Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135011.188 | 88805.794 | 46205.394 | 198468.4645 | 131524.189 | 66944.2755 |
Total P&L (%) | 135.0112 | 88.8058 | 46.2054 | 198.4685 | 131.5242 | 66.9443 |
Avg Daily Profit (%) | 0.5184 | 0.341 | 0.1774 | 0.4208 | 0.3229 | 0.197 |
Buy And Hold Return (%) | 29.9128 | 29.9128 | 29.9128 | 29.9128 | 29.9128 | 29.9128 |
Max Trade Drawdown | -25644 | -30502 | -21296 | -47077 | -39710 | -30959 |
Profit Factor | 2.4478 | 2.5709 | 2.2584 | 2.3059 | 2.5351 | 2.0098 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 59.6774 | 58.0645 | 61.2903 | 59.6774 | 58.0645 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.6539 | 1.8568 | 1.4263 | 1.5581 | 1.8309 | 1.2693 |
Largest Winning Trade | 43354 | 43354 | 19337 | 62536 | 62536 | 27683 |
Largest Losing Trade | -14957 | -13568 | -14957 | -19885 | -17818 | -19885 |
Avg Bars in Trades | 393 | 375 | 412 | 393 | 375 | 412 |
Avg Bars in Winners | 388 | 388 | 388 | 388 | 388 | 388 |
Avg Bars in Losers | 401 | 357 | 449 | 401 | 357 | 449 |
Bars Traded | 24420 | 11642 | 12778 | 24420 | 11642 | 12778 |
Profit Streak | 3.7146 | 0 | 17.7875 | 3.7146 | 0 | 17.7875 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145883 | 367175 | 64302 | -145469 | 404810 | 219445 |
{ "trading_pair": "ETH_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736874900000, "first_datapoint_time": 1737014400000, "last_datapoint_time": 1759374000000, "evaluation_time": 1759374541789, "expiration_time": 1765854000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 156, "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": [ [ 135011.1879836146, 88805.7939615003, 46205.3940221143, 198468.4645020951, 131524.1890190997, 66944.2754829954 ], [ 135.011188, 88.805794, 46.205394, 198.468465, 131.524189, 66.944275 ], [ 0.518436, 0.34101, 0.177426, 0.420779, 0.322889, 0.196987 ], [ 29.912849, 29.912849, 29.912849, 29.912849, 29.912849, 29.912849 ], [ -25644, -30502, -21296, -47077, -39710, -30959 ], [ 2.447835, 2.57089, 2.258377, 2.305916, 2.535059, 2.009775 ], [ 62, 31, 31, 62, 31, 31 ], [ 37, 18, 19, 37, 18, 19 ], [ 25, 13, 12, 25, 13, 12 ], [ 59.677419, 58.064516, 61.290323, 59.677419, 58.064516, 61.290323 ], [ 1.653943, 1.856754, 1.426344, 1.558051, 1.830876, 1.269331 ], [ 43354, 43354, 19337, 62536, 62536, 27683 ], [ -14957, -13568, -14957, -19885, -17818, -19885 ], [ 393, 375, 412, 393, 375, 412 ], [ 388, 388, 388, 388, 388, 388 ], [ 401, 357, 449, 401, 357, 449 ], [ 24420, 11642, 12778, 24420, 11642, 12778 ], [ 3.714604, 0, 17.787521, 3.714604, 0, 17.787521 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -145883, 367175, 64302, -145469, 404810, 219445 ] ] }
{ "trading_pair": "ETH_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736874900000, "first_datapoint_time": 1737014400000, "last_datapoint_time": 1759374000000, "evaluation_time": 1759374541789, "expiration_time": 1765854000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 156, "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) |
---|