Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97164.9354 | 70853.8738 | 26311.0616 | 122751.0164 | 136579.1341 | -13828.1177 |
Total P&L (%) | 97.1649 | 70.8539 | 26.3111 | 122.751 | 136.5791 | -13.8281 |
Avg Daily Profit (%) | 0.3731 | 0.2721 | 0.101 | 0.308 | 0.3312 | -0.0571 |
Buy And Hold Return (%) | 30.3395 | 30.3395 | 30.3395 | 30.3395 | 30.3395 | 30.3395 |
Max Trade Drawdown | -41426 | -16950 | -30663 | -115396 | -40303 | -88926 |
Profit Factor | 1.3777 | 1.5763 | 1.1959 | 1.2273 | 1.5717 | 0.9541 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Losing Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Profitability (%) | 68.3594 | 68.75 | 67.9688 | 68.3594 | 68.75 | 67.9688 |
Ratio Avg Win / Avg Loss | 0.6377 | 0.7165 | 0.5636 | 0.5681 | 0.7144 | 0.4496 |
Largest Winning Trade | 13339 | 13339 | 6329 | 24532 | 24532 | 14174 |
Largest Losing Trade | -19716 | -16691 | -19716 | -36899 | -22424 | -36899 |
Avg Bars in Trades | 96 | 97 | 95 | 96 | 97 | 95 |
Avg Bars in Winners | 62 | 63 | 62 | 62 | 63 | 62 |
Avg Bars in Losers | 170 | 172 | 168 | 170 | 172 | 168 |
Bars Traded | 24742 | 12455 | 12287 | 24742 | 12455 | 12287 |
Profit Streak | 1.5074 | 8.9761 | 0 | 1.5074 | 8.9761 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 175597 | 218155 | -229867 | 149464 | 338906 | -580058 |
{ "trading_pair": "BCH_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737188100000, "first_datapoint_time": 1737306000000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759687835618, "expiration_time": 1766167200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 33, "offset": 0, "std": 1.09865 } }, "second_band": { "type": "sma", "factors": { "length": 132, "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": [ [ 97164.9354360938, 70853.8738473392, 26311.0615887548, 122751.0164083698, 136579.1340911812, -13828.1176828115 ], [ 97.164935, 70.853874, 26.311062, 122.751016, 136.579134, -13.828118 ], [ 0.373109, 0.272075, 0.101033, 0.308009, 0.33121, -0.057132 ], [ 30.33954, 30.33954, 30.33954, 30.33954, 30.33954, 30.33954 ], [ -41426, -16950, -30663, -115396, -40303, -88926 ], [ 1.377695, 1.576316, 1.195891, 1.227295, 1.571723, 0.954084 ], [ 256, 128, 128, 256, 128, 128 ], [ 175, 88, 87, 175, 88, 87 ], [ 81, 40, 41, 81, 40, 41 ], [ 68.359375, 68.75, 67.96875, 68.359375, 68.75, 67.96875 ], [ 0.637676, 0.716507, 0.563581, 0.568062, 0.714419, 0.449626 ], [ 13339, 13339, 6329, 24532, 24532, 14174 ], [ -19716, -16691, -19716, -36899, -22424, -36899 ], [ 96, 97, 95, 96, 97, 95 ], [ 62, 63, 62, 62, 63, 62 ], [ 170, 172, 168, 170, 172, 168 ], [ 24742, 12455, 12287, 24742, 12455, 12287 ], [ 1.507357, 8.976107, 0, 1.507357, 8.976107, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 175597, 218155, -229867, 149464, 338906, -580058 ] ] }
{ "trading_pair": "BCH_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737188100000, "first_datapoint_time": 1737306000000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759687835618, "expiration_time": 1766167200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 33, "offset": 0, "std": 1.09865 } }, "second_band": { "type": "sma", "factors": { "length": 132, "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) |
---|