Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103798.5127 | 76184.2422 | 27614.2705 | 153091.3692 | 104038.742 | 49052.6272 |
Total P&L (%) | 103.7985 | 76.1842 | 27.6143 | 153.0914 | 104.0387 | 49.0526 |
Avg Daily Profit (%) | 1.1957 | 0.8776 | 0.3181 | 1.0754 | 0.8249 | 0.4608 |
Buy And Hold Return (%) | 47.2299 | 47.2299 | 47.2299 | 47.2299 | 47.2299 | 47.2299 |
Max Trade Drawdown | -19019 | -19525 | -11119 | -31807 | -30651 | -18614 |
Profit Factor | 2.2853 | 2.4033 | 2.0432 | 2.0757 | 2.0725 | 2.0828 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 55.5556 | 51.6129 | 59.375 | 55.5556 | 51.6129 | 59.375 |
Ratio Avg Win / Avg Loss | 1.8282 | 2.2531 | 1.398 | 1.6606 | 1.9429 | 1.425 |
Largest Winning Trade | 21488 | 21488 | 8464 | 35677 | 35677 | 19750 |
Largest Losing Trade | -7501 | -7501 | -7206 | -14469 | -14469 | -12483 |
Avg Bars in Trades | 384 | 602 | 173 | 384 | 602 | 173 |
Avg Bars in Winners | 436 | 695 | 219 | 436 | 695 | 219 |
Avg Bars in Losers | 319 | 504 | 106 | 319 | 504 | 106 |
Bars Traded | 24249 | 18686 | 5563 | 24249 | 18686 | 5563 |
Profit Streak | 2.0199 | 0 | 8.1241 | 2.0199 | 0 | 8.1241 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142409 | 221369 | -154008 | -140244 | 338277 | -140706 |
{ "trading_pair": "DOGE_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1751066400000, "first_datapoint_time": 1751125500000, "last_datapoint_time": 1758566100000, "evaluation_time": 1758657820555, "expiration_time": 1765046100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 198, "offset": 0, "a": 0.74629 } }, "second_band": { "type": "kcu", "factors": { "length": 149, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 103798.512734773, 76184.2422318446, 27614.2705029284, 153091.3691523456, 104038.741960631, 49052.6271917146 ], [ 103.798513, 76.184242, 27.614271, 153.091369, 104.038742, 49.052627 ], [ 1.195698, 0.877598, 0.3181, 1.075411, 0.824878, 0.460832 ], [ 47.229925, 47.229925, 47.229925, 47.229925, 47.229925, 47.229925 ], [ -19019, -19525, -11119, -31807, -30651, -18614 ], [ 2.285276, 2.40333, 2.043168, 2.075737, 2.072457, 2.08276 ], [ 63, 31, 32, 63, 31, 32 ], [ 35, 16, 19, 35, 16, 19 ], [ 28, 15, 13, 28, 15, 13 ], [ 55.555556, 51.612903, 59.375, 55.555556, 51.612903, 59.375 ], [ 1.828221, 2.253122, 1.397957, 1.660589, 1.942928, 1.425046 ], [ 21488, 21488, 8464, 35677, 35677, 19750 ], [ -7501, -7501, -7206, -14469, -14469, -12483 ], [ 384, 602, 173, 384, 602, 173 ], [ 436, 695, 219, 436, 695, 219 ], [ 319, 504, 106, 319, 504, 106 ], [ 24249, 18686, 5563, 24249, 18686, 5563 ], [ 2.019914, 0, 8.12408, 2.019914, 0, 8.12408 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -142409, 221369, -154008, -140244, 338277, -140706 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1751066400000, "first_datapoint_time": 1751125500000, "last_datapoint_time": 1758566100000, "evaluation_time": 1758657820555, "expiration_time": 1765046100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 198, "offset": 0, "a": 0.74629 } }, "second_band": { "type": "kcu", "factors": { "length": 149, "offset": 0, "scalar": 3 } } }
# | 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) |
---|