Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58718.5039 | -4477.8095 | 63196.3134 | 51294.7043 | -6920.8545 | 58215.5588 |
Total P&L (%) | 58.7185 | -4.4778 | 63.1963 | 51.2947 | -6.9209 | 58.2156 |
Avg Daily Profit (%) | 0.6764 | -0.0516 | 0.728 | 0.4781 | -0.0826 | 0.5299 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31779 | -22644 | -14729 | -31721 | -22307 | -14411 |
Profit Factor | 1.5262 | 0.9244 | 2.2072 | 1.4957 | 0.8747 | 2.2064 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 54.386 | 50.8772 | 57.8947 | 54.386 | 50.8772 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.28 | 0.8925 | 1.6052 | 1.2545 | 0.8445 | 1.6046 |
Largest Winning Trade | 59226 | 5682 | 59226 | 56276 | 5021 | 56276 |
Largest Losing Trade | -10900 | -8151 | -10900 | -10175 | -7529 | -10175 |
Avg Bars in Trades | 215 | 202 | 228 | 215 | 202 | 228 |
Avg Bars in Winners | 162 | 164 | 160 | 162 | 164 | 160 |
Avg Bars in Losers | 278 | 241 | 322 | 278 | 241 | 322 |
Bars Traded | 24543 | 11515 | 13028 | 24543 | 11515 | 13028 |
Profit Streak | 2.238 | 2.238 | 7.6755 | 2.238 | 2.238 | 7.6755 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371262 | -764523 | -163440 | 285742 | -764523 | -165467 |
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{ "first_band": { "type": "alma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 165, "offset": 212 } } }
{ "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": [ [ 58718.5038631854, -4477.8095315954, 63196.3133947808, 51294.7043030306, -6920.8544796405, 58215.5587826712 ], [ 58.718504, -4.47781, 63.196313, 51.294704, -6.920854, 58.215559 ], [ 0.676403, -0.051582, 0.727984, 0.478111, -0.082583, 0.529896 ], [ 10, 10, 10, 10, 10, 10 ], [ -31779, -22644, -14729, -31721, -22307, -14411 ], [ 1.526154, 0.924425, 2.207196, 1.495744, 0.874652, 2.206363 ], [ 114, 57, 57, 114, 57, 57 ], [ 62, 29, 33, 62, 29, 33 ], [ 52, 28, 24, 52, 28, 24 ], [ 54.385965, 50.877193, 57.894737, 54.385965, 50.877193, 57.894737 ], [ 1.28, 0.892548, 1.605233, 1.254495, 0.844491, 1.604628 ], [ 59226, 5682, 59226, 56276, 5021, 56276 ], [ -10900, -8151, -10900, -10175, -7529, -10175 ], [ 215, 202, 228, 215, 202, 228 ], [ 162, 164, 160, 162, 164, 160 ], [ 278, 241, 322, 278, 241, 322 ], [ 24543, 11515, 13028, 24543, 11515, 13028 ], [ 2.23803, 2.23803, 7.67553, 2.23803, 2.23803, 7.67553 ], [ 3, 1, 5, 3, 1, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 371262, -764523, -163440, 285742, -764523, -165467 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752637500000, "first_datapoint_time": 1752750300000, "last_datapoint_time": 1760137200000, "evaluation_time": 1760137365819, "expiration_time": 1766617200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 165, "offset": 212 } } }
# | 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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