Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86847.5787 | 35844.166 | 51003.4127 | 98241.6273 | 43529.0622 | 54712.5651 |
Total P&L (%) | 86.8476 | 35.8442 | 51.0034 | 98.2416 | 43.5291 | 54.7126 |
Avg Daily Profit (%) | 0.3335 | 0.1376 | 0.1959 | 0.2631 | 0.1389 | 0.1677 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26728 | -22230 | -29099 | -54675 | -48109 | -59559 |
Profit Factor | 1.4593 | 1.3223 | 1.6549 | 1.3347 | 1.2665 | 1.4203 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 100 | 45 | 55 | 100 | 45 | 55 |
Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
Profitability (%) | 68.0272 | 61.6438 | 74.3243 | 68.0272 | 61.6438 | 74.3243 |
Ratio Avg Win / Avg Loss | 0.6858 | 0.8227 | 0.5717 | 0.6273 | 0.788 | 0.4906 |
Largest Winning Trade | 18911 | 18911 | 6039 | 35710 | 35710 | 13513 |
Largest Losing Trade | -23022 | -19550 | -23022 | -47139 | -22640 | -47139 |
Avg Bars in Trades | 169 | 183 | 155 | 169 | 183 | 155 |
Avg Bars in Winners | 118 | 114 | 122 | 118 | 114 | 122 |
Avg Bars in Losers | 275 | 294 | 248 | 275 | 294 | 248 |
Bars Traded | 24858 | 13374 | 11484 | 24858 | 13374 | 11484 |
Profit Streak | 0 | 4.0604 | 0 | 0 | 4.0604 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341377 | -85054 | -55747 | 292321 | -83086 | -56944 |
{ "trading_pair": "ETC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736807400000, "first_datapoint_time": 1736887500000, "last_datapoint_time": 1759306500000, "evaluation_time": 1759307218046, "expiration_time": 1765786500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 90, "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": [ [ 86847.5787088808, 35844.1660185088, 51003.4126903721, 98241.6273349436, 43529.0622301553, 54712.5651047884 ], [ 86.847579, 35.844166, 51.003413, 98.241627, 43.529062, 54.712565 ], [ 0.33349, 0.13764, 0.195851, 0.26312, 0.13886, 0.167715 ], [ 10, 10, 10, 10, 10, 10 ], [ -26728, -22230, -29099, -54675, -48109, -59559 ], [ 1.459253, 1.32227, 1.654881, 1.334691, 1.266481, 1.42028 ], [ 147, 73, 74, 147, 73, 74 ], [ 100, 45, 55, 100, 45, 55 ], [ 47, 28, 19, 47, 28, 19 ], [ 68.027211, 61.643836, 74.324324, 68.027211, 61.643836, 74.324324 ], [ 0.685849, 0.822746, 0.571686, 0.627305, 0.788033, 0.490642 ], [ 18911, 18911, 6039, 35710, 35710, 13513 ], [ -23022, -19550, -23022, -47139, -22640, -47139 ], [ 169, 183, 155, 169, 183, 155 ], [ 118, 114, 122, 118, 114, 122 ], [ 275, 294, 248, 275, 294, 248 ], [ 24858, 13374, 11484, 24858, 13374, 11484 ], [ 0, 4.060394, 0, 0, 4.060394, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 341377, -85054, -55747, 292321, -83086, -56944 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736807400000, "first_datapoint_time": 1736887500000, "last_datapoint_time": 1759306500000, "evaluation_time": 1759307218046, "expiration_time": 1765786500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 90, "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) |
---|