Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111618.1712 | 113966.8219 | -2348.6507 | 29236.0317 | 29552.1591 | -316.1274 |
Total P&L (%) | 111.6182 | 113.9668 | -2.3487 | 29.236 | 29.5522 | -0.3161 |
Avg Daily Profit (%) | 0.2143 | 0.2188 | -0.0045 | 0.0493 | 0.0497 | -0.0006 |
Buy And Hold Return (%) | 13.2832 | 13.2832 | 13.2832 | 13.2832 | 13.2832 | 13.2832 |
Max Trade Drawdown | -62955 | -67257 | -20805 | -113449 | -114525 | -19298 |
Profit Factor | 1.348 | 1.4517 | 0.9657 | 1.0775 | 1.0961 | 0.9955 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 53.913 | 49.1228 | 58.6207 | 53.913 | 49.1228 | 58.6207 |
Ratio Avg Win / Avg Loss | 1.1523 | 1.5035 | 0.6817 | 0.9211 | 1.1353 | 0.7027 |
Largest Winning Trade | 113878 | 113878 | 7029 | 102170 | 102170 | 11337 |
Largest Losing Trade | -27641 | -27641 | -17628 | -36689 | -36689 | -16058 |
Avg Bars in Trades | 208 | 388 | 32 | 208 | 388 | 32 |
Avg Bars in Winners | 196 | 409 | 21 | 196 | 409 | 21 |
Avg Bars in Losers | 223 | 367 | 48 | 223 | 367 | 48 |
Bars Traded | 24004 | 22117 | 1887 | 24004 | 22117 | 1887 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301111 | -171061 | -760284 | -269386 | -427658 | -760284 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712289600000, "first_datapoint_time": 1712500200000, "last_datapoint_time": 1757287800000, "evaluation_time": 1757288691898, "expiration_time": 1763767800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 118, "offset": 0, "scalar": 2 } }, "second_band": { "type": "t3", "factors": { "length": 74, "offset": 0, "a": 0.55072 } } }
{ "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": [ [ 111618.1712267876, 113966.8219111014, -2348.6506843136, 29236.0317316023, 29552.1591138411, -316.1273822388 ], [ 111.618171, 113.966822, -2.348651, 29.236032, 29.552159, -0.316127 ], [ 0.214308, 0.218818, -0.004509, 0.049255, 0.049724, -0.000608 ], [ 13.28322, 13.28322, 13.28322, 13.28322, 13.28322, 13.28322 ], [ -62955, -67257, -20805, -113449, -114525, -19298 ], [ 1.34797, 1.451701, 0.965695, 1.077496, 1.09612, 0.995472 ], [ 115, 57, 58, 115, 57, 58 ], [ 62, 28, 34, 62, 28, 34 ], [ 53, 29, 24, 53, 29, 24 ], [ 53.913043, 49.122807, 58.62069, 53.913043, 49.122807, 58.62069 ], [ 1.152297, 1.503548, 0.681667, 0.921085, 1.135267, 0.702686 ], [ 113878, 113878, 7029, 102170, 102170, 11337 ], [ -27641, -27641, -17628, -36689, -36689, -16058 ], [ 208, 388, 32, 208, 388, 32 ], [ 196, 409, 21, 196, 409, 21 ], [ 223, 367, 48, 223, 367, 48 ], [ 24004, 22117, 1887, 24004, 22117, 1887 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 301111, -171061, -760284, -269386, -427658, -760284 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712289600000, "first_datapoint_time": 1712500200000, "last_datapoint_time": 1757287800000, "evaluation_time": 1757288691898, "expiration_time": 1763767800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 118, "offset": 0, "scalar": 2 } }, "second_band": { "type": "t3", "factors": { "length": 74, "offset": 0, "a": 0.55072 } } }
# | 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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