Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130258.0166 | 62122.7617 | 68135.2549 | 172637.8373 | 94184.33 | 78453.5072 |
Total P&L (%) | 130.258 | 62.1228 | 68.1353 | 172.6378 | 94.1843 | 78.4535 |
Avg Daily Profit (%) | 0.5002 | 0.2385 | 0.2616 | 0.3859 | 0.2552 | 0.2226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53849 | -56168 | -39088 | -51510 | -54817 | -35343 |
Profit Factor | 1.4382 | 1.4001 | 1.4799 | 1.5813 | 1.6203 | 1.5405 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 101 | 52 | 49 | 101 | 52 | 49 |
Profitability (%) | 41.954 | 40.2299 | 43.6782 | 41.954 | 40.2299 | 43.6782 |
Ratio Avg Win / Avg Loss | 1.9899 | 2.0802 | 1.9083 | 2.1878 | 2.4073 | 1.9865 |
Largest Winning Trade | 33112 | 33112 | 17180 | 37466 | 37466 | 20663 |
Largest Losing Trade | -10980 | -9554 | -10980 | -16606 | -9501 | -16606 |
Avg Bars in Trades | 141 | 143 | 140 | 141 | 143 | 140 |
Avg Bars in Winners | 219 | 222 | 216 | 219 | 222 | 216 |
Avg Bars in Losers | 85 | 89 | 81 | 85 | 89 | 81 |
Bars Traded | 24705 | 12462 | 12243 | 24705 | 12462 | 12243 |
Profit Streak | 10.4084 | 14.7001 | 10.4084 | 10.4084 | 14.7001 | 10.4084 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366952 | 187449 | 260693 | 363257 | 256843 | 266514 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735930800000, "first_datapoint_time": 1736088300000, "last_datapoint_time": 1758429900000, "evaluation_time": 1758430085931, "expiration_time": 1764909900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 101, "offset": 0, "a": 0.69804 } }, "second_band": { "type": "hma", "factors": { "length": 165, "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": [ [ 130258.0165871578, 62122.7616507922, 68135.2549363656, 172637.8372711547, 94184.3300270964, 78453.5072440584 ], [ 130.258017, 62.122762, 68.135255, 172.637837, 94.18433, 78.453507 ], [ 0.500184, 0.238548, 0.261636, 0.38588, 0.255159, 0.222641 ], [ 10, 10, 10, 10, 10, 10 ], [ -53849, -56168, -39088, -51510, -54817, -35343 ], [ 1.438225, 1.400138, 1.479872, 1.581298, 1.620266, 1.540531 ], [ 174, 87, 87, 174, 87, 87 ], [ 73, 35, 38, 73, 35, 38 ], [ 101, 52, 49, 101, 52, 49 ], [ 41.954023, 40.229885, 43.678161, 41.954023, 40.229885, 43.678161 ], [ 1.989873, 2.080205, 1.908255, 2.187824, 2.407252, 1.986474 ], [ 33112, 33112, 17180, 37466, 37466, 20663 ], [ -10980, -9554, -10980, -16606, -9501, -16606 ], [ 141, 143, 140, 141, 143, 140 ], [ 219, 222, 216, 219, 222, 216 ], [ 85, 89, 81, 85, 89, 81 ], [ 24705, 12462, 12243, 24705, 12462, 12243 ], [ 10.408402, 14.700069, 10.408402, 10.408402, 14.700069, 10.408402 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 366952, 187449, 260693, 363257, 256843, 266514 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735930800000, "first_datapoint_time": 1736088300000, "last_datapoint_time": 1758429900000, "evaluation_time": 1758430085931, "expiration_time": 1764909900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 101, "offset": 0, "a": 0.69804 } }, "second_band": { "type": "hma", "factors": { "length": 165, "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) |
---|