Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150553.5533 | 65373.5421 | 85180.0112 | 236012.5454 | 132040.4825 | 103972.0629 |
Total P&L (%) | 150.5536 | 65.3735 | 85.18 | 236.0125 | 132.0405 | 103.9721 |
Avg Daily Profit (%) | 0.5781 | 0.251 | 0.3271 | 0.4665 | 0.3237 | 0.2741 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35441 | -32223 | -26278 | -51732 | -34489 | -67384 |
Profit Factor | 1.6332 | 1.4986 | 1.7986 | 1.563 | 1.5811 | 1.5416 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 52.9412 | 50.9804 | 54.902 | 52.9412 | 50.9804 | 54.902 |
Ratio Avg Win / Avg Loss | 1.4517 | 1.4409 | 1.4774 | 1.3893 | 1.5203 | 1.2663 |
Largest Winning Trade | 29292 | 29292 | 22406 | 41608 | 41608 | 33180 |
Largest Losing Trade | -14396 | -14396 | -10126 | -28670 | -28670 | -20603 |
Avg Bars in Trades | 241 | 256 | 225 | 241 | 256 | 225 |
Avg Bars in Winners | 283 | 316 | 253 | 283 | 316 | 253 |
Avg Bars in Losers | 193 | 194 | 191 | 193 | 194 | 191 |
Bars Traded | 24585 | 13074 | 11511 | 24585 | 13074 | 11511 |
Profit Streak | 9.6768 | 24.7393 | 9.6768 | 9.6768 | 24.7393 | 9.6768 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475139 | -170813 | -169142 | 430342 | -168267 | -170336 |
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{ "first_band": { "type": "t3", "factors": { "length": 178, "offset": 0, "a": 0.94381 } }, "second_band": { "type": "ssf", "factors": { "length": 202, "offset": 0, "poles": 3 } } }
{ "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": [ [ 150553.5532724702, 65373.542117157, 85180.0111553133, 236012.5453984941, 132040.4824728793, 103972.0629256145 ], [ 150.553553, 65.373542, 85.180011, 236.012545, 132.040482, 103.972063 ], [ 0.578118, 0.251031, 0.327087, 0.466478, 0.323748, 0.274092 ], [ 10, 10, 10, 10, 10, 10 ], [ -35441, -32223, -26278, -51732, -34489, -67384 ], [ 1.633151, 1.498559, 1.798615, 1.562985, 1.58108, 1.541567 ], [ 102, 51, 51, 102, 51, 51 ], [ 54, 26, 28, 54, 26, 28 ], [ 48, 25, 23, 48, 25, 23 ], [ 52.941176, 50.980392, 54.901961, 52.941176, 50.980392, 54.901961 ], [ 1.451689, 1.440922, 1.477434, 1.38932, 1.520269, 1.266287 ], [ 29292, 29292, 22406, 41608, 41608, 33180 ], [ -14396, -14396, -10126, -28670, -28670, -20603 ], [ 241, 256, 225, 241, 256, 225 ], [ 283, 316, 253, 283, 316, 253 ], [ 193, 194, 191, 193, 194, 191 ], [ 24585, 13074, 11511, 24585, 13074, 11511 ], [ 9.676787, 24.739287, 9.676787, 9.676787, 24.739287, 9.676787 ], [ 2, 3, 1, 2, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 475139, -170813, -169142, 430342, -168267, -170336 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736387100000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758884374388, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 178, "offset": 0, "a": 0.94381 } }, "second_band": { "type": "ssf", "factors": { "length": 202, "offset": 0, "poles": 3 } } }
# | 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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