Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69573.5039 | 2256.5823 | 67316.9216 | 74855.2417 | 5278.7462 | 69576.4955 |
Total P&L (%) | 69.5735 | 2.2566 | 67.3169 | 74.8552 | 5.2787 | 69.5765 |
Avg Daily Profit (%) | 0.2672 | 0.0087 | 0.2585 | 0.2148 | 0.0198 | 0.203 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34777 | -22640 | -27956 | -45630 | -28330 | -35336 |
Profit Factor | 1.4935 | 1.0409 | 1.7846 | 1.4106 | 1.0767 | 1.613 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 61.1765 | 55.814 | 66.6667 | 61.1765 | 55.814 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.9478 | 0.824 | 0.8923 | 0.8952 | 0.8524 | 0.8065 |
Largest Winning Trade | 22069 | 5631 | 22069 | 21209 | 8473 | 21209 |
Largest Losing Trade | -16329 | -8167 | -16329 | -24961 | -11788 | -24961 |
Avg Bars in Trades | 290 | 71 | 516 | 290 | 71 | 516 |
Avg Bars in Winners | 232 | 58 | 381 | 232 | 58 | 381 |
Avg Bars in Losers | 383 | 87 | 785 | 383 | 87 | 785 |
Bars Traded | 24728 | 3054 | 21674 | 24728 | 3054 | 21674 |
Profit Streak | 4.5218 | 4.5218 | 9.9176 | 4.5218 | 4.5218 | 9.9176 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326030 | -524571 | 376616 | 292718 | -470352 | 353043 |
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736450100000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758865580699, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 216, "offset": 0, "std": 3.40409 } }, "second_band": { "type": "alma", "factors": { "length": 248, "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": [ [ 69573.5039318528, 2256.5823047724, 67316.9216270804, 74855.2416803631, 5278.7461757225, 69576.4955046406 ], [ 69.573504, 2.256582, 67.316922, 74.855242, 5.278746, 69.576496 ], [ 0.267159, 0.008665, 0.258494, 0.214802, 0.019755, 0.203007 ], [ 10, 10, 10, 10, 10, 10 ], [ -34777, -22640, -27956, -45630, -28330, -35336 ], [ 1.493479, 1.040888, 1.784618, 1.410631, 1.076736, 1.612995 ], [ 85, 43, 42, 85, 43, 42 ], [ 52, 24, 28, 52, 24, 28 ], [ 33, 19, 14, 33, 19, 14 ], [ 61.176471, 55.813953, 66.666667, 61.176471, 55.813953, 66.666667 ], [ 0.947785, 0.824036, 0.892309, 0.895208, 0.852416, 0.806498 ], [ 22069, 5631, 22069, 21209, 8473, 21209 ], [ -16329, -8167, -16329, -24961, -11788, -24961 ], [ 290, 71, 516, 290, 71, 516 ], [ 232, 58, 381, 232, 58, 381 ], [ 383, 87, 785, 383, 87, 785 ], [ 24728, 3054, 21674, 24728, 3054, 21674 ], [ 4.521767, 4.521767, 9.917601, 4.521767, 4.521767, 9.917601 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 326030, -524571, 376616, 292718, -470352, 353043 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736450100000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758865580699, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 216, "offset": 0, "std": 3.40409 } }, "second_band": { "type": "alma", "factors": { "length": 248, "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) |
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