Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87593.5514 | 39778.2064 | 47815.345 | 87165.1403 | 47980.4332 | 39184.7071 |
Total P&L (%) | 87.5936 | 39.7782 | 47.8153 | 87.1651 | 47.9804 | 39.1847 |
Avg Daily Profit (%) | 0.3364 | 0.1527 | 0.1836 | 0.241 | 0.1506 | 0.127 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36892 | -39761 | -42739 | -82827 | -48056 | -92782 |
Profit Factor | 1.4049 | 1.3404 | 1.4808 | 1.2294 | 1.2364 | 1.2213 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 46.1538 | 42.2222 | 50 | 46.1538 | 42.2222 | 50 |
Ratio Avg Win / Avg Loss | 1.6391 | 1.8342 | 1.4808 | 1.4342 | 1.6919 | 1.2213 |
Largest Winning Trade | 33901 | 33901 | 18512 | 45575 | 45575 | 27838 |
Largest Losing Trade | -13311 | -13311 | -8491 | -22682 | -22682 | -15590 |
Avg Bars in Trades | 269 | 291 | 247 | 269 | 291 | 247 |
Avg Bars in Winners | 328 | 352 | 308 | 328 | 352 | 308 |
Avg Bars in Losers | 218 | 246 | 185 | 218 | 246 | 185 |
Bars Traded | 24492 | 13123 | 11369 | 24492 | 13123 | 11369 |
Profit Streak | 6.5895 | 12.1728 | 6.5895 | 6.5895 | 12.1728 | 6.5895 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328946 | 113325 | 234323 | 220982 | 116042 | -26741 |
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{ "first_band": { "type": "t3", "factors": { "length": 197, "offset": 0, "a": 0.83985 } }, "second_band": { "type": "sma", "factors": { "length": 141, "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": [ [ 87593.5514324287, 39778.206435969, 47815.3449964598, 87165.1403084322, 47980.4332118158, 39184.7070966164 ], [ 87.593551, 39.778206, 47.815345, 87.16514, 47.980433, 39.184707 ], [ 0.336355, 0.152746, 0.183609, 0.240986, 0.150605, 0.127042 ], [ 10, 10, 10, 10, 10, 10 ], [ -36892, -39761, -42739, -82827, -48056, -92782 ], [ 1.4049, 1.34035, 1.480754, 1.229354, 1.236392, 1.221286 ], [ 91, 45, 46, 91, 45, 46 ], [ 42, 19, 23, 42, 19, 23 ], [ 49, 26, 23, 49, 26, 23 ], [ 46.153846, 42.222222, 50, 46.153846, 42.222222, 50 ], [ 1.63905, 1.834163, 1.480754, 1.434246, 1.691905, 1.221286 ], [ 33901, 33901, 18512, 45575, 45575, 27838 ], [ -13311, -13311, -8491, -22682, -22682, -15590 ], [ 269, 291, 247, 269, 291, 247 ], [ 328, 352, 308, 328, 352, 308 ], [ 218, 246, 185, 218, 246, 185 ], [ 24492, 13123, 11369, 24492, 13123, 11369 ], [ 6.589513, 12.172846, 6.589513, 6.589513, 12.172846, 6.589513 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 328946, 113325, 234323, 220982, 116042, -26741 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735735500000, "first_datapoint_time": 1735911900000, "last_datapoint_time": 1758234600000, "evaluation_time": 1758235133917, "expiration_time": 1764714600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 197, "offset": 0, "a": 0.83985 } }, "second_band": { "type": "sma", "factors": { "length": 141, "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) |
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