Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 136651.7798 | 53804.79 | 82846.9898 | 177343.4596 | 54827.3893 | 122516.0703 |
Total P&L (%) | 136.6518 | 53.8048 | 82.847 | 177.3435 | 54.8274 | 122.5161 |
Avg Daily Profit (%) | 0.5247 | 0.2066 | 0.3181 | 0.3925 | 0.168 | 0.3076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31369 | -31772 | -28772 | -52217 | -52415 | -42873 |
Profit Factor | 1.8808 | 1.6521 | 2.1407 | 1.677 | 1.3891 | 2.012 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 50.5618 | 43.1818 | 57.7778 | 50.5618 | 43.1818 | 57.7778 |
Ratio Avg Win / Avg Loss | 1.839 | 2.1738 | 1.5643 | 1.6397 | 1.8278 | 1.4703 |
Largest Winning Trade | 71662 | 71662 | 32780 | 86251 | 86251 | 34169 |
Largest Losing Trade | -14724 | -14724 | -12679 | -25410 | -25410 | -19523 |
Avg Bars in Trades | 275 | 123 | 424 | 275 | 123 | 424 |
Avg Bars in Winners | 398 | 165 | 567 | 398 | 165 | 567 |
Avg Bars in Losers | 150 | 91 | 228 | 150 | 91 | 228 |
Bars Traded | 24531 | 5431 | 19100 | 24531 | 5431 | 19100 |
Profit Streak | 0 | 12.7003 | 0 | 0 | 12.7003 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463743 | 228636 | 445721 | 408884 | 169195 | 393541 |
{ "trading_pair": "ALGO_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736853300000, "first_datapoint_time": 1737253800000, "last_datapoint_time": 1759352400000, "evaluation_time": 1759352603786, "expiration_time": 1765832400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 235, "offset": 211, "a": 0.60042 } }, "second_band": { "type": "bbl", "factors": { "length": 239, "offset": 0, "std": 3.44247 } } }
{ "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": [ [ 136651.7797704832, 53804.7899742951, 82846.989796188, 177343.4596055716, 54827.3893326437, 122516.0702729279 ], [ 136.65178, 53.80479, 82.84699, 177.34346, 54.827389, 122.51607 ], [ 0.524736, 0.206608, 0.318128, 0.392476, 0.168001, 0.307603 ], [ 10, 10, 10, 10, 10, 10 ], [ -31369, -31772, -28772, -52217, -52415, -42873 ], [ 1.880845, 1.652118, 2.140681, 1.676961, 1.389109, 2.011989 ], [ 89, 44, 45, 89, 44, 45 ], [ 45, 19, 26, 45, 19, 26 ], [ 44, 25, 19, 44, 25, 19 ], [ 50.561798, 43.181818, 57.777778, 50.561798, 43.181818, 57.777778 ], [ 1.839049, 2.17384, 1.564344, 1.639696, 1.827774, 1.470299 ], [ 71662, 71662, 32780, 86251, 86251, 34169 ], [ -14724, -14724, -12679, -25410, -25410, -19523 ], [ 275, 123, 424, 275, 123, 424 ], [ 398, 165, 567, 398, 165, 567 ], [ 150, 91, 228, 150, 91, 228 ], [ 24531, 5431, 19100, 24531, 5431, 19100 ], [ 0, 12.700275, 0, 0, 12.700275, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 463743, 228636, 445721, 408884, 169195, 393541 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736853300000, "first_datapoint_time": 1737253800000, "last_datapoint_time": 1759352400000, "evaluation_time": 1759352603786, "expiration_time": 1765832400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 235, "offset": 211, "a": 0.60042 } }, "second_band": { "type": "bbl", "factors": { "length": 239, "offset": 0, "std": 3.44247 } } }
# | 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) |
---|