Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96177.8879 | 16008.8709 | 80169.017 | 117814.9288 | 24402.6985 | 93412.2303 |
Total P&L (%) | 96.1779 | 16.0089 | 80.169 | 117.8149 | 24.4027 | 93.4122 |
Avg Daily Profit (%) | 0.3693 | 0.0615 | 0.3078 | 0.2994 | 0.0839 | 0.2536 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43650 | -16010 | -31726 | -117227 | -37912 | -87504 |
Profit Factor | 1.4403 | 1.1967 | 1.5849 | 1.2462 | 1.1433 | 1.303 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 120 | 62 | 58 | 120 | 62 | 58 |
Losing Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Profitability (%) | 57.6923 | 59.6154 | 55.7692 | 57.6923 | 59.6154 | 55.7692 |
Ratio Avg Win / Avg Loss | 1.0562 | 0.8107 | 1.257 | 0.9139 | 0.7745 | 1.0334 |
Largest Winning Trade | 21541 | 11989 | 21541 | 26354 | 23250 | 26354 |
Largest Losing Trade | -22988 | -5417 | -22988 | -68884 | -9015 | -68884 |
Avg Bars in Trades | 118 | 26 | 209 | 118 | 26 | 209 |
Avg Bars in Winners | 108 | 28 | 194 | 108 | 28 | 194 |
Avg Bars in Losers | 130 | 23 | 228 | 130 | 23 | 228 |
Bars Traded | 24581 | 2780 | 21801 | 24581 | 2780 | 21801 |
Profit Streak | 5.9722 | 6.0764 | 5.9722 | 5.9722 | 6.0764 | 5.9722 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442328 | -125166 | 365077 | 318101 | -148435 | 286368 |
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736372700000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758923398532, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 248, "offset": 34, "std": 1.18059 } } }
{ "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": [ [ 96177.8878959332, 16008.870894852, 80169.0170010811, 117814.9287994548, 24402.6984908381, 93412.2303086169 ], [ 96.177888, 16.008871, 80.169017, 117.814929, 24.402698, 93.41223 ], [ 0.369318, 0.061473, 0.307845, 0.299378, 0.083882, 0.253625 ], [ 10, 10, 10, 10, 10, 10 ], [ -43650, -16010, -31726, -117227, -37912, -87504 ], [ 1.440301, 1.196726, 1.584919, 1.246179, 1.143323, 1.30298 ], [ 208, 104, 104, 208, 104, 104 ], [ 120, 62, 58, 120, 62, 58 ], [ 88, 42, 46, 88, 42, 46 ], [ 57.692308, 59.615385, 55.769231, 57.692308, 59.615385, 55.769231 ], [ 1.056221, 0.810685, 1.257005, 0.913864, 0.774509, 1.033398 ], [ 21541, 11989, 21541, 26354, 23250, 26354 ], [ -22988, -5417, -22988, -68884, -9015, -68884 ], [ 118, 26, 209, 118, 26, 209 ], [ 108, 28, 194, 108, 28, 194 ], [ 130, 23, 228, 130, 23, 228 ], [ 24581, 2780, 21801, 24581, 2780, 21801 ], [ 5.972205, 6.076372, 5.972205, 5.972205, 6.076372, 5.972205 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 442328, -125166, 365077, 318101, -148435, 286368 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736372700000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758923398532, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 248, "offset": 34, "std": 1.18059 } } }
# | 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) |
---|