Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81439.4848 | 40852.8556 | 40586.6292 | 60371.7345 | 44838.5264 | 15533.2081 |
Total P&L (%) | 81.4395 | 40.8529 | 40.5866 | 60.3717 | 44.8385 | 15.5332 |
Avg Daily Profit (%) | 0.3127 | 0.1569 | 0.1559 | 0.1815 | 0.1424 | 0.0555 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50017 | -29415 | -45479 | -91289 | -39990 | -86273 |
Profit Factor | 1.2372 | 1.2946 | 1.1983 | 1.1138 | 1.2192 | 1.0476 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 151 | 69 | 82 | 151 | 69 | 82 |
Losing Trades | 99 | 56 | 43 | 99 | 56 | 43 |
Profitability (%) | 60.4 | 55.2 | 65.6 | 60.4 | 55.2 | 65.6 |
Ratio Avg Win / Avg Loss | 0.8111 | 1.0507 | 0.6284 | 0.7302 | 0.9895 | 0.5494 |
Largest Winning Trade | 13832 | 13832 | 10747 | 15498 | 15498 | 15489 |
Largest Losing Trade | -36946 | -13260 | -36946 | -64156 | -21080 | -64156 |
Avg Bars in Trades | 97 | 63 | 131 | 97 | 63 | 131 |
Avg Bars in Winners | 75 | 46 | 98 | 75 | 46 | 98 |
Avg Bars in Losers | 132 | 84 | 195 | 132 | 84 | 195 |
Bars Traded | 24466 | 7970 | 16496 | 24466 | 7970 | 16496 |
Profit Streak | 7.4206 | 7.4206 | 14.4727 | 7.4206 | 7.4206 | 14.4727 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341716 | 192846 | 109471 | -87362 | -6672 | -296498 |
{ "trading_pair": "ADA_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737047700000, "first_datapoint_time": 1737232200000, "last_datapoint_time": 1759546800000, "evaluation_time": 1759547143960, "expiration_time": 1766026800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 82, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 206, "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": [ [ 81439.4847605924, 40852.8555954713, 40586.6291651211, 60371.7345170706, 44838.5263804874, 15533.2081365833 ], [ 81.439485, 40.852856, 40.586629, 60.371735, 44.838526, 15.533208 ], [ 0.312724, 0.156873, 0.155851, 0.181535, 0.142352, 0.05546 ], [ 10, 10, 10, 10, 10, 10 ], [ -50017, -29415, -45479, -91289, -39990, -86273 ], [ 1.237194, 1.294595, 1.198302, 1.11376, 1.21918, 1.04763 ], [ 250, 125, 125, 250, 125, 125 ], [ 151, 69, 82, 151, 69, 82 ], [ 99, 56, 43, 99, 56, 43 ], [ 60.4, 55.2, 65.6, 60.4, 55.2, 65.6 ], [ 0.811141, 1.050686, 0.628378, 0.730213, 0.989479, 0.549367 ], [ 13832, 13832, 10747, 15498, 15498, 15489 ], [ -36946, -13260, -36946, -64156, -21080, -64156 ], [ 97, 63, 131, 97, 63, 131 ], [ 75, 46, 98, 75, 46, 98 ], [ 132, 84, 195, 132, 84, 195 ], [ 24466, 7970, 16496, 24466, 7970, 16496 ], [ 7.420648, 7.420648, 14.472731, 7.420648, 7.420648, 14.472731 ], [ 4, 2, 6, 4, 2, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 341716, 192846, 109471, -87362, -6672, -296498 ] ] }
{ "trading_pair": "ADA_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737047700000, "first_datapoint_time": 1737232200000, "last_datapoint_time": 1759546800000, "evaluation_time": 1759547143960, "expiration_time": 1766026800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 82, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 206, "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) |
---|