Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76264.022 | 57563.2721 | 18700.7499 | 67983.827 | 71919.4236 | -3935.5966 |
Total P&L (%) | 76.264 | 57.5633 | 18.7008 | 67.9838 | 71.9194 | -3.9356 |
Avg Daily Profit (%) | 0.2929 | 0.221 | 0.0718 | 0.1994 | 0.2083 | -0.0154 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31288 | -27990 | -42466 | -52666 | -40309 | -78036 |
Profit Factor | 1.2906 | 1.4661 | 1.1346 | 1.1792 | 1.4225 | 0.9812 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Losing Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Profitability (%) | 52.349 | 54.0541 | 50.6667 | 52.349 | 54.0541 | 50.6667 |
Ratio Avg Win / Avg Loss | 1.1748 | 1.2462 | 1.1048 | 1.0734 | 1.2091 | 0.9554 |
Largest Winning Trade | 24389 | 24389 | 14750 | 27451 | 27451 | 14467 |
Largest Losing Trade | -17700 | -15634 | -17700 | -31494 | -20675 | -31494 |
Avg Bars in Trades | 161 | 164 | 158 | 161 | 164 | 158 |
Avg Bars in Winners | 154 | 145 | 162 | 154 | 145 | 162 |
Avg Bars in Losers | 169 | 186 | 154 | 169 | 186 | 154 |
Bars Traded | 24061 | 12173 | 11888 | 24061 | 12173 | 11888 |
Profit Streak | 10.2714 | 10.6255 | 10.2714 | 10.2714 | 10.6255 | 10.2714 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318417 | -56330 | -234877 | -15523 | -55876 | -638388 |
{ "trading_pair": "LINK_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736416800000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758868246312, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 211, "offset": 0 } } }
{ "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": [ [ 76264.022020508, 57563.2720876137, 18700.7499328943, 67983.827018534, 71919.4236441235, -3935.5966255895 ], [ 76.264022, 57.563272, 18.70075, 67.983827, 71.919424, -3.935597 ], [ 0.29285, 0.22104, 0.07181, 0.199376, 0.208287, -0.015417 ], [ 10, 10, 10, 10, 10, 10 ], [ -31288, -27990, -42466, -52666, -40309, -78036 ], [ 1.29062, 1.466114, 1.134613, 1.179199, 1.422525, 0.981184 ], [ 149, 74, 75, 149, 74, 75 ], [ 78, 40, 38, 78, 40, 38 ], [ 71, 34, 37, 71, 34, 37 ], [ 52.348993, 54.054054, 50.666667, 52.348993, 54.054054, 50.666667 ], [ 1.174795, 1.246197, 1.104755, 1.073374, 1.209146, 0.955363 ], [ 24389, 24389, 14750, 27451, 27451, 14467 ], [ -17700, -15634, -17700, -31494, -20675, -31494 ], [ 161, 164, 158, 161, 164, 158 ], [ 154, 145, 162, 154, 145, 162 ], [ 169, 186, 154, 169, 186, 154 ], [ 24061, 12173, 11888, 24061, 12173, 11888 ], [ 10.271369, 10.625536, 10.271369, 10.271369, 10.625536, 10.271369 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 318417, -56330, -234877, -15523, -55876, -638388 ] ] }
{ "trading_pair": "LINK_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736416800000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758868246312, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 211, "offset": 0 } } }
# | 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) |
---|