Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93450.8898 | 14561.015 | 78889.8748 | 112814.4212 | 22175.5942 | 90638.8271 |
Total P&L (%) | 93.4509 | 14.561 | 78.8899 | 112.8144 | 22.1756 | 90.6388 |
Avg Daily Profit (%) | 0.3588 | 0.0559 | 0.3029 | 0.2904 | 0.0769 | 0.2481 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20723 | -4462 | -23783 | -35124 | -6004 | -39291 |
Profit Factor | 1.9685 | 1.922 | 1.9776 | 1.6893 | 1.8521 | 1.6586 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Losing Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Profitability (%) | 52.5424 | 60 | 44.8276 | 52.5424 | 60 | 44.8276 |
Ratio Avg Win / Avg Loss | 1.778 | 1.2813 | 2.4339 | 1.5259 | 1.2347 | 2.0413 |
Largest Winning Trade | 30967 | 8476 | 30967 | 36262 | 14400 | 36262 |
Largest Losing Trade | -14152 | -2820 | -14152 | -25102 | -3831 | -25102 |
Avg Bars in Trades | 416 | 41 | 803 | 416 | 41 | 803 |
Avg Bars in Winners | 404 | 56 | 885 | 404 | 56 | 885 |
Avg Bars in Losers | 429 | 18 | 737 | 429 | 18 | 737 |
Bars Traded | 24545 | 1235 | 23310 | 24545 | 1235 | 23310 |
Profit Streak | 0 | 0 | 11.4616 | 0 | 0 | 11.4616 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167847 | -139464 | 339419 | -168971 | -93123 | 300376 |
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736727300000, "first_datapoint_time": 1736869500000, "last_datapoint_time": 1759226400000, "evaluation_time": 1759227582390, "expiration_time": 1765706400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 105, "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": [ [ 93450.8897618832, 14561.0149676197, 78889.8747942634, 112814.4212320104, 22175.5941534595, 90638.8270785508 ], [ 93.45089, 14.561015, 78.889875, 112.814421, 22.175594, 90.638827 ], [ 0.358847, 0.055914, 0.302933, 0.290433, 0.07694, 0.248065 ], [ 10, 10, 10, 10, 10, 10 ], [ -20723, -4462, -23783, -35124, -6004, -39291 ], [ 1.968456, 1.921962, 1.977555, 1.689348, 1.852116, 1.65857 ], [ 59, 30, 29, 59, 30, 29 ], [ 31, 18, 13, 31, 18, 13 ], [ 28, 12, 16, 28, 12, 16 ], [ 52.542373, 60, 44.827586, 52.542373, 60, 44.827586 ], [ 1.77796, 1.281308, 2.433914, 1.525863, 1.234744, 2.041317 ], [ 30967, 8476, 30967, 36262, 14400, 36262 ], [ -14152, -2820, -14152, -25102, -3831, -25102 ], [ 416, 41, 803, 416, 41, 803 ], [ 404, 56, 885, 404, 56, 885 ], [ 429, 18, 737, 429, 18, 737 ], [ 24545, 1235, 23310, 24545, 1235, 23310 ], [ 0, 0, 11.461602, 0, 0, 11.461602 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -167847, -139464, 339419, -168971, -93123, 300376 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736727300000, "first_datapoint_time": 1736869500000, "last_datapoint_time": 1759226400000, "evaluation_time": 1759227582390, "expiration_time": 1765706400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 105, "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) |
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