Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159112.7769 | 88887.3958 | 70225.3811 | 259993.6722 | 163859.02 | 96134.6522 |
Total P&L (%) | 159.1128 | 88.8874 | 70.2254 | 259.9937 | 163.859 | 96.1347 |
Avg Daily Profit (%) | 0.611 | 0.3413 | 0.2697 | 0.4931 | 0.3733 | 0.259 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29570 | -18088 | -23923 | -102920 | -57406 | -60641 |
Profit Factor | 1.8531 | 2.039 | 1.6956 | 1.5491 | 1.7834 | 1.3637 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Profitability (%) | 35.4331 | 35.9375 | 34.9206 | 35.4331 | 35.9375 | 34.9206 |
Ratio Avg Win / Avg Loss | 3.3768 | 3.6348 | 3.16 | 2.8228 | 3.1791 | 2.5415 |
Largest Winning Trade | 34926 | 32690 | 34926 | 76280 | 76280 | 48437 |
Largest Losing Trade | -8951 | -7624 | -8951 | -30609 | -18329 | -30609 |
Avg Bars in Trades | 193 | 109 | 278 | 193 | 109 | 278 |
Avg Bars in Winners | 380 | 199 | 570 | 380 | 199 | 570 |
Avg Bars in Losers | 90 | 58 | 122 | 90 | 58 | 122 |
Bars Traded | 24553 | 6991 | 17562 | 24553 | 6991 | 17562 |
Profit Streak | 8.4544 | 9.7565 | 0 | 8.4544 | 9.7565 | 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 | 309543 | -132953 | -142788 | 244483 | -133173 | -144508 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735479000000, "first_datapoint_time": 1735698600000, "last_datapoint_time": 1757978100000, "evaluation_time": 1757978661683, "expiration_time": 1764458100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 245, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 35, "offset": 0 } } }
{ "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": [ [ 159112.7768793565, 88887.3957534952, 70225.3811258613, 259993.6722479484, 163859.020047095, 96134.6522008533 ], [ 159.112777, 88.887396, 70.225381, 259.993672, 163.85902, 96.134652 ], [ 0.610985, 0.341323, 0.269662, 0.493077, 0.373264, 0.259006 ], [ 10, 10, 10, 10, 10, 10 ], [ -29570, -18088, -23923, -102920, -57406, -60641 ], [ 1.853142, 2.039045, 1.695612, 1.549124, 1.783419, 1.363718 ], [ 127, 64, 63, 127, 64, 63 ], [ 45, 23, 22, 45, 23, 22 ], [ 82, 41, 41, 82, 41, 41 ], [ 35.433071, 35.9375, 34.920635, 35.433071, 35.9375, 34.920635 ], [ 3.376837, 3.634819, 3.160004, 2.822848, 3.179138, 2.541475 ], [ 34926, 32690, 34926, 76280, 76280, 48437 ], [ -8951, -7624, -8951, -30609, -18329, -30609 ], [ 193, 109, 278, 193, 109, 278 ], [ 380, 199, 570, 380, 199, 570 ], [ 90, 58, 122, 90, 58, 122 ], [ 24553, 6991, 17562, 24553, 6991, 17562 ], [ 8.454418, 9.756501, 0, 8.454418, 9.756501, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 309543, -132953, -142788, 244483, -133173, -144508 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735479000000, "first_datapoint_time": 1735698600000, "last_datapoint_time": 1757978100000, "evaluation_time": 1757978661683, "expiration_time": 1764458100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 245, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 35, "offset": 0 } } }
# | 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) |
---|