Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212379.8598 | 108899.8369 | 103480.0229 | 290055.0162 | 194482.958 | 95572.0582 |
Total P&L (%) | 212.3799 | 108.8998 | 103.48 | 290.055 | 194.483 | 95.5721 |
Avg Daily Profit (%) | 0.8155 | 0.4182 | 0.3974 | 0.524 | 0.4156 | 0.2579 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47127 | -25084 | -28684 | -73752 | -33973 | -49436 |
Profit Factor | 2.3561 | 3.398 | 1.9306 | 2.2881 | 4.0654 | 1.5909 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 46.0674 | 42.2222 | 50 | 46.0674 | 42.2222 | 50 |
Ratio Avg Win / Avg Loss | 2.7584 | 4.6499 | 1.9306 | 2.6788 | 5.5632 | 1.5909 |
Largest Winning Trade | 124912 | 124912 | 67364 | 216630 | 216630 | 69803 |
Largest Losing Trade | -14823 | -7829 | -14823 | -22764 | -9627 | -22764 |
Avg Bars in Trades | 272 | 34 | 515 | 272 | 34 | 515 |
Avg Bars in Winners | 317 | 37 | 558 | 317 | 37 | 558 |
Avg Bars in Losers | 234 | 32 | 473 | 234 | 32 | 473 |
Bars Traded | 24248 | 1552 | 22697 | 24248 | 1552 | 22697 |
Profit Streak | 7.7962 | 7.7962 | 8.1296 | 7.7962 | 7.7962 | 8.1296 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 565156 | 443020 | 443191 | 475035 | 464242 | 375318 |
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737659700000, "first_datapoint_time": 1737837900000, "last_datapoint_time": 1760158800000, "evaluation_time": 1760159194092, "expiration_time": 1766638800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 99, "offset": 0, "std": 2.69783 } } }
{ "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": [ [ 212379.8598485124, 108899.836900391, 103480.0229481214, 290055.0161887531, 194482.9579733191, 95572.058215434 ], [ 212.37986, 108.899837, 103.480023, 290.055016, 194.482958, 95.572058 ], [ 0.815528, 0.41817, 0.397358, 0.524031, 0.415595, 0.2579 ], [ 10, 10, 10, 10, 10, 10 ], [ -47127, -25084, -28684, -73752, -33973, -49436 ], [ 2.356099, 3.398006, 1.93059, 2.288128, 4.065448, 1.590928 ], [ 89, 45, 44, 89, 45, 44 ], [ 41, 19, 22, 41, 19, 22 ], [ 48, 26, 22, 48, 26, 22 ], [ 46.067416, 42.222222, 50, 46.067416, 42.222222, 50 ], [ 2.75836, 4.649903, 1.93059, 2.678784, 5.563245, 1.590928 ], [ 124912, 124912, 67364, 216630, 216630, 69803 ], [ -14823, -7829, -14823, -22764, -9627, -22764 ], [ 272, 34, 515, 272, 34, 515 ], [ 317, 37, 558, 317, 37, 558 ], [ 234, 32, 473, 234, 32, 473 ], [ 24248, 1552, 22697, 24248, 1552, 22697 ], [ 7.796228, 7.796228, 8.129561, 7.796228, 7.796228, 8.129561 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 565156, 443020, 443191, 475035, 464242, 375318 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737659700000, "first_datapoint_time": 1737837900000, "last_datapoint_time": 1760158800000, "evaluation_time": 1760159194092, "expiration_time": 1766638800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 99, "offset": 0, "std": 2.69783 } } }
# | 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) |
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