Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137650.0258 | 64382.704 | 73267.3218 | 204148.0972 | 124822.4996 | 79325.5975 |
Total P&L (%) | 137.65 | 64.3827 | 73.2673 | 204.1481 | 124.8225 | 79.3256 |
Avg Daily Profit (%) | 0.5286 | 0.2472 | 0.2813 | 0.428 | 0.3116 | 0.2245 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42625 | -53430 | -18783 | -59177 | -50587 | -50568 |
Profit Factor | 1.5497 | 1.4599 | 1.6634 | 1.5855 | 1.6531 | 1.5034 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 47.7273 | 46.9697 | 48.4848 | 47.7273 | 46.9697 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.6972 | 1.6483 | 1.7674 | 1.7365 | 1.8664 | 1.5974 |
Largest Winning Trade | 20848 | 20848 | 16916 | 41082 | 41082 | 21201 |
Largest Losing Trade | -13104 | -13104 | -9809 | -22499 | -16609 | -22499 |
Avg Bars in Trades | 187 | 205 | 170 | 187 | 205 | 170 |
Avg Bars in Winners | 241 | 249 | 233 | 241 | 249 | 233 |
Avg Bars in Losers | 138 | 165 | 110 | 138 | 165 | 110 |
Bars Traded | 24758 | 13531 | 11227 | 24758 | 13531 | 11227 |
Profit Streak | 9.1814 | 14.8584 | 9.1814 | 9.1814 | 14.8584 | 9.1814 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461186 | -115719 | -113584 | 438133 | -113836 | -114783 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735942500000, "first_datapoint_time": 1736121600000, "last_datapoint_time": 1758441600000, "evaluation_time": 1758441968686, "expiration_time": 1764921600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 143, "offset": 0, "a": 0.64444 } }, "second_band": { "type": "kcb", "factors": { "length": 200, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 137650.0258391456, 64382.704036908, 73267.3218022376, 204148.097182488, 124822.4996394775, 79325.5975430105 ], [ 137.650026, 64.382704, 73.267322, 204.148097, 124.8225, 79.325598 ], [ 0.528569, 0.247226, 0.281343, 0.428048, 0.311575, 0.224517 ], [ 10, 10, 10, 10, 10, 10 ], [ -42625, -53430, -18783, -59177, -50587, -50568 ], [ 1.549651, 1.459906, 1.663408, 1.585455, 1.653075, 1.503432 ], [ 132, 66, 66, 132, 66, 66 ], [ 63, 31, 32, 63, 31, 32 ], [ 69, 35, 34, 69, 35, 34 ], [ 47.727273, 46.969697, 48.484848, 47.727273, 46.969697, 48.484848 ], [ 1.697236, 1.648281, 1.767371, 1.73645, 1.866375, 1.597397 ], [ 20848, 20848, 16916, 41082, 41082, 21201 ], [ -13104, -13104, -9809, -22499, -16609, -22499 ], [ 187, 205, 170, 187, 205, 170 ], [ 241, 249, 233, 241, 249, 233 ], [ 138, 165, 110, 138, 165, 110 ], [ 24758, 13531, 11227, 24758, 13531, 11227 ], [ 9.18135, 14.858434, 9.18135, 9.18135, 14.858434, 9.18135 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 461186, -115719, -113584, 438133, -113836, -114783 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735942500000, "first_datapoint_time": 1736121600000, "last_datapoint_time": 1758441600000, "evaluation_time": 1758441968686, "expiration_time": 1764921600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 143, "offset": 0, "a": 0.64444 } }, "second_band": { "type": "kcb", "factors": { "length": 200, "offset": 0, "scalar": 2 } } }
# | 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) |
---|