Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148183.6307 | 76421.5247 | 71762.1059 | 254758.1827 | 158120.7332 | 96637.4495 |
Total P&L (%) | 148.1836 | 76.4215 | 71.7621 | 254.7582 | 158.1207 | 96.6375 |
Avg Daily Profit (%) | 0.569 | 0.2935 | 0.2756 | 0.4874 | 0.3648 | 0.26 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30570 | -15541 | -32374 | -94653 | -35984 | -96113 |
Profit Factor | 2.4452 | 2.9461 | 2.1343 | 1.8974 | 2.5379 | 1.5337 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 43.8596 | 48.2759 | 39.2857 | 43.8596 | 48.2759 | 39.2857 |
Ratio Avg Win / Avg Loss | 3.1299 | 3.1565 | 3.2984 | 2.4287 | 2.7191 | 2.3703 |
Largest Winning Trade | 30607 | 27889 | 30607 | 61433 | 61433 | 47186 |
Largest Losing Trade | -8890 | -8890 | -8592 | -28058 | -17388 | -28058 |
Avg Bars in Trades | 430 | 149 | 721 | 430 | 149 | 721 |
Avg Bars in Winners | 728 | 253 | 1333 | 728 | 253 | 1333 |
Avg Bars in Losers | 196 | 51 | 324 | 196 | 51 | 324 |
Bars Traded | 24513 | 4325 | 20188 | 24513 | 4325 | 20188 |
Profit Streak | 4.1262 | 21.4595 | 0 | 4.1262 | 21.4595 | 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 | -167951 | 467108 | -14291 | -169705 | 460695 | -15860 |
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{ "first_band": { "type": "t3", "factors": { "length": 173, "offset": 0, "a": 0.20728 } }, "second_band": { "type": "kcl", "factors": { "length": 117, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 148183.6306596996, 76421.5247173559, 71762.1059423436, 254758.1827464246, 158120.7332118231, 96637.4495346014 ], [ 148.183631, 76.421525, 71.762106, 254.758183, 158.120733, 96.63745 ], [ 0.569018, 0.293455, 0.275563, 0.487424, 0.36479, 0.259992 ], [ 10, 10, 10, 10, 10, 10 ], [ -30570, -15541, -32374, -94653, -35984, -96113 ], [ 2.4452, 2.946108, 2.134289, 1.897406, 2.537864, 1.533719 ], [ 57, 29, 28, 57, 29, 28 ], [ 25, 14, 11, 25, 14, 11 ], [ 32, 15, 17, 32, 15, 17 ], [ 43.859649, 48.275862, 39.285714, 43.859649, 48.275862, 39.285714 ], [ 3.129856, 3.156545, 3.298446, 2.42868, 2.71914, 2.370292 ], [ 30607, 27889, 30607, 61433, 61433, 47186 ], [ -8890, -8890, -8592, -28058, -17388, -28058 ], [ 430, 149, 721, 430, 149, 721 ], [ 728, 253, 1333, 728, 253, 1333 ], [ 196, 51, 324, 196, 51, 324 ], [ 24513, 4325, 20188, 24513, 4325, 20188 ], [ 4.126178, 21.459511, 0, 4.126178, 21.459511, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -167951, 467108, -14291, -169705, 460695, -15860 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735405200000, "first_datapoint_time": 1735560000000, "last_datapoint_time": 1757904300000, "evaluation_time": 1757904401760, "expiration_time": 1764384300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 173, "offset": 0, "a": 0.20728 } }, "second_band": { "type": "kcl", "factors": { "length": 117, "offset": 0, "scalar": 5 } } }
# | 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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