Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86087.0642 | 42550.708 | 43536.3562 | 110301.5777 | 46576.2259 | 63725.3518 |
Total P&L (%) | 86.0871 | 42.5507 | 43.5364 | 110.3016 | 46.5762 | 63.7254 |
Avg Daily Profit (%) | 0.3306 | 0.1634 | 0.1672 | 0.2859 | 0.1469 | 0.1895 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31140 | -32840 | -20024 | -30632 | -35101 | -18519 |
Profit Factor | 1.5728 | 1.5102 | 1.6509 | 1.6551 | 1.4744 | 1.9076 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 72.8814 | 72.8814 | 72.8814 | 72.8814 | 72.8814 | 72.8814 |
Ratio Avg Win / Avg Loss | 0.5852 | 0.5619 | 0.6143 | 0.6158 | 0.5486 | 0.7098 |
Largest Winning Trade | 11082 | 11082 | 8217 | 12895 | 12895 | 12145 |
Largest Losing Trade | -14114 | -14114 | -10718 | -15221 | -15221 | -12172 |
Avg Bars in Trades | 201 | 200 | 202 | 201 | 200 | 202 |
Avg Bars in Winners | 142 | 141 | 144 | 142 | 141 | 144 |
Avg Bars in Losers | 359 | 360 | 358 | 359 | 360 | 358 |
Bars Traded | 23805 | 11858 | 11947 | 23805 | 11858 | 11947 |
Profit Streak | 9.206 | 9.206 | 39.956 | 9.206 | 9.206 | 39.956 |
Trades During Streak | 2 | 1 | 9 | 2 | 1 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435452 | -169428 | -167673 | 431504 | -173486 | -165497 |
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{ "first_band": { "type": "bbm", "factors": { "length": 72, "offset": 0, "std": 3.54317 } }, "second_band": { "type": "t3", "factors": { "length": 237, "offset": 0, "a": 0.70457 } } }
{ "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": [ [ 86087.0642078693, 42550.7079825437, 43536.3562253255, 110301.5777239375, 46576.2259082992, 63725.3518156384 ], [ 86.087064, 42.550708, 43.536356, 110.301578, 46.576226, 63.725352 ], [ 0.33057, 0.163393, 0.167177, 0.285859, 0.146938, 0.189497 ], [ 10, 10, 10, 10, 10, 10 ], [ -31140, -32840, -20024, -30632, -35101, -18519 ], [ 1.5728, 1.510152, 1.650924, 1.65506, 1.474439, 1.907604 ], [ 118, 59, 59, 118, 59, 59 ], [ 86, 43, 43, 86, 43, 43 ], [ 32, 16, 16, 32, 16, 16 ], [ 72.881356, 72.881356, 72.881356, 72.881356, 72.881356, 72.881356 ], [ 0.585228, 0.561917, 0.614297, 0.615836, 0.548628, 0.709806 ], [ 11082, 11082, 8217, 12895, 12895, 12145 ], [ -14114, -14114, -10718, -15221, -15221, -12172 ], [ 201, 200, 202, 201, 200, 202 ], [ 142, 141, 144, 142, 141, 144 ], [ 359, 360, 358, 359, 360, 358 ], [ 23805, 11858, 11947, 23805, 11858, 11947 ], [ 9.206024, 9.206024, 39.956024, 9.206024, 9.206024, 39.956024 ], [ 2, 1, 9, 2, 1, 9 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 435452, -169428, -167673, 431504, -173486, -165497 ] ] }
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737031500000, "first_datapoint_time": 1737243900000, "last_datapoint_time": 1759530600000, "evaluation_time": 1759531300474, "expiration_time": 1766010600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 72, "offset": 0, "std": 3.54317 } }, "second_band": { "type": "t3", "factors": { "length": 237, "offset": 0, "a": 0.70457 } } }
# | 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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