Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77141.5246 | -23493.4851 | 100635.0097 | 47528.6116 | -42561.6458 | 90090.2574 |
Total P&L (%) | 77.1415 | -23.4935 | 100.635 | 47.5286 | -42.5616 | 90.0903 |
Avg Daily Profit (%) | 0.2962 | -0.0902 | 0.3864 | 0.1494 | -0.2127 | 0.247 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83388 | -49457 | -46791 | -93651 | -62297 | -46996 |
Profit Factor | 1.2484 | 0.8748 | 1.8188 | 1.1385 | 0.7998 | 1.6907 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 127 | 61 | 66 | 127 | 61 | 66 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 65.1282 | 62.8866 | 67.3469 | 65.1282 | 62.8866 | 67.3469 |
Ratio Avg Win / Avg Loss | 0.6684 | 0.5163 | 0.8818 | 0.6096 | 0.472 | 0.8198 |
Largest Winning Trade | 67913 | 7013 | 67913 | 59668 | 9709 | 59668 |
Largest Losing Trade | -27690 | -27690 | -20006 | -31839 | -31839 | -25774 |
Avg Bars in Trades | 126 | 126 | 126 | 126 | 126 | 126 |
Avg Bars in Winners | 82 | 76 | 88 | 82 | 76 | 88 |
Avg Bars in Losers | 208 | 212 | 204 | 208 | 212 | 204 |
Bars Traded | 24685 | 12277 | 12408 | 24685 | 12277 | 12408 |
Profit Streak | 8.8849 | 15.5829 | 8.8849 | 8.8849 | 15.5829 | 8.8849 |
Trades During Streak | 10 | 7 | 5 | 10 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356178 | -579148 | 445032 | -61568 | -579148 | 393219 |
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737766800000, "first_datapoint_time": 1737907200000, "last_datapoint_time": 1760265900000, "evaluation_time": 1760266758317, "expiration_time": 1766745900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 74, "offset": 0, "std": 1.2024 } }, "second_band": { "type": "sinwma", "factors": { "length": 157, "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": [ [ 77141.5246183379, -23493.4850718882, 100635.0096902261, 47528.611613412, -42561.6457699255, 90090.2573833375 ], [ 77.141525, -23.493485, 100.63501, 47.528612, -42.561646, 90.090257 ], [ 0.29622, -0.090214, 0.386433, 0.149429, -0.212683, 0.246956 ], [ 10, 10, 10, 10, 10, 10 ], [ -83388, -49457, -46791, -93651, -62297, -46996 ], [ 1.248402, 0.874798, 1.818798, 1.138543, 0.799837, 1.69074 ], [ 195, 97, 98, 195, 97, 98 ], [ 127, 61, 66, 127, 61, 66 ], [ 68, 36, 32, 68, 36, 32 ], [ 65.128205, 62.886598, 67.346939, 65.128205, 62.886598, 67.346939 ], [ 0.668436, 0.516274, 0.881841, 0.609614, 0.472035, 0.819753 ], [ 67913, 7013, 67913, 59668, 9709, 59668 ], [ -27690, -27690, -20006, -31839, -31839, -25774 ], [ 126, 126, 126, 126, 126, 126 ], [ 82, 76, 88, 82, 76, 88 ], [ 208, 212, 204, 208, 212, 204 ], [ 24685, 12277, 12408, 24685, 12277, 12408 ], [ 8.884934, 15.582851, 8.884934, 8.884934, 15.582851, 8.884934 ], [ 10, 7, 5, 10, 7, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 356178, -579148, 445032, -61568, -579148, 393219 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737766800000, "first_datapoint_time": 1737907200000, "last_datapoint_time": 1760265900000, "evaluation_time": 1760266758317, "expiration_time": 1766745900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 74, "offset": 0, "std": 1.2024 } }, "second_band": { "type": "sinwma", "factors": { "length": 157, "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) |
---|