Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114041.0814 | 81380.4304 | 32660.651 | 130832.3108 | 102203.0692 | 28629.2416 |
Total P&L (%) | 114.0411 | 81.3804 | 32.6607 | 130.8323 | 102.2031 | 28.6292 |
Avg Daily Profit (%) | 0.219 | 0.1563 | 0.0627 | 0.1607 | 0.1353 | 0.0484 |
Buy And Hold Return (%) | 29.2152 | 29.2152 | 29.2152 | 29.2152 | 29.2152 | 29.2152 |
Max Trade Drawdown | -61970 | -37040 | -50314 | -48221 | -28672 | -33587 |
Profit Factor | 1.5206 | 1.7475 | 1.2964 | 1.6452 | 2.0107 | 1.2817 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Losing Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Profitability (%) | 60 | 67.4419 | 52.381 | 60 | 67.4419 | 52.381 |
Ratio Avg Win / Avg Loss | 1.0137 | 0.8436 | 1.1786 | 1.0968 | 0.9707 | 1.1651 |
Largest Winning Trade | 30011 | 30011 | 19705 | 31946 | 31946 | 21954 |
Largest Losing Trade | -17898 | -15555 | -17898 | -26023 | -26023 | -16359 |
Avg Bars in Trades | 286 | 295 | 277 | 286 | 295 | 277 |
Avg Bars in Winners | 250 | 265 | 232 | 250 | 265 | 232 |
Avg Bars in Losers | 339 | 358 | 326 | 339 | 358 | 326 |
Bars Traded | 24345 | 12699 | 11646 | 24345 | 12699 | 11646 |
Profit Streak | 0 | 0 | 28.1173 | 0 | 0 | 28.1173 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 293020 | 224048 | -237895 | 314110 | -12314 | -293820 |
{ "trading_pair": "BCH_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714750200000, "first_datapoint_time": 1715178600000, "last_datapoint_time": 1759748400000, "evaluation_time": 1759749538674, "expiration_time": 1766228400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 239, "offset": 0, "a": 0.54831 } } }
{ "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": [ [ 114041.0814418862, 81380.4303951489, 32660.6510467372, 130832.3108429067, 102203.06919461, 28629.2416482966 ], [ 114.041081, 81.38043, 32.660651, 130.832311, 102.203069, 28.629242 ], [ 0.21896, 0.156251, 0.062709, 0.160742, 0.13528, 0.048351 ], [ 29.215179, 29.215179, 29.215179, 29.215179, 29.215179, 29.215179 ], [ -61970, -37040, -50314, -48221, -28672, -33587 ], [ 1.520597, 1.747463, 1.296423, 1.645239, 2.01074, 1.28165 ], [ 85, 43, 42, 85, 43, 42 ], [ 51, 29, 22, 51, 29, 22 ], [ 34, 14, 20, 34, 14, 20 ], [ 60, 67.44186, 52.380952, 60, 67.44186, 52.380952 ], [ 1.013731, 0.843603, 1.178566, 1.096826, 0.970702, 1.165136 ], [ 30011, 30011, 19705, 31946, 31946, 21954 ], [ -17898, -15555, -17898, -26023, -26023, -16359 ], [ 286, 295, 277, 286, 295, 277 ], [ 250, 265, 232, 250, 265, 232 ], [ 339, 358, 326, 339, 358, 326 ], [ 24345, 12699, 11646, 24345, 12699, 11646 ], [ 0, 0, 28.117346, 0, 0, 28.117346 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 293020, 224048, -237895, 314110, -12314, -293820 ] ] }
{ "trading_pair": "BCH_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714750200000, "first_datapoint_time": 1715178600000, "last_datapoint_time": 1759748400000, "evaluation_time": 1759749538674, "expiration_time": 1766228400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 239, "offset": 0, "a": 0.54831 } } }
# | 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) |
---|