Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112814.8845 | 23605.7487 | 89209.1357 | 161124.6629 | 31310.8342 | 129813.8287 |
Total P&L (%) | 112.8149 | 23.6057 | 89.2091 | 161.1247 | 31.3108 | 129.8138 |
Avg Daily Profit (%) | 0.4332 | 0.0906 | 0.3426 | 0.3692 | 0.1047 | 0.32 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32512 | -17939 | -24440 | -72709 | -45874 | -56555 |
Profit Factor | 1.7731 | 1.3157 | 2.2538 | 1.4775 | 1.1828 | 1.7813 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 61.2903 | 54.3478 | 68.0851 | 61.2903 | 54.3478 | 68.0851 |
Ratio Avg Win / Avg Loss | 1.1199 | 1.1052 | 1.0565 | 0.9332 | 0.9936 | 0.835 |
Largest Winning Trade | 31472 | 9929 | 31472 | 39391 | 21000 | 39391 |
Largest Losing Trade | -17168 | -7447 | -17168 | -38080 | -19062 | -38080 |
Avg Bars in Trades | 261 | 129 | 391 | 261 | 129 | 391 |
Avg Bars in Winners | 265 | 157 | 349 | 265 | 157 | 349 |
Avg Bars in Losers | 256 | 97 | 480 | 256 | 97 | 480 |
Bars Traded | 24359 | 5964 | 18395 | 24359 | 5964 | 18395 |
Profit Streak | 4.6354 | 0 | 10.8333 | 4.6354 | 0 | 10.8333 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452001 | -77009 | 509174 | 333352 | -78114 | 409417 |
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736550000000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758923095746, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 78, "offset": 0, "std": 4.07564 } }, "second_band": { "type": "t3", "factors": { "length": 116, "offset": 243, "a": 0.60698 } } }
{ "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": [ [ 112814.8844723399, 23605.7487401217, 89209.1357322182, 161124.6629202084, 31310.8341875532, 129813.8287326553 ], [ 112.814884, 23.605749, 89.209136, 161.124663, 31.310834, 129.813829 ], [ 0.433204, 0.090645, 0.342559, 0.369249, 0.104654, 0.320033 ], [ 10, 10, 10, 10, 10, 10 ], [ -32512, -17939, -24440, -72709, -45874, -56555 ], [ 1.773101, 1.31569, 2.253818, 1.477526, 1.182818, 1.781318 ], [ 93, 46, 47, 93, 46, 47 ], [ 57, 25, 32, 57, 25, 32 ], [ 36, 21, 15, 36, 21, 15 ], [ 61.290323, 54.347826, 68.085106, 61.290323, 54.347826, 68.085106 ], [ 1.119853, 1.10518, 1.056477, 0.933175, 0.993567, 0.834993 ], [ 31472, 9929, 31472, 39391, 21000, 39391 ], [ -17168, -7447, -17168, -38080, -19062, -38080 ], [ 261, 129, 391, 261, 129, 391 ], [ 265, 157, 349, 265, 157, 349 ], [ 256, 97, 480, 256, 97, 480 ], [ 24359, 5964, 18395, 24359, 5964, 18395 ], [ 4.635367, 0, 10.833284, 4.635367, 0, 10.833284 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 452001, -77009, 509174, 333352, -78114, 409417 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736550000000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758923095746, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 78, "offset": 0, "std": 4.07564 } }, "second_band": { "type": "t3", "factors": { "length": 116, "offset": 243, "a": 0.60698 } } }
# | 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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