Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114894.1836 | 60996.4381 | 53897.7455 | 134508.7125 | 82337.9464 | 52170.7661 |
Total P&L (%) | 114.8942 | 60.9964 | 53.8977 | 134.5087 | 82.3379 | 52.1708 |
Avg Daily Profit (%) | 0.4412 | 0.2342 | 0.207 | 0.3278 | 0.2309 | 0.1613 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62068 | -66829 | -14768 | -49760 | -50159 | -20656 |
Profit Factor | 1.4347 | 1.3704 | 1.541 | 1.5418 | 1.5544 | 1.523 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Profitability (%) | 44.8 | 46.7742 | 42.8571 | 44.8 | 46.7742 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.7678 | 1.5594 | 2.0547 | 1.8997 | 1.7688 | 2.0307 |
Largest Winning Trade | 25118 | 25118 | 18194 | 33339 | 33339 | 18413 |
Largest Losing Trade | -18582 | -18582 | -11465 | -12904 | -12904 | -11303 |
Avg Bars in Trades | 196 | 293 | 101 | 196 | 293 | 101 |
Avg Bars in Winners | 225 | 303 | 141 | 225 | 303 | 141 |
Avg Bars in Losers | 173 | 285 | 70 | 173 | 285 | 70 |
Bars Traded | 24567 | 18199 | 6368 | 24567 | 18199 | 6368 |
Profit Streak | 6.708 | 10.9268 | 6.708 | 6.708 | 10.9268 | 6.708 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351929 | -146797 | -141168 | 340610 | -145100 | -141784 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735633800000, "first_datapoint_time": 1735833600000, "last_datapoint_time": 1758132900000, "evaluation_time": 1758133772044, "expiration_time": 1764612900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 223, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 114894.1836245193, 60996.4380998159, 53897.7455247035, 134508.7125053803, 82337.9463635018, 52170.7661418785 ], [ 114.894184, 60.996438, 53.897746, 134.508713, 82.337946, 52.170766 ], [ 0.441188, 0.234223, 0.206965, 0.327824, 0.230929, 0.161344 ], [ 10, 10, 10, 10, 10, 10 ], [ -62068, -66829, -14768, -49760, -50159, -20656 ], [ 1.434697, 1.370378, 1.541026, 1.541797, 1.554412, 1.523015 ], [ 125, 62, 63, 125, 62, 63 ], [ 56, 29, 27, 56, 29, 27 ], [ 69, 33, 36, 69, 33, 36 ], [ 44.8, 46.774194, 42.857143, 44.8, 46.774194, 42.857143 ], [ 1.767752, 1.559395, 2.054702, 1.899714, 1.768814, 2.030686 ], [ 25118, 25118, 18194, 33339, 33339, 18413 ], [ -18582, -18582, -11465, -12904, -12904, -11303 ], [ 196, 293, 101, 196, 293, 101 ], [ 225, 303, 141, 225, 303, 141 ], [ 173, 285, 70, 173, 285, 70 ], [ 24567, 18199, 6368, 24567, 18199, 6368 ], [ 6.70801, 10.92676, 6.70801, 6.70801, 10.92676, 6.70801 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 351929, -146797, -141168, 340610, -145100, -141784 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735633800000, "first_datapoint_time": 1735833600000, "last_datapoint_time": 1758132900000, "evaluation_time": 1758133772044, "expiration_time": 1764612900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 223, "offset": 0, "scalar": 1 } } }
# | 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) |
---|