Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153100.2884 | 78125.4577 | 74974.8307 | 232626.8868 | 133274.9567 | 99351.9301 |
Total P&L (%) | 153.1003 | 78.1255 | 74.9748 | 232.6269 | 133.275 | 99.3519 |
Avg Daily Profit (%) | 0.5879 | 0.3 | 0.2879 | 0.4626 | 0.3258 | 0.2653 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49808 | -35652 | -26002 | -134012 | -88257 | -64250 |
Profit Factor | 1.6406 | 1.6296 | 1.6525 | 1.4476 | 1.4924 | 1.3989 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Profitability (%) | 35.2 | 34.9206 | 35.4839 | 35.2 | 34.9206 | 35.4839 |
Ratio Avg Win / Avg Loss | 3.0203 | 3.037 | 3.0045 | 2.6649 | 2.7812 | 2.5435 |
Largest Winning Trade | 32276 | 32276 | 24787 | 78229 | 78229 | 32210 |
Largest Losing Trade | -9375 | -9375 | -8582 | -18855 | -15387 | -18855 |
Avg Bars in Trades | 195 | 195 | 195 | 195 | 195 | 195 |
Avg Bars in Winners | 338 | 348 | 327 | 338 | 348 | 327 |
Avg Bars in Losers | 118 | 112 | 123 | 118 | 112 | 123 |
Bars Traded | 24433 | 12288 | 12145 | 24433 | 12288 | 12145 |
Profit Streak | 19.0157 | 21.2969 | 19.0157 | 19.0157 | 21.2969 | 19.0157 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316538 | -141189 | -148931 | 241619 | -141683 | -150455 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736466300000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758873156088, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 248, "offset": 18 } }, "second_band": { "type": "kcb", "factors": { "length": 150, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 153100.2883664668, 78125.4576988623, 74974.8306676046, 232626.8868078411, 133274.9566600888, 99351.9301477524 ], [ 153.100288, 78.125458, 74.974831, 232.626887, 133.274957, 99.35193 ], [ 0.587898, 0.299998, 0.2879, 0.462572, 0.325792, 0.26527 ], [ 10, 10, 10, 10, 10, 10 ], [ -49808, -35652, -26002, -134012, -88257, -64250 ], [ 1.64063, 1.629635, 1.652502, 1.447574, 1.492358, 1.398902 ], [ 125, 63, 62, 125, 63, 62 ], [ 44, 22, 22, 44, 22, 22 ], [ 81, 41, 40, 81, 41, 40 ], [ 35.2, 34.920635, 35.483871, 35.2, 34.920635, 35.483871 ], [ 3.02025, 3.037047, 3.004549, 2.664853, 2.781213, 2.543459 ], [ 32276, 32276, 24787, 78229, 78229, 32210 ], [ -9375, -9375, -8582, -18855, -15387, -18855 ], [ 195, 195, 195, 195, 195, 195 ], [ 338, 348, 327, 338, 348, 327 ], [ 118, 112, 123, 118, 112, 123 ], [ 24433, 12288, 12145, 24433, 12288, 12145 ], [ 19.015695, 21.296945, 19.015695, 19.015695, 21.296945, 19.015695 ], [ 5, 3, 2, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 316538, -141189, -148931, 241619, -141683, -150455 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736466300000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758873156088, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 248, "offset": 18 } }, "second_band": { "type": "kcb", "factors": { "length": 150, "offset": 0, "scalar": 2 } } }
# | 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) |
---|