Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105619.3361 | 59085.8208 | 46533.5153 | 122065.0834 | 86373.1887 | 35691.8947 |
Total P&L (%) | 105.6193 | 59.0858 | 46.5335 | 122.0651 | 86.3732 | 35.6919 |
Avg Daily Profit (%) | 0.4056 | 0.2269 | 0.1787 | 0.3068 | 0.2394 | 0.1173 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38462 | -23157 | -42362 | -92640 | -40306 | -98469 |
Profit Factor | 1.3643 | 1.5171 | 1.2649 | 1.2031 | 1.3661 | 1.0978 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Losing Trades | 109 | 52 | 57 | 109 | 52 | 57 |
Profitability (%) | 45.7711 | 48.5149 | 43 | 45.7711 | 48.5149 | 43 |
Ratio Avg Win / Avg Loss | 1.6164 | 1.61 | 1.6768 | 1.4255 | 1.4497 | 1.4552 |
Largest Winning Trade | 23507 | 23507 | 19181 | 42224 | 42224 | 39764 |
Largest Losing Trade | -10318 | -7898 | -10318 | -27190 | -18063 | -27190 |
Avg Bars in Trades | 121 | 49 | 194 | 121 | 49 | 194 |
Avg Bars in Winners | 160 | 54 | 280 | 160 | 54 | 280 |
Avg Bars in Losers | 89 | 44 | 130 | 89 | 44 | 130 |
Bars Traded | 24463 | 4964 | 19499 | 24463 | 4964 | 19499 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323222 | 265924 | 85421 | 217378 | 222734 | -156398 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735534800000, "first_datapoint_time": 1735739100000, "last_datapoint_time": 1758033900000, "evaluation_time": 1758034420932, "expiration_time": 1764513900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 79, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 105619.336109217, 59085.8207659908, 46533.5153432262, 122065.0834083663, 86373.188695686, 35691.8947126804 ], [ 105.619336, 59.085821, 46.533515, 122.065083, 86.373189, 35.691895 ], [ 0.405573, 0.226887, 0.178686, 0.306821, 0.239354, 0.11727 ], [ 10, 10, 10, 10, 10, 10 ], [ -38462, -23157, -42362, -92640, -40306, -98469 ], [ 1.364323, 1.517075, 1.264943, 1.203147, 1.366079, 1.097805 ], [ 201, 101, 100, 201, 101, 100 ], [ 92, 49, 43, 92, 49, 43 ], [ 109, 52, 57, 109, 52, 57 ], [ 45.771144, 48.514851, 43, 45.771144, 48.514851, 43 ], [ 1.616427, 1.609957, 1.676785, 1.425467, 1.449716, 1.455229 ], [ 23507, 23507, 19181, 42224, 42224, 39764 ], [ -10318, -7898, -10318, -27190, -18063, -27190 ], [ 121, 49, 194, 121, 49, 194 ], [ 160, 54, 280, 160, 54, 280 ], [ 89, 44, 130, 89, 44, 130 ], [ 24463, 4964, 19499, 24463, 4964, 19499 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 323222, 265924, 85421, 217378, 222734, -156398 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735534800000, "first_datapoint_time": 1735739100000, "last_datapoint_time": 1758033900000, "evaluation_time": 1758034420932, "expiration_time": 1764513900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 79, "offset": 0, "scalar": 3 } } }
# | 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) |
---|