Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109799.3882 | 71334.5099 | 38464.8783 | 156806.2236 | 147851.0383 | 8955.1853 |
Total P&L (%) | 109.7994 | 71.3345 | 38.4649 | 156.8062 | 147.851 | 8.9552 |
Avg Daily Profit (%) | 0.4216 | 0.2739 | 0.1477 | 0.3628 | 0.3491 | 0.0329 |
Buy And Hold Return (%) | 29.2915 | 29.2915 | 29.2915 | 29.2915 | 29.2915 | 29.2915 |
Max Trade Drawdown | -30857 | -19759 | -28357 | -95308 | -33839 | -90115 |
Profit Factor | 1.4923 | 1.6476 | 1.3407 | 1.3042 | 1.6526 | 1.031 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 70.6667 | 70.7965 | 70.5357 | 70.6667 | 70.7965 | 70.5357 |
Ratio Avg Win / Avg Loss | 0.6194 | 0.6797 | 0.5601 | 0.5414 | 0.6817 | 0.4307 |
Largest Winning Trade | 13582 | 13582 | 9721 | 24031 | 24031 | 17402 |
Largest Losing Trade | -17597 | -17172 | -17597 | -39293 | -22867 | -39293 |
Avg Bars in Trades | 108 | 110 | 106 | 108 | 110 | 106 |
Avg Bars in Winners | 67 | 66 | 68 | 67 | 66 | 68 |
Avg Bars in Losers | 206 | 216 | 196 | 206 | 216 | 196 |
Bars Traded | 24338 | 12457 | 11881 | 24338 | 12457 | 11881 |
Profit Streak | 0 | 0 | 10.1308 | 0 | 0 | 10.1308 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328426 | 213592 | -63158 | 317484 | 333742 | -500365 |
{ "trading_pair": "BCH_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736631900000, "first_datapoint_time": 1736823600000, "last_datapoint_time": 1759131000000, "evaluation_time": 1759131503915, "expiration_time": 1765611000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 99, "offset": 0, "a": 0.63347 } } }
{ "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": [ [ 109799.3881864925, 71334.5098644368, 38464.8783220558, 156806.223642768, 147851.0383411814, 8955.1853015869 ], [ 109.799388, 71.33451, 38.464878, 156.806224, 147.851038, 8.955185 ], [ 0.421624, 0.273921, 0.147703, 0.362822, 0.349144, 0.032939 ], [ 29.291521, 29.291521, 29.291521, 29.291521, 29.291521, 29.291521 ], [ -30857, -19759, -28357, -95308, -33839, -90115 ], [ 1.492306, 1.647643, 1.340741, 1.304233, 1.652572, 1.031003 ], [ 225, 113, 112, 225, 113, 112 ], [ 159, 80, 79, 159, 80, 79 ], [ 66, 33, 33, 66, 33, 33 ], [ 70.666667, 70.79646, 70.535714, 70.666667, 70.79646, 70.535714 ], [ 0.619448, 0.679653, 0.560056, 0.54138, 0.681686, 0.430672 ], [ 13582, 13582, 9721, 24031, 24031, 17402 ], [ -17597, -17172, -17597, -39293, -22867, -39293 ], [ 108, 110, 106, 108, 110, 106 ], [ 67, 66, 68, 67, 66, 68 ], [ 206, 216, 196, 206, 216, 196 ], [ 24338, 12457, 11881, 24338, 12457, 11881 ], [ 0, 0, 10.130832, 0, 0, 10.130832 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 328426, 213592, -63158, 317484, 333742, -500365 ] ] }
{ "trading_pair": "BCH_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736631900000, "first_datapoint_time": 1736823600000, "last_datapoint_time": 1759131000000, "evaluation_time": 1759131503915, "expiration_time": 1765611000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 99, "offset": 0, "a": 0.63347 } } }
# | 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) |
---|