Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 188166.8872 | 97149.388 | 91017.4992 | 382936.6882 | 238098.5695 | 144838.1187 |
Total P&L (%) | 188.1669 | 97.1494 | 91.0175 | 382.9367 | 238.0986 | 144.8381 |
Avg Daily Profit (%) | 0.7226 | 0.373 | 0.3495 | 0.6065 | 0.4689 | 0.3444 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46927 | -44185 | -26449 | -55553 | -46824 | -50396 |
Profit Factor | 1.6631 | 1.7057 | 1.623 | 1.7654 | 2.0752 | 1.5194 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Losing Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Profitability (%) | 44.7368 | 44.2105 | 45.2632 | 44.7368 | 44.2105 | 45.2632 |
Ratio Avg Win / Avg Loss | 2.0544 | 2.1524 | 1.9627 | 2.1808 | 2.6188 | 1.8374 |
Largest Winning Trade | 33885 | 33885 | 19939 | 51354 | 51354 | 46158 |
Largest Losing Trade | -14456 | -7151 | -14456 | -50396 | -17160 | -50396 |
Avg Bars in Trades | 129 | 129 | 129 | 129 | 129 | 129 |
Avg Bars in Winners | 191 | 193 | 188 | 191 | 193 | 188 |
Avg Bars in Losers | 79 | 78 | 80 | 79 | 78 | 80 |
Bars Traded | 24588 | 12326 | 12262 | 24588 | 12326 | 12262 |
Profit Streak | 0 | 6.3697 | 0 | 0 | 6.3697 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460440 | 326762 | 303597 | 431846 | 381919 | 282712 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735224300000, "first_datapoint_time": 1735339500000, "last_datapoint_time": 1757723400000, "evaluation_time": 1757723841396, "expiration_time": 1764203400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 235, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 129, "offset": 0, "std": 1.5328 } } }
{ "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": [ [ 188166.8872384163, 97149.3880338709, 91017.4992045454, 382936.68821531, 238098.5695442214, 144838.1186710886 ], [ 188.166887, 97.149388, 91.017499, 382.936688, 238.09857, 144.838119 ], [ 0.722552, 0.373049, 0.349503, 0.606515, 0.468866, 0.344431 ], [ 10, 10, 10, 10, 10, 10 ], [ -46927, -44185, -26449, -55553, -46824, -50396 ], [ 1.663097, 1.705694, 1.62296, 1.765438, 2.075249, 1.519414 ], [ 190, 95, 95, 190, 95, 95 ], [ 85, 42, 43, 85, 42, 43 ], [ 105, 53, 52, 105, 53, 52 ], [ 44.736842, 44.210526, 45.263158, 44.736842, 44.210526, 45.263158 ], [ 2.054414, 2.152424, 1.96265, 2.180835, 2.618767, 1.837431 ], [ 33885, 33885, 19939, 51354, 51354, 46158 ], [ -14456, -7151, -14456, -50396, -17160, -50396 ], [ 129, 129, 129, 129, 129, 129 ], [ 191, 193, 188, 191, 193, 188 ], [ 79, 78, 80, 79, 78, 80 ], [ 24588, 12326, 12262, 24588, 12326, 12262 ], [ 0, 6.369692, 0, 0, 6.369692, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 460440, 326762, 303597, 431846, 381919, 282712 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735224300000, "first_datapoint_time": 1735339500000, "last_datapoint_time": 1757723400000, "evaluation_time": 1757723841396, "expiration_time": 1764203400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 235, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 129, "offset": 0, "std": 1.5328 } } }
# | 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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