Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156655.6019 | 76793.3423 | 79862.2597 | 241644.994 | 136835.3513 | 104809.6427 |
Total P&L (%) | 156.6556 | 76.7933 | 79.8623 | 241.645 | 136.8354 | 104.8096 |
Avg Daily Profit (%) | 0.6016 | 0.2949 | 0.3067 | 0.4729 | 0.3316 | 0.2757 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33265 | -29130 | -18531 | -105273 | -61653 | -56184 |
Profit Factor | 1.611 | 1.5847 | 1.6386 | 1.4388 | 1.48 | 1.3945 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 87 | 47 | 40 | 87 | 47 | 40 |
Profitability (%) | 43.5065 | 38.961 | 48.0519 | 43.5065 | 38.961 | 48.0519 |
Ratio Avg Win / Avg Loss | 2.0919 | 2.4827 | 1.7715 | 1.8683 | 2.3187 | 1.5076 |
Largest Winning Trade | 36686 | 36686 | 25054 | 69517 | 69517 | 30540 |
Largest Losing Trade | -9729 | -9729 | -8490 | -18639 | -17439 | -18639 |
Avg Bars in Trades | 160 | 161 | 159 | 160 | 161 | 159 |
Avg Bars in Winners | 235 | 249 | 223 | 235 | 249 | 223 |
Avg Bars in Losers | 102 | 105 | 99 | 102 | 105 | 99 |
Bars Traded | 24731 | 12459 | 12272 | 24731 | 12459 | 12272 |
Profit Streak | 0 | 0 | 15.2089 | 0 | 0 | 15.2089 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395598 | -36279 | -31403 | 319777 | -36605 | -32999 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736066700000, "first_datapoint_time": 1736273700000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758575748367, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 109, "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": [ [ 156655.6019077836, 76793.3422511507, 79862.2596566329, 241644.9940031814, 136835.3512927969, 104809.6427103846 ], [ 156.655602, 76.793342, 79.86226, 241.644994, 136.835351, 104.809643 ], [ 0.60155, 0.294883, 0.306667, 0.472892, 0.331627, 0.275669 ], [ 10, 10, 10, 10, 10, 10 ], [ -33265, -29130, -18531, -105273, -61653, -56184 ], [ 1.610989, 1.584676, 1.638626, 1.438769, 1.480026, 1.394502 ], [ 154, 77, 77, 154, 77, 77 ], [ 67, 30, 37, 67, 30, 37 ], [ 87, 47, 40, 87, 47, 40 ], [ 43.506494, 38.961039, 48.051948, 43.506494, 38.961039, 48.051948 ], [ 2.091881, 2.482659, 1.771487, 1.868252, 2.318707, 1.50757 ], [ 36686, 36686, 25054, 69517, 69517, 30540 ], [ -9729, -9729, -8490, -18639, -17439, -18639 ], [ 160, 161, 159, 160, 161, 159 ], [ 235, 249, 223, 235, 249, 223 ], [ 102, 105, 99, 102, 105, 99 ], [ 24731, 12459, 12272, 24731, 12459, 12272 ], [ 0, 0, 15.208893, 0, 0, 15.208893 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 395598, -36279, -31403, 319777, -36605, -32999 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736066700000, "first_datapoint_time": 1736273700000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758575748367, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 109, "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) |
---|