Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79840.3501 | 50586.4067 | 29253.9434 | 56650.5464 | 32605.9481 | 24044.5983 |
Total P&L (%) | 79.8404 | 50.5864 | 29.2539 | 56.6505 | 32.6059 | 24.0446 |
Avg Daily Profit (%) | 0.3066 | 0.1942 | 0.1123 | 0.1725 | 0.1084 | 0.0828 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45389 | -43486 | -30649 | -59435 | -53389 | -40261 |
Profit Factor | 1.2 | 1.2476 | 1.1501 | 1.1142 | 1.126 | 1.1013 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Losing Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Profitability (%) | 56.1069 | 55.7252 | 56.4886 | 56.1069 | 55.7252 | 56.4886 |
Ratio Avg Win / Avg Loss | 0.9388 | 0.9912 | 0.8859 | 0.8716 | 0.8946 | 0.8483 |
Largest Winning Trade | 33399 | 33399 | 26505 | 36598 | 36598 | 26197 |
Largest Losing Trade | -16333 | -16333 | -16044 | -20993 | -20993 | -19911 |
Avg Bars in Trades | 93 | 94 | 93 | 93 | 94 | 93 |
Avg Bars in Winners | 86 | 80 | 92 | 86 | 80 | 92 |
Avg Bars in Losers | 103 | 112 | 94 | 103 | 112 | 94 |
Bars Traded | 24594 | 12371 | 12223 | 24594 | 12371 | 12223 |
Profit Streak | 8.6432 | 9.9349 | 8.6432 | 8.6432 | 9.9349 | 8.6432 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310345 | 184953 | -103400 | -87786 | -133967 | -197485 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735555500000, "first_datapoint_time": 1735736400000, "last_datapoint_time": 1758054600000, "evaluation_time": 1758055273085, "expiration_time": 1764534600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 79, "offset": 0, "a": 0.87433 } } }
{ "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": [ [ 79840.3500831666, 50586.4066610144, 29253.9434221522, 56650.5463891394, 32605.9480885602, 24044.5983005793 ], [ 79.84035, 50.586407, 29.253943, 56.650546, 32.605948, 24.044598 ], [ 0.306583, 0.194249, 0.112334, 0.172504, 0.108427, 0.082774 ], [ 10, 10, 10, 10, 10, 10 ], [ -45389, -43486, -30649, -59435, -53389, -40261 ], [ 1.199967, 1.247551, 1.150081, 1.114175, 1.125981, 1.101302 ], [ 262, 131, 131, 262, 131, 131 ], [ 147, 73, 74, 147, 73, 74 ], [ 115, 58, 57, 115, 58, 57 ], [ 56.10687, 55.725191, 56.48855, 56.10687, 55.725191, 56.48855 ], [ 0.93875, 0.991205, 0.885873, 0.871633, 0.894615, 0.8483 ], [ 33399, 33399, 26505, 36598, 36598, 26197 ], [ -16333, -16333, -16044, -20993, -20993, -19911 ], [ 93, 94, 93, 93, 94, 93 ], [ 86, 80, 92, 86, 80, 92 ], [ 103, 112, 94, 103, 112, 94 ], [ 24594, 12371, 12223, 24594, 12371, 12223 ], [ 8.643207, 9.934874, 8.643207, 8.643207, 9.934874, 8.643207 ], [ 3, 5, 1, 3, 5, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 310345, 184953, -103400, -87786, -133967, -197485 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735555500000, "first_datapoint_time": 1735736400000, "last_datapoint_time": 1758054600000, "evaluation_time": 1758055273085, "expiration_time": 1764534600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 79, "offset": 0, "a": 0.87433 } } }
# | 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) |
---|