Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71589.2386 | -344.8131 | 71934.0517 | 69392.5731 | -9914.4711 | 79307.0442 |
Total P&L (%) | 71.5892 | -0.3448 | 71.9341 | 69.3926 | -9.9145 | 79.307 |
Avg Daily Profit (%) | 0.2749 | -0.0013 | 0.2762 | 0.2026 | -0.0401 | 0.2245 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32396 | -32282 | -27190 | -37911 | -34316 | -37343 |
Profit Factor | 1.3425 | 0.9975 | 2.0369 | 1.2475 | 0.9461 | 1.823 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 71.1111 | 67.6471 | 74.6269 | 71.1111 | 67.6471 | 74.6269 |
Ratio Avg Win / Avg Loss | 0.5454 | 0.4771 | 0.6925 | 0.5068 | 0.4525 | 0.6198 |
Largest Winning Trade | 7828 | 7828 | 7274 | 10797 | 10797 | 9866 |
Largest Losing Trade | -29309 | -29309 | -17569 | -31065 | -31065 | -23692 |
Avg Bars in Trades | 180 | 186 | 173 | 180 | 186 | 173 |
Avg Bars in Winners | 101 | 89 | 112 | 101 | 89 | 112 |
Avg Bars in Losers | 374 | 389 | 354 | 374 | 389 | 354 |
Bars Traded | 24339 | 12690 | 11649 | 24339 | 12690 | 11649 |
Profit Streak | 3.4371 | 3.4371 | 15.9996 | 3.4371 | 3.4371 | 15.9996 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300704 | -689804 | -104447 | 256099 | -689804 | -105302 |
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736743500000, "first_datapoint_time": 1736911800000, "last_datapoint_time": 1759242600000, "evaluation_time": 1759243468917, "expiration_time": 1765722600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 188, "offset": 0, "a": 0.40662 } } }
{ "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": [ [ 71589.238604685, -344.8130897272, 71934.0516944122, 69392.5730758544, -9914.4711358966, 79307.0442117511 ], [ 71.589239, -0.344813, 71.934052, 69.392573, -9.914471, 79.307044 ], [ 0.274899, -0.001324, 0.276223, 0.202589, -0.040085, 0.224478 ], [ 10, 10, 10, 10, 10, 10 ], [ -32396, -32282, -27190, -37911, -34316, -37343 ], [ 1.342458, 0.997531, 2.036862, 1.24747, 0.94613, 1.82301 ], [ 135, 68, 67, 135, 68, 67 ], [ 96, 46, 50, 96, 46, 50 ], [ 39, 22, 17, 39, 22, 17 ], [ 71.111111, 67.647059, 74.626866, 71.111111, 67.647059, 74.626866 ], [ 0.545374, 0.47708, 0.692533, 0.506785, 0.452497, 0.619824 ], [ 7828, 7828, 7274, 10797, 10797, 9866 ], [ -29309, -29309, -17569, -31065, -31065, -23692 ], [ 180, 186, 173, 180, 186, 173 ], [ 101, 89, 112, 101, 89, 112 ], [ 374, 389, 354, 374, 389, 354 ], [ 24339, 12690, 11649, 24339, 12690, 11649 ], [ 3.43714, 3.43714, 15.99964, 3.43714, 3.43714, 15.99964 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 300704, -689804, -104447, 256099, -689804, -105302 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736743500000, "first_datapoint_time": 1736911800000, "last_datapoint_time": 1759242600000, "evaluation_time": 1759243468917, "expiration_time": 1765722600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 188, "offset": 0, "a": 0.40662 } } }
# | 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) |
---|