Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109280.5204 | 75021.8985 | 34258.6218 | 122117.1503 | 82371.3044 | 39745.846 |
Total P&L (%) | 109.2805 | 75.0219 | 34.2586 | 122.1172 | 82.3713 | 39.7458 |
Avg Daily Profit (%) | 0.4355 | 0.299 | 0.1365 | 0.3186 | 0.2398 | 0.1335 |
Buy And Hold Return (%) | 22.0525 | 22.0525 | 22.0525 | 22.0525 | 22.0525 | 22.0525 |
Max Trade Drawdown | -58359 | -32559 | -39208 | -92835 | -69954 | -31074 |
Profit Factor | 1.6383 | 1.941 | 1.3745 | 1.4434 | 1.6051 | 1.2854 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Profitability (%) | 70.8861 | 72.5 | 69.2308 | 70.8861 | 72.5 | 69.2308 |
Ratio Avg Win / Avg Loss | 0.6729 | 0.7362 | 0.6109 | 0.5928 | 0.6088 | 0.5713 |
Largest Winning Trade | 24676 | 24676 | 12990 | 19394 | 18906 | 19394 |
Largest Losing Trade | -39208 | -21812 | -39208 | -64257 | -64257 | -31074 |
Avg Bars in Trades | 297 | 295 | 299 | 297 | 295 | 299 |
Avg Bars in Winners | 188 | 177 | 200 | 188 | 177 | 200 |
Avg Bars in Losers | 563 | 608 | 522 | 563 | 608 | 522 |
Bars Traded | 23510 | 11827 | 11684 | 23510 | 11827 | 11684 |
Profit Streak | 21.0004 | 31.8754 | 21.0004 | 21.0004 | 31.8754 | 21.0004 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19664 | 345477 | -20110 | -21297 | 314580 | -23090 |
{ "trading_pair": "MKR_USDT", "interval": "15m", "packets": 25000, "actual_packets": 24087, "evaluation_days": 250.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736391600000, "last_datapoint_time": 1757904300000, "evaluation_time": 1759039234253, "expiration_time": 1764147650400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 185, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 184, "offset": 0, "a": 0.08555 } } }
{ "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": [ [ 109280.5203502643, 75021.8985048925, 34258.6218453718, 122117.1503409247, 82371.304370341, 39745.8459705837 ], [ 109.28052, 75.021899, 34.258622, 122.11715, 82.371304, 39.745846 ], [ 0.435537, 0.298999, 0.136537, 0.318563, 0.239765, 0.133466 ], [ 22.05249, 22.05249, 22.05249, 22.05249, 22.05249, 22.05249 ], [ -58359, -32559, -39208, -92835, -69954, -31074 ], [ 1.638268, 1.94098, 1.374466, 1.443391, 1.605081, 1.285359 ], [ 79, 40, 39, 79, 40, 39 ], [ 56, 29, 27, 56, 29, 27 ], [ 23, 11, 12, 23, 11, 12 ], [ 70.886076, 72.5, 69.230769, 70.886076, 72.5, 69.230769 ], [ 0.67286, 0.736234, 0.610874, 0.592821, 0.608824, 0.571271 ], [ 24676, 24676, 12990, 19394, 18906, 19394 ], [ -39208, -21812, -39208, -64257, -64257, -31074 ], [ 297, 295, 299, 297, 295, 299 ], [ 188, 177, 200, 188, 177, 200 ], [ 563, 608, 522, 563, 608, 522 ], [ 23510, 11827, 11684, 23510, 11827, 11684 ], [ 21.000396, 31.875396, 21.000396, 21.000396, 31.875396, 21.000396 ], [ 3, 3, 1, 3, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -19664, 345477, -20110, -21297, 314580, -23090 ] ] }
{ "trading_pair": "MKR_USDT", "interval": "15m", "packets": 25000, "actual_packets": 24087, "evaluation_days": 250.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736391600000, "last_datapoint_time": 1757904300000, "evaluation_time": 1759039234253, "expiration_time": 1764147650400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 185, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 184, "offset": 0, "a": 0.08555 } } }
# | 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) |
---|