Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101525.3018 | 56717.8505 | 44807.4512 | 116050.0039 | 78617.1875 | 37432.8165 |
Total P&L (%) | 101.5253 | 56.7179 | 44.8075 | 116.05 | 78.6172 | 37.4328 |
Avg Daily Profit (%) | 0.3899 | 0.2178 | 0.1721 | 0.2962 | 0.223 | 0.1222 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39822 | -32304 | -26822 | -63298 | -51950 | -50761 |
Profit Factor | 1.2946 | 1.3088 | 1.2783 | 1.2121 | 1.2785 | 1.1412 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 118 | 56 | 62 | 118 | 56 | 62 |
Losing Trades | 98 | 52 | 46 | 98 | 52 | 46 |
Profitability (%) | 54.6296 | 51.8519 | 57.4074 | 54.6296 | 51.8519 | 57.4074 |
Ratio Avg Win / Avg Loss | 1.0752 | 1.2153 | 0.9484 | 1.0066 | 1.1872 | 0.8467 |
Largest Winning Trade | 17411 | 17411 | 14450 | 26693 | 26693 | 19356 |
Largest Losing Trade | -13155 | -10739 | -13155 | -23820 | -18960 | -23820 |
Avg Bars in Trades | 114 | 114 | 114 | 114 | 114 | 114 |
Avg Bars in Winners | 118 | 117 | 120 | 118 | 117 | 120 |
Avg Bars in Losers | 109 | 111 | 107 | 109 | 111 | 107 |
Bars Traded | 24766 | 12370 | 12396 | 24766 | 12370 | 12396 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346667 | 201717 | 114124 | 299710 | 228534 | -99887 |
{ "trading_pair": "LINK_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737346500000, "first_datapoint_time": 1737524700000, "last_datapoint_time": 1759845600000, "evaluation_time": 1759845743316, "expiration_time": 1766325600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 199, "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": [ [ 101525.3017656374, 56717.8505368851, 44807.4512287522, 116050.0039392458, 78617.187471855, 37432.8164673908 ], [ 101.525302, 56.717851, 44.807451, 116.050004, 78.617187, 37.432816 ], [ 0.389852, 0.217794, 0.172058, 0.296245, 0.222994, 0.122172 ], [ 10, 10, 10, 10, 10, 10 ], [ -39822, -32304, -26822, -63298, -51950, -50761 ], [ 1.294574, 1.308815, 1.278328, 1.212054, 1.278541, 1.141245 ], [ 216, 108, 108, 216, 108, 108 ], [ 118, 56, 62, 118, 56, 62 ], [ 98, 52, 46, 98, 52, 46 ], [ 54.62963, 51.851852, 57.407407, 54.62963, 51.851852, 57.407407 ], [ 1.075155, 1.215328, 0.948437, 1.006621, 1.187217, 0.84673 ], [ 17411, 17411, 14450, 26693, 26693, 19356 ], [ -13155, -10739, -13155, -23820, -18960, -23820 ], [ 114, 114, 114, 114, 114, 114 ], [ 118, 117, 120, 118, 117, 120 ], [ 109, 111, 107, 109, 111, 107 ], [ 24766, 12370, 12396, 24766, 12370, 12396 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 346667, 201717, 114124, 299710, 228534, -99887 ] ] }
{ "trading_pair": "LINK_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737346500000, "first_datapoint_time": 1737524700000, "last_datapoint_time": 1759845600000, "evaluation_time": 1759845743316, "expiration_time": 1766325600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 199, "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) |
---|