Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 162728.5371 | 90938.4375 | 71790.0995 | 275581.5735 | 196081.4758 | 79500.0976 |
Total P&L (%) | 162.7285 | 90.9384 | 71.7901 | 275.5816 | 196.0815 | 79.5001 |
Avg Daily Profit (%) | 0.6249 | 0.3492 | 0.2757 | 0.5094 | 0.4177 | 0.2249 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66389 | -62464 | -19965 | -82220 | -64483 | -75499 |
Profit Factor | 1.7406 | 1.7085 | 1.7856 | 1.6526 | 1.8418 | 1.4199 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 44.0367 | 40 | 48.1481 | 44.0367 | 40 | 48.1481 |
Ratio Avg Win / Avg Loss | 2.212 | 2.5627 | 1.923 | 2.1002 | 2.7626 | 1.5291 |
Largest Winning Trade | 39025 | 39025 | 20075 | 55451 | 55451 | 26789 |
Largest Losing Trade | -13843 | -13843 | -10527 | -34072 | -23323 | -34072 |
Avg Bars in Trades | 224 | 243 | 205 | 224 | 243 | 205 |
Avg Bars in Winners | 300 | 318 | 285 | 300 | 318 | 285 |
Avg Bars in Losers | 165 | 193 | 131 | 165 | 193 | 131 |
Bars Traded | 24513 | 13407 | 11106 | 24513 | 13407 | 11106 |
Profit Streak | 4.1146 | 9.8959 | 0 | 4.1146 | 9.8959 | 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 | 396499 | -172101 | -170516 | 354871 | -171258 | -172409 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735506000000, "first_datapoint_time": 1735727400000, "last_datapoint_time": 1758005100000, "evaluation_time": 1758006002344, "expiration_time": 1764485100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 159, "offset": 0, "a": 0.71477 } }, "second_band": { "type": "wma", "factors": { "length": 247, "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": [ [ 162728.5370527357, 90938.4375133211, 71790.0995394147, 275581.5734686825, 196081.4758353126, 79500.0976333698 ], [ 162.728537, 90.938438, 71.7901, 275.581573, 196.081476, 79.500098 ], [ 0.62487, 0.349199, 0.27567, 0.509436, 0.417683, 0.224892 ], [ 10, 10, 10, 10, 10, 10 ], [ -66389, -62464, -19965, -82220, -64483, -75499 ], [ 1.740557, 1.708463, 1.785642, 1.652613, 1.841751, 1.419903 ], [ 109, 55, 54, 109, 55, 54 ], [ 48, 22, 26, 48, 22, 26 ], [ 61, 33, 28, 61, 33, 28 ], [ 44.036697, 40, 48.148148, 44.036697, 40, 48.148148 ], [ 2.211958, 2.562694, 1.922999, 2.100195, 2.762627, 1.529126 ], [ 39025, 39025, 20075, 55451, 55451, 26789 ], [ -13843, -13843, -10527, -34072, -23323, -34072 ], [ 224, 243, 205, 224, 243, 205 ], [ 300, 318, 285, 300, 318, 285 ], [ 165, 193, 131, 165, 193, 131 ], [ 24513, 13407, 11106, 24513, 13407, 11106 ], [ 4.11461, 9.89586, 0, 4.11461, 9.89586, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 396499, -172101, -170516, 354871, -171258, -172409 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735506000000, "first_datapoint_time": 1735727400000, "last_datapoint_time": 1758005100000, "evaluation_time": 1758006002344, "expiration_time": 1764485100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 159, "offset": 0, "a": 0.71477 } }, "second_band": { "type": "wma", "factors": { "length": 247, "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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