Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139881.0789 | 41792.2362 | 98088.8427 | 219840.9039 | 80704.4401 | 139136.4638 |
Total P&L (%) | 139.8811 | 41.7922 | 98.0888 | 219.8409 | 80.7044 | 139.1365 |
Avg Daily Profit (%) | 0.5371 | 0.1605 | 0.3767 | 0.4475 | 0.2275 | 0.3354 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31205 | -32017 | -28658 | -45644 | -34689 | -39858 |
Profit Factor | 1.5205 | 1.3309 | 1.6886 | 1.5225 | 1.418 | 1.6112 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Losing Trades | 89 | 47 | 42 | 89 | 47 | 42 |
Profitability (%) | 48.2558 | 45.3488 | 51.1628 | 48.2558 | 45.3488 | 51.1628 |
Ratio Avg Win / Avg Loss | 1.6304 | 1.6039 | 1.6118 | 1.6326 | 1.7089 | 1.5379 |
Largest Winning Trade | 27086 | 23170 | 27086 | 26211 | 25104 | 26211 |
Largest Losing Trade | -12395 | -8364 | -12395 | -19702 | -19702 | -18244 |
Avg Bars in Trades | 144 | 149 | 139 | 144 | 149 | 139 |
Avg Bars in Winners | 180 | 187 | 174 | 180 | 187 | 174 |
Avg Bars in Losers | 110 | 117 | 102 | 110 | 117 | 102 |
Bars Traded | 24819 | 12837 | 11983 | 24819 | 12837 | 11983 |
Profit Streak | 3.4891 | 3.4891 | 15.9058 | 3.4891 | 3.4891 | 15.9058 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418910 | 85838 | 442835 | 391765 | 199885 | 424747 |
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{ "first_band": { "type": "t3", "factors": { "length": 117, "offset": 0, "a": 0.97256 } }, "second_band": { "type": "kcb", "factors": { "length": 75, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 139881.078936931, 41792.2361968461, 98088.8427400849, 219840.9038694359, 80704.440113425, 139136.463756011 ], [ 139.881079, 41.792236, 98.088843, 219.840904, 80.70444, 139.136464 ], [ 0.537136, 0.16048, 0.376656, 0.447451, 0.227465, 0.335353 ], [ 10, 10, 10, 10, 10, 10 ], [ -31205, -32017, -28658, -45644, -34689, -39858 ], [ 1.520474, 1.33087, 1.688599, 1.522521, 1.418012, 1.61115 ], [ 172, 86, 86, 172, 86, 86 ], [ 83, 39, 44, 83, 39, 44 ], [ 89, 47, 42, 89, 47, 42 ], [ 48.255814, 45.348837, 51.162791, 48.255814, 45.348837, 51.162791 ], [ 1.630388, 1.603869, 1.611845, 1.632583, 1.708886, 1.537915 ], [ 27086, 23170, 27086, 26211, 25104, 26211 ], [ -12395, -8364, -12395, -19702, -19702, -18244 ], [ 144, 149, 139, 144, 149, 139 ], [ 180, 187, 174, 180, 187, 174 ], [ 110, 117, 102, 110, 117, 102 ], [ 24819, 12837, 11983, 24819, 12837, 11983 ], [ 3.489103, 3.489103, 15.90577, 3.489103, 3.489103, 15.90577 ], [ 2, 1, 4, 2, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 418910, 85838, 442835, 391765, 199885, 424747 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736582400000, "first_datapoint_time": 1736686800000, "last_datapoint_time": 1759081500000, "evaluation_time": 1759082358521, "expiration_time": 1765561500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 117, "offset": 0, "a": 0.97256 } }, "second_band": { "type": "kcb", "factors": { "length": 75, "offset": 0, "scalar": 1 } } }
# | 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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