Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68484.6254 | 53879.2248 | 14605.4006 | 50729.0928 | 46580.7151 | 4148.3778 |
Total P&L (%) | 68.4846 | 53.8792 | 14.6054 | 50.7291 | 46.5807 | 4.1484 |
Avg Daily Profit (%) | 0.263 | 0.2069 | 0.0561 | 0.1577 | 0.147 | 0.0156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59436 | -21633 | -58089 | -85776 | -33048 | -90101 |
Profit Factor | 1.2834 | 1.5097 | 1.1075 | 1.1443 | 1.3005 | 1.0211 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 69.8413 | 66.6667 | 73.0159 | 69.8413 | 66.6667 | 73.0159 |
Ratio Avg Win / Avg Loss | 0.5542 | 0.7549 | 0.4093 | 0.4941 | 0.6502 | 0.3774 |
Largest Winning Trade | 13175 | 13175 | 9067 | 18070 | 18070 | 11234 |
Largest Losing Trade | -26491 | -21633 | -26491 | -33047 | -27989 | -33047 |
Avg Bars in Trades | 193 | 194 | 192 | 193 | 194 | 192 |
Avg Bars in Winners | 114 | 105 | 122 | 114 | 105 | 122 |
Avg Bars in Losers | 376 | 370 | 382 | 376 | 370 | 382 |
Bars Traded | 24352 | 12233 | 12119 | 24352 | 12233 | 12119 |
Profit Streak | 8.3441 | 0 | 11.9379 | 8.3441 | 0 | 11.9379 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308059 | -139611 | -388982 | -55310 | -146005 | -681217 |
{ "trading_pair": "LINK_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736390700000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758881732845, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 172, "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": [ [ 68484.6254377866, 53879.2248225259, 14605.4006152606, 50729.092803664, 46580.715050685, 4148.377752979 ], [ 68.484625, 53.879225, 14.605401, 50.729093, 46.580715, 4.148378 ], [ 0.262978, 0.206894, 0.056084, 0.157683, 0.14695, 0.015609 ], [ 10, 10, 10, 10, 10, 10 ], [ -59436, -21633, -58089, -85776, -33048, -90101 ], [ 1.283442, 1.509723, 1.10746, 1.144296, 1.300498, 1.021106 ], [ 126, 63, 63, 126, 63, 63 ], [ 88, 42, 46, 88, 42, 46 ], [ 38, 21, 17, 38, 21, 17 ], [ 69.84127, 66.666667, 73.015873, 69.84127, 66.666667, 73.015873 ], [ 0.554214, 0.754862, 0.409279, 0.494128, 0.650249, 0.377365 ], [ 13175, 13175, 9067, 18070, 18070, 11234 ], [ -26491, -21633, -26491, -33047, -27989, -33047 ], [ 193, 194, 192, 193, 194, 192 ], [ 114, 105, 122, 114, 105, 122 ], [ 376, 370, 382, 376, 370, 382 ], [ 24352, 12233, 12119, 24352, 12233, 12119 ], [ 8.34413, 0, 11.93788, 8.34413, 0, 11.93788 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 308059, -139611, -388982, -55310, -146005, -681217 ] ] }
{ "trading_pair": "LINK_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736390700000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758881732845, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 172, "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) |
---|