Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90422.1331 | 45153.5487 | 45268.5844 | 91066.9337 | 53561.1178 | 37505.8158 |
Total P&L (%) | 90.4221 | 45.1535 | 45.2686 | 91.0669 | 53.5611 | 37.5058 |
Avg Daily Profit (%) | 0.3472 | 0.1734 | 0.1738 | 0.2489 | 0.1648 | 0.1224 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28166 | -26512 | -21854 | -60011 | -33906 | -47671 |
Profit Factor | 1.4846 | 1.4603 | 1.5117 | 1.3029 | 1.3646 | 1.244 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 64.9123 | 61.4035 | 68.4211 | 64.9123 | 61.4035 | 68.4211 |
Ratio Avg Win / Avg Loss | 0.8025 | 0.9179 | 0.6977 | 0.7043 | 0.8577 | 0.5741 |
Largest Winning Trade | 27556 | 27556 | 17803 | 43710 | 43710 | 17843 |
Largest Losing Trade | -23144 | -23144 | -21854 | -45898 | -28969 | -45898 |
Avg Bars in Trades | 210 | 187 | 233 | 210 | 187 | 233 |
Avg Bars in Winners | 200 | 170 | 227 | 200 | 170 | 227 |
Avg Bars in Losers | 229 | 215 | 246 | 229 | 215 | 246 |
Bars Traded | 23999 | 10695 | 13304 | 23999 | 10695 | 13304 |
Profit Streak | 7.0775 | 7.0775 | 9.5671 | 7.0775 | 7.0775 | 9.5671 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390020 | -174263 | -172163 | 319794 | -174253 | -211524 |
{ "trading_pair": "ADA_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736757900000, "first_datapoint_time": 1736882100000, "last_datapoint_time": 1759257000000, "evaluation_time": 1759258295707, "expiration_time": 1765737000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 139, "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": [ [ 90422.133054726, 45153.5486919234, 45268.5843628026, 91066.9336552856, 53561.1178163724, 37505.8158389132 ], [ 90.422133, 45.153549, 45.268584, 91.066934, 53.561118, 37.505816 ], [ 0.347217, 0.173387, 0.173829, 0.248928, 0.164842, 0.122376 ], [ 10, 10, 10, 10, 10, 10 ], [ -28166, -26512, -21854, -60011, -33906, -47671 ], [ 1.484641, 1.460255, 1.511682, 1.302902, 1.364553, 1.24398 ], [ 114, 57, 57, 114, 57, 57 ], [ 74, 35, 39, 74, 35, 39 ], [ 40, 22, 18, 40, 22, 18 ], [ 64.912281, 61.403509, 68.421053, 64.912281, 61.403509, 68.421053 ], [ 0.802508, 0.917875, 0.697699, 0.704272, 0.857719, 0.574144 ], [ 27556, 27556, 17803, 43710, 43710, 17843 ], [ -23144, -23144, -21854, -45898, -28969, -45898 ], [ 210, 187, 233, 210, 187, 233 ], [ 200, 170, 227, 200, 170, 227 ], [ 229, 215, 246, 229, 215, 246 ], [ 23999, 10695, 13304, 23999, 10695, 13304 ], [ 7.077496, 7.077497, 9.56708, 7.077497, 7.077497, 9.56708 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 390020, -174263, -172163, 319794, -174253, -211524 ] ] }
{ "trading_pair": "ADA_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736757900000, "first_datapoint_time": 1736882100000, "last_datapoint_time": 1759257000000, "evaluation_time": 1759258295707, "expiration_time": 1765737000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 139, "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) |
---|