Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97773.856 | 20095.1136 | 77678.7423 | 127475.7846 | 36856.1508 | 90619.6338 |
Total P&L (%) | 97.7739 | 20.0951 | 77.6787 | 127.4758 | 36.8562 | 90.6196 |
Avg Daily Profit (%) | 0.3754 | 0.0772 | 0.2983 | 0.3161 | 0.1206 | 0.248 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31616 | -32450 | -15210 | -32058 | -31058 | -27685 |
Profit Factor | 1.5964 | 1.1913 | 2.3189 | 1.5522 | 1.2741 | 1.94 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 71.4286 | 67.3077 | 75.4717 | 71.4286 | 67.3077 | 75.4717 |
Ratio Avg Win / Avg Loss | 0.6386 | 0.5786 | 0.7537 | 0.6209 | 0.6189 | 0.6305 |
Largest Winning Trade | 8228 | 8228 | 7201 | 14845 | 14087 | 14845 |
Largest Losing Trade | -28541 | -28541 | -10986 | -27216 | -27216 | -21274 |
Avg Bars in Trades | 226 | 237 | 216 | 226 | 237 | 216 |
Avg Bars in Winners | 133 | 134 | 132 | 133 | 134 | 132 |
Avg Bars in Losers | 459 | 448 | 472 | 459 | 448 | 472 |
Bars Traded | 23811 | 12351 | 11460 | 23811 | 12351 | 11460 |
Profit Streak | 13.4339 | 27.5901 | 13.4339 | 13.4339 | 27.5901 | 13.4339 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445207 | -286229 | -167446 | 417224 | -214014 | -168607 |
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736409600000, "last_datapoint_time": 1758726900000, "evaluation_time": 1759037087409, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 203, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 97773.8559827638, 20095.1136496136, 77678.7423331502, 127475.7846026946, 36856.1508430797, 90619.633759615 ], [ 97.773856, 20.095114, 77.678742, 127.475785, 36.856151, 90.619634 ], [ 0.375447, 0.077164, 0.298283, 0.316094, 0.120555, 0.248026 ], [ 10, 10, 10, 10, 10, 10 ], [ -31616, -32450, -15210, -32058, -31058, -27685 ], [ 1.596378, 1.191288, 2.318941, 1.552189, 1.274131, 1.939957 ], [ 105, 52, 53, 105, 52, 53 ], [ 75, 35, 40, 75, 35, 40 ], [ 30, 17, 13, 30, 17, 13 ], [ 71.428571, 67.307692, 75.471698, 71.428571, 67.307692, 75.471698 ], [ 0.638551, 0.578626, 0.753656, 0.620876, 0.618864, 0.630486 ], [ 8228, 8228, 7201, 14845, 14087, 14845 ], [ -28541, -28541, -10986, -27216, -27216, -21274 ], [ 226, 237, 216, 226, 237, 216 ], [ 133, 134, 132, 133, 134, 132 ], [ 459, 448, 472, 459, 448, 472 ], [ 23811, 12351, 11460, 23811, 12351, 11460 ], [ 13.433882, 27.590132, 13.433882, 13.433882, 27.590132, 13.433882 ], [ 2, 4, 1, 2, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 445207, -286229, -167446, 417224, -214014, -168607 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736409600000, "last_datapoint_time": 1758726900000, "evaluation_time": 1759037087409, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 203, "offset": 0, "scalar": 3 } } }
# | 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) |
---|