Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117018.0829 | 95407.4176 | 21610.6653 | 194529.8239 | 160924.7733 | 33605.0505 |
Total P&L (%) | 117.0181 | 95.4074 | 21.6107 | 194.5298 | 160.9248 | 33.6051 |
Avg Daily Profit (%) | 1.348 | 1.099 | 0.2489 | 1.2521 | 1.1109 | 0.3343 |
Buy And Hold Return (%) | 71.2467 | 71.2467 | 71.2467 | 71.2467 | 71.2467 | 71.2467 |
Max Trade Drawdown | -8899 | -8514 | -9828 | -21331 | -15798 | -18853 |
Profit Factor | 3.0383 | 5.324 | 1.6114 | 2.7119 | 4.7083 | 1.4784 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Losing Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Profitability (%) | 44.9275 | 54.2857 | 35.2941 | 44.9275 | 54.2857 | 35.2941 |
Ratio Avg Win / Avg Loss | 3.7243 | 4.4833 | 2.9542 | 3.3242 | 3.9649 | 2.7105 |
Largest Winning Trade | 18845 | 18845 | 11622 | 46196 | 46196 | 19829 |
Largest Losing Trade | -7875 | -4111 | -7875 | -18853 | -7629 | -18853 |
Avg Bars in Trades | 345 | 383 | 307 | 345 | 383 | 307 |
Avg Bars in Winners | 563 | 571 | 551 | 563 | 571 | 551 |
Avg Bars in Losers | 168 | 160 | 174 | 168 | 160 | 174 |
Bars Traded | 23873 | 13420 | 10453 | 23873 | 13420 | 10453 |
Profit Streak | 4.1407 | 8.3837 | 0 | 4.1407 | 8.3837 | 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 | -100529 | -39232 | -162370 | -95320 | 545776 | -162406 |
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{ "first_band": { "type": "t3", "factors": { "length": 200, "offset": 0, "a": 0.4453 } }, "second_band": { "type": "sma", "factors": { "length": 245, "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": [ [ 117018.0828695489, 95407.4175623546, 21610.6653071944, 194529.8238709838, 160924.7733451932, 33605.0505257907 ], [ 117.018083, 95.407418, 21.610665, 194.529824, 160.924773, 33.605051 ], [ 1.347979, 1.099037, 0.248942, 1.252112, 1.110908, 0.334295 ], [ 71.246694, 71.246694, 71.246694, 71.246694, 71.246694, 71.246694 ], [ -8899, -8514, -9828, -21331, -15798, -18853 ], [ 3.038258, 5.323958, 1.611403, 2.711883, 4.708315, 1.478436 ], [ 69, 35, 34, 69, 35, 34 ], [ 31, 19, 12, 31, 19, 12 ], [ 38, 16, 22, 38, 16, 22 ], [ 44.927536, 54.285714, 35.294118, 44.927536, 54.285714, 35.294118 ], [ 3.724316, 4.483333, 2.95424, 3.324244, 3.964897, 2.710467 ], [ 18845, 18845, 11622, 46196, 46196, 19829 ], [ -7875, -4111, -7875, -18853, -7629, -18853 ], [ 345, 383, 307, 345, 383, 307 ], [ 563, 571, 551, 563, 571, 551 ], [ 168, 160, 174, 168, 160, 174 ], [ 23873, 13420, 10453, 23873, 13420, 10453 ], [ 4.140668, 8.383724, 0, 4.140668, 8.383724, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -100529, -39232, -162370, -95320, 545776, -162406 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1750375800000, "first_datapoint_time": 1750449000000, "last_datapoint_time": 1757875500000, "evaluation_time": 1757875653731, "expiration_time": 1764355500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 200, "offset": 0, "a": 0.4453 } }, "second_band": { "type": "sma", "factors": { "length": 245, "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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