Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156366.3561 | 85026.4567 | 71339.8994 | 265583.7279 | 169342.7964 | 96240.9315 |
Total P&L (%) | 156.3664 | 85.0265 | 71.3399 | 265.5837 | 169.3428 | 96.2409 |
Avg Daily Profit (%) | 0.6004 | 0.3265 | 0.2739 | 0.499 | 0.3812 | 0.2592 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27072 | -18467 | -28191 | -83027 | -47771 | -82931 |
Profit Factor | 2.1132 | 2.3153 | 1.9409 | 1.6922 | 1.9755 | 1.4581 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 38.0282 | 41.6667 | 34.2857 | 38.0282 | 41.6667 | 34.2857 |
Ratio Avg Win / Avg Loss | 3.4437 | 3.2415 | 3.72 | 2.7577 | 2.7657 | 2.7947 |
Largest Winning Trade | 32243 | 25961 | 32243 | 75348 | 75348 | 65012 |
Largest Losing Trade | -10132 | -10132 | -8539 | -28105 | -28105 | -23429 |
Avg Bars in Trades | 345 | 173 | 523 | 345 | 173 | 523 |
Avg Bars in Winners | 652 | 301 | 1091 | 652 | 301 | 1091 |
Avg Bars in Losers | 157 | 81 | 226 | 157 | 81 | 226 |
Bars Traded | 24546 | 6232 | 18314 | 24546 | 6232 | 18314 |
Profit Streak | 7.5274 | 10.9232 | 0 | 7.5274 | 10.9232 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81587 | 328161 | 159222 | -83266 | 321380 | 99798 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735413300000, "first_datapoint_time": 1735596900000, "last_datapoint_time": 1757912400000, "evaluation_time": 1757912964728, "expiration_time": 1764392400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 205, "offset": 0, "scalar": 1 } }, "second_band": { "type": "kcl", "factors": { "length": 118, "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": [ [ 156366.3560515483, 85026.4566688212, 71339.8993827271, 265583.7278883686, 169342.7963566944, 96240.9315316741 ], [ 156.366356, 85.026457, 71.339899, 265.583728, 169.342796, 96.240932 ], [ 0.600439, 0.326497, 0.273942, 0.499023, 0.381193, 0.259214 ], [ 10, 10, 10, 10, 10, 10 ], [ -27072, -18467, -28191, -83027, -47771, -82931 ], [ 2.113188, 2.315341, 1.94085, 1.692218, 1.9755, 1.458127 ], [ 71, 36, 35, 71, 36, 35 ], [ 27, 15, 12, 27, 15, 12 ], [ 44, 21, 23, 44, 21, 23 ], [ 38.028169, 41.666667, 34.285714, 38.028169, 41.666667, 34.285714 ], [ 3.443714, 3.241478, 3.719962, 2.757688, 2.7657, 2.794743 ], [ 32243, 25961, 32243, 75348, 75348, 65012 ], [ -10132, -10132, -8539, -28105, -28105, -23429 ], [ 345, 173, 523, 345, 173, 523 ], [ 652, 301, 1091, 652, 301, 1091 ], [ 157, 81, 226, 157, 81, 226 ], [ 24546, 6232, 18314, 24546, 6232, 18314 ], [ 7.527369, 10.923203, 0, 7.52737, 10.923203, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -81587, 328161, 159222, -83266, 321380, 99798 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 205, "offset": 0, "scalar": 1 } }, "second_band": { "type": "kcl", "factors": { "length": 118, "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) |
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