Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 54628.919 | -9822.9553 | 64451.8743 | 47761.0533 | -11529.3743 | 59290.4276 |
Total P&L (%) | 54.6289 | -9.823 | 64.4519 | 47.7611 | -11.5294 | 59.2904 |
Avg Daily Profit (%) | 0.2098 | -0.0377 | 0.2475 | 0.15 | -0.047 | 0.1789 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27278 | -30283 | -19215 | -28526 | -28426 | -27483 |
Profit Factor | 1.3672 | 0.8957 | 2.1803 | 1.2759 | 0.8897 | 1.8645 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 25 | 16 | 9 | 25 | 16 | 9 |
Profitability (%) | 65.7534 | 56.7568 | 75 | 65.7534 | 56.7568 | 75 |
Ratio Avg Win / Avg Loss | 0.7121 | 0.6824 | 0.7268 | 0.6645 | 0.6779 | 0.6215 |
Largest Winning Trade | 14352 | 14352 | 12077 | 11590 | 11590 | 11153 |
Largest Losing Trade | -23545 | -23545 | -19215 | -27387 | -22799 | -27387 |
Avg Bars in Trades | 335 | 378 | 291 | 335 | 378 | 291 |
Avg Bars in Winners | 215 | 273 | 169 | 215 | 273 | 169 |
Avg Bars in Losers | 567 | 516 | 657 | 567 | 516 | 657 |
Bars Traded | 24500 | 14010 | 10490 | 24500 | 14010 | 10490 |
Profit Streak | 2.3529 | 2.3529 | 17.3529 | 2.3529 | 2.3529 | 17.3529 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71122 | -583044 | 429765 | -72698 | -583044 | 374340 |
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736932500000, "first_datapoint_time": 1737237600000, "last_datapoint_time": 1759431600000, "evaluation_time": 1759432387824, "expiration_time": 1765911600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 176, "offset": 164 } } }
{ "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": [ [ 54628.9189961938, -9822.9552948577, 64451.8742910515, 47761.0533187732, -11529.3742790494, 59290.4275978225 ], [ 54.628919, -9.822955, 64.451874, 47.761053, -11.529374, 59.290428 ], [ 0.209772, -0.03772, 0.247492, 0.150034, -0.047028, 0.178932 ], [ 10, 10, 10, 10, 10, 10 ], [ -27278, -30283, -19215, -28526, -28426, -27483 ], [ 1.367194, 0.895688, 2.180322, 1.275923, 0.889683, 1.864485 ], [ 73, 37, 36, 73, 37, 36 ], [ 48, 21, 27, 48, 21, 27 ], [ 25, 16, 9, 25, 16, 9 ], [ 65.753425, 56.756757, 75, 65.753425, 56.756757, 75 ], [ 0.71208, 0.682429, 0.726774, 0.664543, 0.677853, 0.621495 ], [ 14352, 14352, 12077, 11590, 11590, 11153 ], [ -23545, -23545, -19215, -27387, -22799, -27387 ], [ 335, 378, 291, 335, 378, 291 ], [ 215, 273, 169, 215, 273, 169 ], [ 567, 516, 657, 567, 516, 657 ], [ 24500, 14010, 10490, 24500, 14010, 10490 ], [ 2.352868, 2.352868, 17.352868, 2.352868, 2.352868, 17.352868 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -71122, -583044, 429765, -72698, -583044, 374340 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736932500000, "first_datapoint_time": 1737237600000, "last_datapoint_time": 1759431600000, "evaluation_time": 1759432387824, "expiration_time": 1765911600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 176, "offset": 164 } } }
# | 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) |
---|