Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59522.3603 | 13446.445 | 46075.9153 | 54573.4937 | 7046.6232 | 47526.8705 |
Total P&L (%) | 59.5224 | 13.4464 | 46.0759 | 54.5735 | 7.0466 | 47.5269 |
Avg Daily Profit (%) | 0.2286 | 0.0516 | 0.1769 | 0.1674 | 0.0262 | 0.1494 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26204 | -23480 | -22046 | -31550 | -27258 | -26362 |
Profit Factor | 1.3139 | 1.1236 | 1.5703 | 1.2389 | 1.0544 | 1.4803 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 69.5035 | 69.0141 | 70 | 69.5035 | 69.0141 | 70 |
Ratio Avg Win / Avg Loss | 0.5765 | 0.5045 | 0.673 | 0.5436 | 0.4734 | 0.6344 |
Largest Winning Trade | 7855 | 6905 | 7855 | 10688 | 8206 | 10688 |
Largest Losing Trade | -23480 | -23480 | -22046 | -26362 | -25971 | -26362 |
Avg Bars in Trades | 174 | 189 | 158 | 174 | 189 | 158 |
Avg Bars in Winners | 103 | 105 | 102 | 103 | 105 | 102 |
Avg Bars in Losers | 334 | 377 | 290 | 334 | 377 | 290 |
Bars Traded | 24550 | 13444 | 11106 | 24550 | 13444 | 11106 |
Profit Streak | 5.2622 | 5.5956 | 5.2622 | 5.2622 | 5.5956 | 5.2622 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316026 | -353233 | -86460 | 268818 | -570482 | -87880 |
{ "trading_pair": "ATOM_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736925300000, "first_datapoint_time": 1737090900000, "last_datapoint_time": 1759424400000, "evaluation_time": 1759424557095, "expiration_time": 1765904400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 185, "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": [ [ 59522.3602956809, 13446.4449512606, 46075.9153444204, 54573.4936967215, 7046.6231518102, 47526.8705449113 ], [ 59.52236, 13.446445, 46.075915, 54.573494, 7.046623, 47.526871 ], [ 0.228563, 0.051634, 0.176929, 0.16737, 0.026151, 0.149424 ], [ 10, 10, 10, 10, 10, 10 ], [ -26204, -23480, -22046, -31550, -27258, -26362 ], [ 1.31391, 1.123557, 1.570333, 1.238901, 1.054421, 1.480302 ], [ 141, 71, 70, 141, 71, 70 ], [ 98, 49, 49, 98, 49, 49 ], [ 43, 22, 21, 43, 22, 21 ], [ 69.503546, 69.014085, 70, 69.503546, 69.014085, 70 ], [ 0.576512, 0.504454, 0.673, 0.5436, 0.473414, 0.634415 ], [ 7855, 6905, 7855, 10688, 8206, 10688 ], [ -23480, -23480, -22046, -26362, -25971, -26362 ], [ 174, 189, 158, 174, 189, 158 ], [ 103, 105, 102, 103, 105, 102 ], [ 334, 377, 290, 334, 377, 290 ], [ 24550, 13444, 11106, 24550, 13444, 11106 ], [ 5.262235, 5.595568, 5.262235, 5.262235, 5.595568, 5.262235 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 316026, -353233, -86460, 268818, -570482, -87880 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736925300000, "first_datapoint_time": 1737090900000, "last_datapoint_time": 1759424400000, "evaluation_time": 1759424557095, "expiration_time": 1765904400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 185, "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) |
---|