg Bars in Losers | 506 | 575 | 412 | 506 | 575 | 412 |
Bars Traded | 24527 | 14158 | 10369 | 24527 | 14158 | 10369 |
Profit Streak | 2.2437 | 2.2437 | 17.0874 | 2.2437 | 2.2437 | 17.0874 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359475 | -15086 | 402662 | 326726 | 141012 | 411082 |
{ "trading_pair": "ETC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736853300000, "first_datapoint_time": 1737072000000, "last_datapoint_time": 1759352400000, "evaluation_time": 1759352753028, "expiration_time": 1765832400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 244, "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": [ [ 92067.6474065866, 35514.3614606378, 56553.2859459488, 120322.8060065206, 48974.9335657709, 71347.8724407497 ], [ 92.067647, 35.514361, 56.553286, 120.322806, 48.974934, 71.347872 ], [ 0.353535, 0.136373, 0.217162, 0.303787, 0.153181, 0.207005 ], [ 10, 10, 10, 10, 10, 10 ], [ -24287, -21270, -22494, -39546, -38163, -43429 ], [ 1.702255, 1.449675, 2.084953, 1.55301, 1.386013, 1.786598 ], [ 93, 47, 46, 93, 47, 46 ], [ 67, 32, 35, 67, 32, 35 ], [ 26, 15, 11, 26, 15, 11 ], [ 72.043011, 68.085106, 76.086957, 72.043011, 68.085106, 76.086957 ], [ 0.660576, 0.679535, 0.655271, 0.60266, 0.649694, 0.561502 ], [ 13458, 12146, 13458, 24643, 23702, 24643 ], [ -17755, -17755, -14675, -28170, -21465, -28170 ], [ 263, 301, 225, 263, 301, 225 ], [ 169, 172, 166, 169, 172, 166 ], [ 506, 575, 412, 506, 575, 412 ], [ 24527, 14158, 10369, 24527, 14158, 10369 ], [ 2.243669, 2.243669, 17.087419, 2.243669, 2.243669, 17.087419 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 359475, -15086, 402662, 326726, 141012, 411082 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736853300000, "first_datapoint_time": 1737072000000, "last_datapoint_time": 1759352400000, "evaluation_time": 1759352753028, "expiration_time": 1765832400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 244, "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) |
---|