Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107479.2965 | 48696.1032 | 58783.1934 | 122041.9166 | 68427.3201 | 53614.5966 |
Total P&L (%) | 107.4793 | 48.6961 | 58.7832 | 122.0419 | 68.4273 | 53.6146 |
Avg Daily Profit (%) | 0.4127 | 0.187 | 0.2257 | 0.3068 | 0.2004 | 0.165 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55907 | -58532 | -26094 | -54921 | -55280 | -28595 |
Profit Factor | 1.3464 | 1.3177 | 1.3743 | 1.318 | 1.3613 | 1.2758 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Losing Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Profitability (%) | 44.7115 | 44.2308 | 45.1923 | 44.7115 | 44.2308 | 45.1923 |
Ratio Avg Win / Avg Loss | 1.6649 | 1.6615 | 1.6667 | 1.6298 | 1.7164 | 1.5473 |
Largest Winning Trade | 22790 | 22790 | 15677 | 28407 | 28407 | 21481 |
Largest Losing Trade | -11787 | -8931 | -11787 | -16460 | -16460 | -14974 |
Avg Bars in Trades | 118 | 122 | 115 | 118 | 122 | 115 |
Avg Bars in Winners | 169 | 166 | 171 | 169 | 166 | 171 |
Avg Bars in Losers | 78 | 87 | 68 | 78 | 87 | 68 |
Bars Traded | 24710 | 12741 | 11969 | 24710 | 12741 | 11969 |
Profit Streak | 0 | 0 | 12.6304 | 0 | 0 | 12.6304 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307953 | 124122 | 241488 | 269112 | 186216 | 188720 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736066700000, "first_datapoint_time": 1736186400000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758721067486, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 120, "offset": 0, "a": 0.68002 } }, "second_band": { "type": "vwma", "factors": { "length": 134, "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": [ [ 107479.296527888, 48696.1031762784, 58783.1933516095, 122041.9166093978, 68427.3200503075, 53614.5965590904 ], [ 107.479297, 48.696103, 58.783193, 122.041917, 68.42732, 53.614597 ], [ 0.412715, 0.186991, 0.225725, 0.306781, 0.20039, 0.164976 ], [ 10, 10, 10, 10, 10, 10 ], [ -55907, -58532, -26094, -54921, -55280, -28595 ], [ 1.346384, 1.317747, 1.374331, 1.31799, 1.361259, 1.275826 ], [ 208, 104, 104, 208, 104, 104 ], [ 93, 46, 47, 93, 46, 47 ], [ 115, 58, 57, 115, 58, 57 ], [ 44.711538, 44.230769, 45.192308, 44.711538, 44.230769, 45.192308 ], [ 1.664883, 1.661507, 1.666742, 1.629773, 1.716371, 1.547279 ], [ 22790, 22790, 15677, 28407, 28407, 21481 ], [ -11787, -8931, -11787, -16460, -16460, -14974 ], [ 118, 122, 115, 118, 122, 115 ], [ 169, 166, 171, 169, 166, 171 ], [ 78, 87, 68, 78, 87, 68 ], [ 24710, 12741, 11969, 24710, 12741, 11969 ], [ 0, 0, 12.630411, 0, 0, 12.630411 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 307953, 124122, 241488, 269112, 186216, 188720 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736066700000, "first_datapoint_time": 1736186400000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758721067486, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 120, "offset": 0, "a": 0.68002 } }, "second_band": { "type": "vwma", "factors": { "length": 134, "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) |
---|