Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141484.3814 | 48559.6217 | 92924.7597 | 171942.7651 | 45946.8047 | 125995.9603 |
Total P&L (%) | 141.4844 | 48.5596 | 92.9248 | 171.9428 | 45.9468 | 125.996 |
Avg Daily Profit (%) | 0.2717 | 0.0932 | 0.1784 | 0.1923 | 0.0726 | 0.1567 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54261 | -52335 | -23686 | -82711 | -56239 | -48245 |
Profit Factor | 1.3362 | 1.2332 | 1.4371 | 1.262 | 1.1434 | 1.3753 |
Total Trades | 227 | 114 | 113 | 227 | 114 | 113 |
Winning Trades | 102 | 53 | 49 | 102 | 53 | 49 |
Losing Trades | 125 | 61 | 64 | 125 | 61 | 64 |
Profitability (%) | 44.9339 | 46.4912 | 43.3628 | 44.9339 | 46.4912 | 43.3628 |
Ratio Avg Win / Avg Loss | 1.6375 | 1.4193 | 1.8771 | 1.5466 | 1.316 | 1.7963 |
Largest Winning Trade | 34219 | 18482 | 34219 | 50803 | 50803 | 43942 |
Largest Losing Trade | -20149 | -20149 | -14793 | -45202 | -45202 | -23266 |
Avg Bars in Trades | 108 | 107 | 108 | 108 | 107 | 108 |
Avg Bars in Winners | 138 | 127 | 151 | 138 | 127 | 151 |
Avg Bars in Losers | 83 | 91 | 76 | 83 | 91 | 76 |
Bars Traded | 24601 | 12289 | 12312 | 24601 | 12289 | 12312 |
Profit Streak | 4.7478 | 6.0395 | 0 | 4.7478 | 6.0395 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316023 | -71766 | 218377 | 275280 | -161970 | 198072 |
{ "trading_pair": "FIL_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714717800000, "first_datapoint_time": 1715164200000, "last_datapoint_time": 1759716000000, "evaluation_time": 1759717608909, "expiration_time": 1766196000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 108, "offset": 0, "a": 0.68266 } }, "second_band": { "type": "midprice", "factors": { "length": 249, "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": [ [ 141484.3813766486, 48559.6217262124, 92924.7596504363, 171942.7650504943, 45946.8047462993, 125995.9603041951 ], [ 141.484381, 48.559622, 92.92476, 171.942765, 45.946805, 125.99596 ], [ 0.271652, 0.093235, 0.178417, 0.192267, 0.072617, 0.15667 ], [ 10, 10, 10, 10, 10, 10 ], [ -54261, -52335, -23686, -82711, -56239, -48245 ], [ 1.336193, 1.233164, 1.437131, 1.262024, 1.143383, 1.375254 ], [ 227, 114, 113, 227, 114, 113 ], [ 102, 53, 49, 102, 53, 49 ], [ 125, 61, 64, 125, 61, 64 ], [ 44.933921, 46.491228, 43.362832, 44.933921, 46.491228, 43.362832 ], [ 1.637492, 1.419302, 1.87707, 1.546598, 1.315969, 1.796251 ], [ 34219, 18482, 34219, 50803, 50803, 43942 ], [ -20149, -20149, -14793, -45202, -45202, -23266 ], [ 108, 107, 108, 108, 107, 108 ], [ 138, 127, 151, 138, 127, 151 ], [ 83, 91, 76, 83, 91, 76 ], [ 24601, 12289, 12312, 24601, 12289, 12312 ], [ 4.747788, 6.039455, 0, 4.747788, 6.039455, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 316023, -71766, 218377, 275280, -161970, 198072 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714717800000, "first_datapoint_time": 1715164200000, "last_datapoint_time": 1759716000000, "evaluation_time": 1759717608909, "expiration_time": 1766196000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 108, "offset": 0, "a": 0.68266 } }, "second_band": { "type": "midprice", "factors": { "length": 249, "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) |
---|