Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98748.8728 | 82166.13 | 16582.7428 | 142760.5467 | 123703.784 | 19056.7627 |
Total P&L (%) | 98.7489 | 82.1661 | 16.5827 | 142.7605 | 123.7038 | 19.0568 |
Avg Daily Profit (%) | 1.1375 | 0.9465 | 0.191 | 1.0269 | 0.9318 | 0.2011 |
Buy And Hold Return (%) | 61.2898 | 61.2898 | 61.2898 | 61.2898 | 61.2898 | 61.2898 |
Max Trade Drawdown | -32824 | -19578 | -13557 | -75751 | -44769 | -31627 |
Profit Factor | 2.3916 | 3.4865 | 1.4374 | 1.9631 | 2.7519 | 1.2455 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 45.4545 | 51.5152 | 39.3939 | 45.4545 | 51.5152 | 39.3939 |
Ratio Avg Win / Avg Loss | 2.8699 | 3.2814 | 2.2113 | 2.3557 | 2.59 | 1.9162 |
Largest Winning Trade | 21514 | 21514 | 11998 | 37225 | 37225 | 21669 |
Largest Losing Trade | -6007 | -4913 | -6007 | -13670 | -12529 | -13670 |
Avg Bars in Trades | 374 | 427 | 322 | 374 | 427 | 322 |
Avg Bars in Winners | 640 | 692 | 571 | 640 | 692 | 571 |
Avg Bars in Losers | 153 | 145 | 160 | 153 | 145 | 160 |
Bars Traded | 24734 | 14102 | 10632 | 24734 | 14102 | 10632 |
Profit Streak | 4.252 | 8.2936 | 0 | 4.252 | 8.2936 | 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 | -124359 | -40632 | -162295 | -120495 | 385198 | -163381 |
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{ "first_band": { "type": "kcb", "factors": { "length": 70, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dema", "factors": { "length": 136, "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": [ [ 98748.8727982198, 82166.1299679346, 16582.7428302853, 142760.5466855194, 123703.7839669642, 19056.7627185551 ], [ 98.748873, 82.16613, 16.582743, 142.760547, 123.703784, 19.056763 ], [ 1.137529, 0.946505, 0.191023, 1.026899, 0.931803, 0.201135 ], [ 61.289757, 61.289757, 61.289757, 61.289757, 61.289757, 61.289757 ], [ -32824, -19578, -13557, -75751, -44769, -31627 ], [ 2.391614, 3.486527, 1.437361, 1.963102, 2.751859, 1.245523 ], [ 66, 33, 33, 66, 33, 33 ], [ 30, 17, 13, 30, 17, 13 ], [ 36, 16, 20, 36, 16, 20 ], [ 45.454545, 51.515152, 39.393939, 45.454545, 51.515152, 39.393939 ], [ 2.869937, 3.281437, 2.211325, 2.355723, 2.589985, 1.916189 ], [ 21514, 21514, 11998, 37225, 37225, 21669 ], [ -6007, -4913, -6007, -13670, -12529, -13670 ], [ 374, 427, 322, 374, 427, 322 ], [ 640, 692, 571, 640, 692, 571 ], [ 153, 145, 160, 153, 145, 160 ], [ 24734, 14102, 10632, 24734, 14102, 10632 ], [ 4.25198, 8.293646, 0, 4.25198, 8.293647, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -124359, -40632, -162295, -120495, 385198, -163381 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1750367400000, "first_datapoint_time": 1750407900000, "last_datapoint_time": 1757867100000, "evaluation_time": 1757867271063, "expiration_time": 1764347100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 70, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dema", "factors": { "length": 136, "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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