Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161948.0326 | 93224.8359 | 68723.1967 | 266578.0328 | 184189.3021 | 82388.7307 |
Total P&L (%) | 161.948 | 93.2248 | 68.7232 | 266.578 | 184.1893 | 82.3887 |
Avg Daily Profit (%) | 0.6219 | 0.358 | 0.2639 | 0.5001 | 0.4019 | 0.231 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45082 | -51269 | -29883 | -55284 | -57119 | -40942 |
Profit Factor | 1.5703 | 1.6159 | 1.5184 | 1.6468 | 1.8733 | 1.4095 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Losing Trades | 95 | 45 | 50 | 95 | 45 | 50 |
Profitability (%) | 42.0732 | 45.122 | 39.0244 | 42.0732 | 45.122 | 39.0244 |
Ratio Avg Win / Avg Loss | 2.1621 | 1.9653 | 2.3725 | 2.2674 | 2.2783 | 2.2023 |
Largest Winning Trade | 34055 | 34055 | 20774 | 54001 | 54001 | 36363 |
Largest Losing Trade | -10127 | -10127 | -7959 | -18721 | -14500 | -18721 |
Avg Bars in Trades | 151 | 156 | 146 | 151 | 156 | 146 |
Avg Bars in Winners | 228 | 222 | 234 | 228 | 222 | 234 |
Avg Bars in Losers | 95 | 101 | 89 | 95 | 101 | 89 |
Bars Traded | 24824 | 12819 | 12005 | 24824 | 12819 | 12005 |
Profit Streak | 3.3305 | 7.9034 | 0 | 3.3305 | 7.9034 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346279 | 194882 | 17624 | 318578 | 226271 | -371 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735343100000, "first_datapoint_time": 1735487100000, "last_datapoint_time": 1757842200000, "evaluation_time": 1757842851970, "expiration_time": 1764322200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 121, "offset": 0, "a": 0.83634 } }, "second_band": { "type": "dema", "factors": { "length": 161, "offset": 0 } } }
{ "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": [ [ 161948.0325580951, 93224.835894809, 68723.196663286, 266578.0327780596, 184189.3021237369, 82388.7306543225 ], [ 161.948033, 93.224836, 68.723197, 266.578033, 184.189302, 82.388731 ], [ 0.621872, 0.357979, 0.263894, 0.500072, 0.401877, 0.231036 ], [ 10, 10, 10, 10, 10, 10 ], [ -45082, -51269, -29883, -55284, -57119, -40942 ], [ 1.570348, 1.615874, 1.518369, 1.646821, 1.873266, 1.409455 ], [ 164, 82, 82, 164, 82, 82 ], [ 69, 37, 32, 69, 37, 32 ], [ 95, 45, 50, 95, 45, 50 ], [ 42.073171, 45.121951, 39.02439, 42.073171, 45.121951, 39.02439 ], [ 2.162074, 1.965253, 2.372451, 2.267362, 2.278296, 2.202273 ], [ 34055, 34055, 20774, 54001, 54001, 36363 ], [ -10127, -10127, -7959, -18721, -14500, -18721 ], [ 151, 156, 146, 151, 156, 146 ], [ 228, 222, 234, 228, 222, 234 ], [ 95, 101, 89, 95, 101, 89 ], [ 24824, 12819, 12005, 24824, 12819, 12005 ], [ 3.330462, 7.903379, 0, 3.330463, 7.903379, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 346279, 194882, 17624, 318578, 226271, -371 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735343100000, "first_datapoint_time": 1735487100000, "last_datapoint_time": 1757842200000, "evaluation_time": 1757842851970, "expiration_time": 1764322200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 121, "offset": 0, "a": 0.83634 } }, "second_band": { "type": "dema", "factors": { "length": 161, "offset": 0 } } }
# | 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) |
---|