Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87617.6964 | 42243.0756 | 45374.6208 | 91212.5944 | 57041.2882 | 34171.3062 |
Total P&L (%) | 87.6177 | 42.2431 | 45.3746 | 91.2126 | 57.0413 | 34.1713 |
Avg Daily Profit (%) | 0.3364 | 0.1622 | 0.1742 | 0.2492 | 0.1735 | 0.1129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29481 | -23159 | -38139 | -58735 | -37535 | -73131 |
Profit Factor | 1.5445 | 1.7948 | 1.4211 | 1.3253 | 1.6221 | 1.1811 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Profitability (%) | 45.0704 | 51.4286 | 38.8889 | 45.0704 | 51.4286 | 38.8889 |
Ratio Avg Win / Avg Loss | 1.8824 | 1.6951 | 2.2331 | 1.6153 | 1.532 | 1.856 |
Largest Winning Trade | 35804 | 22755 | 35804 | 42231 | 31687 | 42231 |
Largest Losing Trade | -13097 | -13097 | -9719 | -21967 | -21967 | -17968 |
Avg Bars in Trades | 345 | 108 | 576 | 345 | 108 | 576 |
Avg Bars in Winners | 532 | 146 | 1028 | 532 | 146 | 1028 |
Avg Bars in Losers | 192 | 68 | 288 | 192 | 68 | 288 |
Bars Traded | 24546 | 3798 | 20748 | 24546 | 3798 | 20748 |
Profit Streak | 0 | 25.4169 | 0 | 0 | 25.4169 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83113 | 321259 | 67410 | -85198 | 354449 | -70876 |
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{ "first_band": { "type": "kcu", "factors": { "length": 186, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 156, "offset": 0, "std": 1.36477 } } }
{ "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": [ [ 87617.6964402425, 42243.0756084639, 45374.6208317786, 91212.5943656573, 57041.2881589201, 34171.3062067372 ], [ 87.617696, 42.243076, 45.374621, 91.212594, 57.041288, 34.171306 ], [ 0.336448, 0.162211, 0.174236, 0.249222, 0.173462, 0.112938 ], [ 10, 10, 10, 10, 10, 10 ], [ -29481, -23159, -38139, -58735, -37535, -73131 ], [ 1.544494, 1.794763, 1.421055, 1.325337, 1.622135, 1.18111 ], [ 71, 35, 36, 71, 35, 36 ], [ 32, 18, 14, 32, 18, 14 ], [ 39, 17, 22, 39, 17, 22 ], [ 45.070423, 51.428571, 38.888889, 45.070423, 51.428571, 38.888889 ], [ 1.882352, 1.695054, 2.233087, 1.615254, 1.532017, 1.856029 ], [ 35804, 22755, 35804, 42231, 31687, 42231 ], [ -13097, -13097, -9719, -21967, -21967, -17968 ], [ 345, 108, 576, 345, 108, 576 ], [ 532, 146, 1028, 532, 146, 1028 ], [ 192, 68, 288, 192, 68, 288 ], [ 24546, 3798, 20748, 24546, 3798, 20748 ], [ 0, 25.416856, 0, 0, 25.416856, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -83113, 321259, 67410, -85198, 354449, -70876 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735731900000, "first_datapoint_time": 1735898400000, "last_datapoint_time": 1758231000000, "evaluation_time": 1758231916381, "expiration_time": 1764711000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 186, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 156, "offset": 0, "std": 1.36477 } } }
# | 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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