Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60331.4822 | 34356.8152 | 25974.667 | 43476.6782 | 28828.7447 | 14647.9335 |
Total P&L (%) | 60.3315 | 34.3568 | 25.9747 | 43.4767 | 28.8287 | 14.6479 |
Avg Daily Profit (%) | 0.2317 | 0.1319 | 0.0997 | 0.1387 | 0.0973 | 0.0525 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53680 | -19660 | -56880 | -78754 | -22735 | -85825 |
Profit Factor | 1.2658 | 1.3196 | 1.2174 | 1.1359 | 1.1961 | 1.0847 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 86 | 42 | 44 | 86 | 42 | 44 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 71.6667 | 70 | 73.3333 | 71.6667 | 70 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.5004 | 0.5656 | 0.4427 | 0.4491 | 0.5126 | 0.3944 |
Largest Winning Trade | 17701 | 17701 | 7880 | 23088 | 23088 | 11553 |
Largest Losing Trade | -26726 | -19660 | -26726 | -31975 | -22735 | -31975 |
Avg Bars in Trades | 204 | 207 | 201 | 204 | 207 | 201 |
Avg Bars in Winners | 114 | 108 | 120 | 114 | 108 | 120 |
Avg Bars in Losers | 431 | 437 | 425 | 431 | 437 | 425 |
Bars Traded | 24537 | 12427 | 12110 | 24537 | 12427 | 12110 |
Profit Streak | 5.0369 | 12.1202 | 5.0369 | 5.0369 | 12.1202 | 5.0369 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329113 | -187558 | -231741 | -78772 | -239247 | -439331 |
{ "trading_pair": "LINK_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737495000000, "first_datapoint_time": 1737711900000, "last_datapoint_time": 1759994100000, "evaluation_time": 1759994587207, "expiration_time": 1766474100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 242, "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": [ [ 60331.4821595615, 34356.8151705493, 25974.6669890123, 43476.6782183705, 28828.7447329677, 14647.9334854029 ], [ 60.331482, 34.356815, 25.974667, 43.476678, 28.828745, 14.647933 ], [ 0.23167, 0.131928, 0.099741, 0.138719, 0.097319, 0.052504 ], [ 10, 10, 10, 10, 10, 10 ], [ -53680, -19660, -56880, -78754, -22735, -85825 ], [ 1.265838, 1.319622, 1.217441, 1.135905, 1.196072, 1.084732 ], [ 120, 60, 60, 120, 60, 60 ], [ 86, 42, 44, 86, 42, 44 ], [ 34, 18, 16, 34, 18, 16 ], [ 71.666667, 70, 73.333333, 71.666667, 70, 73.333333 ], [ 0.500448, 0.565552, 0.442706, 0.449079, 0.512602, 0.394448 ], [ 17701, 17701, 7880, 23088, 23088, 11553 ], [ -26726, -19660, -26726, -31975, -22735, -31975 ], [ 204, 207, 201, 204, 207, 201 ], [ 114, 108, 120, 114, 108, 120 ], [ 431, 437, 425, 431, 437, 425 ], [ 24537, 12427, 12110, 24537, 12427, 12110 ], [ 5.036889, 12.120222, 5.036889, 5.036889, 12.120222, 5.036889 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 329113, -187558, -231741, -78772, -239247, -439331 ] ] }
{ "trading_pair": "LINK_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737495000000, "first_datapoint_time": 1737711900000, "last_datapoint_time": 1759994100000, "evaluation_time": 1759994587207, "expiration_time": 1766474100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 242, "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) |
---|