Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92485.9372 | 17505.4129 | 74980.5242 | 113782.6634 | 29569.0913 | 84213.5721 |
Total P&L (%) | 92.4859 | 17.5054 | 74.9805 | 113.7827 | 29.5691 | 84.2136 |
Avg Daily Profit (%) | 0.3551 | 0.0672 | 0.2879 | 0.2922 | 0.0995 | 0.2349 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44234 | -14632 | -30177 | -88961 | -26878 | -63115 |
Profit Factor | 1.8207 | 1.4671 | 1.9968 | 1.5609 | 1.4682 | 1.6027 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 28 | 18 | 10 | 28 | 18 | 10 |
Profitability (%) | 59.4203 | 48.5714 | 70.5882 | 59.4203 | 48.5714 | 70.5882 |
Ratio Avg Win / Avg Loss | 1.2434 | 1.5534 | 0.832 | 1.066 | 1.5546 | 0.6678 |
Largest Winning Trade | 31311 | 8286 | 31311 | 30426 | 14259 | 30426 |
Largest Losing Trade | -23146 | -5160 | -23146 | -41790 | -9760 | -41790 |
Avg Bars in Trades | 337 | 79 | 602 | 337 | 79 | 602 |
Avg Bars in Winners | 315 | 101 | 466 | 315 | 101 | 466 |
Avg Bars in Losers | 368 | 59 | 926 | 368 | 59 | 926 |
Bars Traded | 23263 | 2790 | 20473 | 23263 | 2790 | 20473 |
Profit Streak | 11.9173 | 11.9173 | 12.0006 | 11.9173 | 11.9173 | 12.0006 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93313 | -110389 | 422328 | -94516 | -61911 | 378626 |
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736974800000, "first_datapoint_time": 1737170100000, "last_datapoint_time": 1759473900000, "evaluation_time": 1759474853822, "expiration_time": 1765953900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 74, "offset": 0, "a": 0.53012 } }, "second_band": { "type": "kcl", "factors": { "length": 218, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 92485.9371760628, 17505.412944193, 74980.5242318699, 113782.6633908061, 29569.0912543532, 84213.5721364529 ], [ 92.485937, 17.505413, 74.980524, 113.782663, 29.569091, 84.213572 ], [ 0.355141, 0.06722, 0.287922, 0.292182, 0.099521, 0.234868 ], [ 10, 10, 10, 10, 10, 10 ], [ -44234, -14632, -30177, -88961, -26878, -63115 ], [ 1.820655, 1.467104, 1.9968, 1.560855, 1.46821, 1.60273 ], [ 69, 35, 34, 69, 35, 34 ], [ 41, 17, 24, 41, 17, 24 ], [ 28, 18, 10, 28, 18, 10 ], [ 59.42029, 48.571429, 70.588235, 59.42029, 48.571429, 70.588235 ], [ 1.243374, 1.553405, 0.832, 1.06595, 1.554576, 0.667804 ], [ 31311, 8286, 31311, 30426, 14259, 30426 ], [ -23146, -5160, -23146, -41790, -9760, -41790 ], [ 337, 79, 602, 337, 79, 602 ], [ 315, 101, 466, 315, 101, 466 ], [ 368, 59, 926, 368, 59, 926 ], [ 23263, 2790, 20473, 23263, 2790, 20473 ], [ 11.917289, 11.91729, 12.000623, 11.91729, 11.91729, 12.000623 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -93313, -110389, 422328, -94516, -61911, 378626 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736974800000, "first_datapoint_time": 1737170100000, "last_datapoint_time": 1759473900000, "evaluation_time": 1759474853822, "expiration_time": 1765953900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 74, "offset": 0, "a": 0.53012 } }, "second_band": { "type": "kcl", "factors": { "length": 218, "offset": 0, "scalar": 3 } } }
# | 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) |
---|