Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114010.7127 | 57743.771 | 56266.9417 | 140878.3676 | 103374.2199 | 37504.1477 |
Total P&L (%) | 114.0107 | 57.7438 | 56.2669 | 140.8784 | 103.3742 | 37.5041 |
Avg Daily Profit (%) | 0.4378 | 0.2217 | 0.2161 | 0.3381 | 0.273 | 0.1224 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31067 | -16472 | -38694 | -85637 | -32466 | -106740 |
Profit Factor | 1.6529 | 1.9798 | 1.4864 | 1.3602 | 1.8034 | 1.1429 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 44.3182 | 47.7273 | 40.9091 | 44.3182 | 47.7273 | 40.9091 |
Ratio Avg Win / Avg Loss | 2.0767 | 2.1684 | 2.147 | 1.709 | 1.9751 | 1.6509 |
Largest Winning Trade | 35512 | 27523 | 35512 | 53103 | 53103 | 46545 |
Largest Losing Trade | -13055 | -13055 | -10715 | -27362 | -23437 | -27362 |
Avg Bars in Trades | 274 | 100 | 449 | 274 | 100 | 449 |
Avg Bars in Winners | 356 | 136 | 612 | 356 | 136 | 612 |
Avg Bars in Losers | 210 | 67 | 336 | 210 | 67 | 336 |
Bars Traded | 24194 | 4434 | 19760 | 24194 | 4434 | 19760 |
Profit Streak | 4.382 | 12.6841 | 0 | 4.382 | 12.6841 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343805 | 361351 | 154954 | 256715 | 394270 | -99173 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735583400000, "first_datapoint_time": 1735897500000, "last_datapoint_time": 1758082500000, "evaluation_time": 1758083108120, "expiration_time": 1764562500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 202, "offset": 148 } }, "second_band": { "type": "kcl", "factors": { "length": 196, "offset": 227, "scalar": 5 } } }
{ "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": [ [ 114010.7127191579, 57743.7710316376, 56266.9416875204, 140878.3675658837, 103374.2198993891, 37504.1476664945 ], [ 114.010713, 57.743771, 56.266942, 140.878368, 103.37422, 37.504148 ], [ 0.437796, 0.221733, 0.216062, 0.338149, 0.272961, 0.122371 ], [ 10, 10, 10, 10, 10, 10 ], [ -31067, -16472, -38694, -85637, -32466, -106740 ], [ 1.652903, 1.979817, 1.486368, 1.360209, 1.803379, 1.142913 ], [ 88, 44, 44, 88, 44, 44 ], [ 39, 21, 18, 39, 21, 18 ], [ 49, 23, 26, 49, 23, 26 ], [ 44.318182, 47.727273, 40.909091, 44.318182, 47.727273, 40.909091 ], [ 2.076724, 2.168371, 2.146976, 1.708981, 1.975129, 1.650874 ], [ 35512, 27523, 35512, 53103, 53103, 46545 ], [ -13055, -13055, -10715, -27362, -23437, -27362 ], [ 274, 100, 449, 274, 100, 449 ], [ 356, 136, 612, 356, 136, 612 ], [ 210, 67, 336, 210, 67, 336 ], [ 24194, 4434, 19760, 24194, 4434, 19760 ], [ 4.382038, 12.684122, 0, 4.382038, 12.684122, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 343805, 361351, 154954, 256715, 394270, -99173 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735583400000, "first_datapoint_time": 1735897500000, "last_datapoint_time": 1758082500000, "evaluation_time": 1758083108120, "expiration_time": 1764562500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 202, "offset": 148 } }, "second_band": { "type": "kcl", "factors": { "length": 196, "offset": 227, "scalar": 5 } } }
# | 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) |
---|