Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102277.0012 | 19997.1463 | 82279.8549 | 149829.1148 | 25538.9351 | 124290.1797 |
Total P&L (%) | 102.277 | 19.9971 | 82.2799 | 149.8291 | 25.5389 | 124.2902 |
Avg Daily Profit (%) | 1.1782 | 0.2304 | 0.9478 | 1.0603 | 0.2623 | 0.9348 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14634 | -14819 | -12977 | -15962 | -21488 | -14139 |
Profit Factor | 2.3044 | 1.4833 | 3.2214 | 2.498 | 1.4743 | 3.6914 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 63.0952 | 57.1429 | 69.0476 | 63.0952 | 57.1429 | 69.0476 |
Ratio Avg Win / Avg Loss | 1.3478 | 1.1125 | 1.4441 | 1.4611 | 1.1057 | 1.6548 |
Largest Winning Trade | 37675 | 6983 | 37675 | 68367 | 8798 | 68367 |
Largest Losing Trade | -9766 | -7586 | -9766 | -10689 | -10689 | -10518 |
Avg Bars in Trades | 288 | 293 | 283 | 288 | 293 | 283 |
Avg Bars in Winners | 242 | 244 | 241 | 242 | 244 | 241 |
Avg Bars in Losers | 366 | 358 | 377 | 366 | 358 | 377 |
Bars Traded | 24228 | 12315 | 11913 | 24228 | 12315 | 11913 |
Profit Streak | 8.182 | 11.7514 | 8.182 | 8.182 | 11.7514 | 8.182 |
Trades During Streak | 10 | 6 | 5 | 10 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 661214 | 102941 | 724949 | 670980 | 232593 | 788951 |
{ "trading_pair": "ALGO_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752703500000, "first_datapoint_time": 1752822600000, "last_datapoint_time": 1760203200000, "evaluation_time": 1760203620881, "expiration_time": 1766683200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 161, "offset": 0, "a": 0.35886 } }, "second_band": { "type": "wma", "factors": { "length": 192, "offset": 206 } } }
{ "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": [ [ 102277.0012014468, 19997.1462698621, 82279.8549315847, 149829.1147572591, 25538.93505621, 124290.1797010491 ], [ 102.277001, 19.997146, 82.279855, 149.829115, 25.538935, 124.29018 ], [ 1.178171, 0.230355, 0.947815, 1.060307, 0.262348, 0.934847 ], [ 10, 10, 10, 10, 10, 10 ], [ -14634, -14819, -12977, -15962, -21488, -14139 ], [ 2.304367, 1.483349, 3.22143, 2.497953, 1.474325, 3.691437 ], [ 84, 42, 42, 84, 42, 42 ], [ 53, 24, 29, 53, 24, 29 ], [ 31, 18, 13, 31, 18, 13 ], [ 63.095238, 57.142857, 69.047619, 63.095238, 57.142857, 69.047619 ], [ 1.347838, 1.112512, 1.444089, 1.461067, 1.105744, 1.654782 ], [ 37675, 6983, 37675, 68367, 8798, 68367 ], [ -9766, -7586, -9766, -10689, -10689, -10518 ], [ 288, 293, 283, 288, 293, 283 ], [ 242, 244, 241, 242, 244, 241 ], [ 366, 358, 377, 366, 358, 377 ], [ 24228, 12315, 11913, 24228, 12315, 11913 ], [ 8.181955, 11.751399, 8.181955, 8.181955, 11.751399, 8.181955 ], [ 10, 6, 5, 10, 6, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 661214, 102941, 724949, 670980, 232593, 788951 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752703500000, "first_datapoint_time": 1752822600000, "last_datapoint_time": 1760203200000, "evaluation_time": 1760203620881, "expiration_time": 1766683200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 161, "offset": 0, "a": 0.35886 } }, "second_band": { "type": "wma", "factors": { "length": 192, "offset": 206 } } }
# | 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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