Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119645.1736 | 62856.3326 | 56788.841 | 147522.2168 | 100917.1636 | 46605.0532 |
Total P&L (%) | 119.6452 | 62.8563 | 56.7888 | 147.5222 | 100.9172 | 46.6051 |
Avg Daily Profit (%) | 0.4594 | 0.2414 | 0.2181 | 0.3486 | 0.2683 | 0.147 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46407 | -47709 | -27177 | -41208 | -42163 | -27900 |
Profit Factor | 1.4055 | 1.4904 | 1.3403 | 1.4398 | 1.7269 | 1.2371 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 95 | 50 | 45 | 95 | 50 | 45 |
Profitability (%) | 43.4524 | 40.4762 | 46.4286 | 43.4524 | 40.4762 | 46.4286 |
Ratio Avg Win / Avg Loss | 1.829 | 2.1917 | 1.5465 | 1.8738 | 2.5396 | 1.4274 |
Largest Winning Trade | 30465 | 30465 | 17199 | 34188 | 34188 | 19712 |
Largest Losing Trade | -12731 | -8458 | -12731 | -23238 | -7227 | -23238 |
Avg Bars in Trades | 147 | 111 | 183 | 147 | 111 | 183 |
Avg Bars in Winners | 229 | 174 | 276 | 229 | 174 | 276 |
Avg Bars in Losers | 84 | 69 | 102 | 84 | 69 | 102 |
Bars Traded | 24780 | 9404 | 15376 | 24780 | 9404 | 15376 |
Profit Streak | 0 | 0 | 6.6805 | 0 | 0 | 6.6805 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310183 | 159415 | 212754 | 283650 | 217777 | -1149 |
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{ "first_band": { "type": "ssf", "factors": { "length": 250, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcl", "factors": { "length": 89, "offset": 245, "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": [ [ 119645.1735875798, 62856.3326200449, 56788.840967535, 147522.2168322533, 100917.1636020024, 46605.0532302509 ], [ 119.645174, 62.856333, 56.788841, 147.522217, 100.917164, 46.605053 ], [ 0.459432, 0.241365, 0.218066, 0.348633, 0.268281, 0.147014 ], [ 10, 10, 10, 10, 10, 10 ], [ -46407, -47709, -27177, -41208, -42163, -27900 ], [ 1.405472, 1.490379, 1.340262, 1.439831, 1.726925, 1.237081 ], [ 168, 84, 84, 168, 84, 84 ], [ 73, 34, 39, 73, 34, 39 ], [ 95, 50, 45, 95, 50, 45 ], [ 43.452381, 40.47619, 46.428571, 43.452381, 40.47619, 46.428571 ], [ 1.829038, 2.191735, 1.546456, 1.873753, 2.539595, 1.427401 ], [ 30465, 30465, 17199, 34188, 34188, 19712 ], [ -12731, -8458, -12731, -23238, -7227, -23238 ], [ 147, 111, 183, 147, 111, 183 ], [ 229, 174, 276, 229, 174, 276 ], [ 84, 69, 102, 84, 69, 102 ], [ 24780, 9404, 15376, 24780, 9404, 15376 ], [ 0, 0, 6.6805, 0, 0, 6.6805 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 310183, 159415, 212754, 283650, 217777, -1149 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735632000000, "first_datapoint_time": 1735711200000, "last_datapoint_time": 1758131100000, "evaluation_time": 1758131395192, "expiration_time": 1764611100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 250, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcl", "factors": { "length": 89, "offset": 245, "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) |
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