Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142696.5191 | 77853.7556 | 64842.7634 | 210062.467 | 142191.9047 | 67870.5624 |
Total P&L (%) | 142.6965 | 77.8538 | 64.8428 | 210.0625 | 142.1919 | 67.8706 |
Avg Daily Profit (%) | 0.5479 | 0.299 | 0.249 | 0.4355 | 0.3402 | 0.1991 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57495 | -62171 | -15930 | -51412 | -54214 | -32079 |
Profit Factor | 1.578 | 1.5941 | 1.5596 | 1.637 | 1.8672 | 1.4093 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Losing Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Profitability (%) | 45.4545 | 47.2222 | 43.662 | 45.4545 | 47.2222 | 43.662 |
Ratio Avg Win / Avg Loss | 1.8935 | 1.7817 | 2.0124 | 1.9644 | 2.0869 | 1.8184 |
Largest Winning Trade | 38755 | 38755 | 15683 | 41922 | 41922 | 30918 |
Largest Losing Trade | -11860 | -11860 | -9578 | -21847 | -11871 | -21847 |
Avg Bars in Trades | 169 | 185 | 153 | 169 | 185 | 153 |
Avg Bars in Winners | 232 | 238 | 227 | 232 | 238 | 227 |
Avg Bars in Losers | 117 | 138 | 96 | 117 | 138 | 96 |
Bars Traded | 24276 | 13361 | 10915 | 24276 | 13361 | 10915 |
Profit Streak | 8.6514 | 13.3598 | 8.6514 | 8.6514 | 13.3598 | 8.6514 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441214 | -68973 | -79670 | 414025 | -68068 | -80813 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735830900000, "first_datapoint_time": 1736048700000, "last_datapoint_time": 1758330000000, "evaluation_time": 1758330484508, "expiration_time": 1764810000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 243, "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": [ [ 142696.5190590993, 77853.7556315344, 64842.7634275649, 210062.46702669, 142191.9046755298, 67870.5623511601 ], [ 142.696519, 77.853756, 64.842763, 210.062467, 142.191905, 67.870562 ], [ 0.547948, 0.298955, 0.248993, 0.435476, 0.340244, 0.199116 ], [ 10, 10, 10, 10, 10, 10 ], [ -57495, -62171, -15930, -51412, -54214, -32079 ], [ 1.577953, 1.59414, 1.559646, 1.636961, 1.867236, 1.409281 ], [ 143, 72, 71, 143, 72, 71 ], [ 65, 34, 31, 65, 34, 31 ], [ 78, 38, 40, 78, 38, 40 ], [ 45.454545, 47.222222, 43.661972, 45.454545, 47.222222, 43.661972 ], [ 1.893543, 1.781686, 2.012446, 1.964353, 2.086911, 1.818427 ], [ 38755, 38755, 15683, 41922, 41922, 30918 ], [ -11860, -11860, -9578, -21847, -11871, -21847 ], [ 169, 185, 153, 169, 185, 153 ], [ 232, 238, 227, 232, 238, 227 ], [ 117, 138, 96, 117, 138, 96 ], [ 24276, 13361, 10915, 24276, 13361, 10915 ], [ 8.651441, 13.359774, 8.651441, 8.651441, 13.359774, 8.651441 ], [ 3, 3, 1, 3, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 441214, -68973, -79670, 414025, -68068, -80813 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735830900000, "first_datapoint_time": 1736048700000, "last_datapoint_time": 1758330000000, "evaluation_time": 1758330484508, "expiration_time": 1764810000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 243, "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) |
---|