Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105018.2678 | 83621.2632 | 21397.0047 | 156688.2018 | 125435.1114 | 31253.0904 |
Total P&L (%) | 105.0183 | 83.6213 | 21.397 | 156.6882 | 125.4351 | 31.2531 |
Avg Daily Profit (%) | 1.2097 | 0.9633 | 0.2465 | 1.0918 | 0.9408 | 0.3138 |
Buy And Hold Return (%) | 62.045 | 62.045 | 62.045 | 62.045 | 62.045 | 62.045 |
Max Trade Drawdown | -18552 | -11083 | -16021 | -30010 | -17808 | -26124 |
Profit Factor | 2.1516 | 3.1935 | 1.4032 | 1.9375 | 2.7924 | 1.3217 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 45 | 50 | 40 | 45 | 50 | 40 |
Ratio Avg Win / Avg Loss | 2.6297 | 3.1935 | 2.1048 | 2.3681 | 2.7924 | 1.9826 |
Largest Winning Trade | 19820 | 19820 | 10412 | 37062 | 37062 | 16838 |
Largest Losing Trade | -8332 | -5078 | -8332 | -16854 | -10196 | -16854 |
Avg Bars in Trades | 304 | 339 | 270 | 304 | 339 | 270 |
Avg Bars in Winners | 487 | 516 | 451 | 487 | 516 | 451 |
Avg Bars in Losers | 154 | 161 | 148 | 154 | 161 | 148 |
Bars Traded | 24367 | 13565 | 10802 | 24367 | 13565 | 10802 |
Profit Streak | 3.8197 | 4.1704 | 3.8197 | 3.8197 | 4.1704 | 3.8197 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19337 | -40573 | -162128 | -14447 | 341160 | -162051 |
{ "trading_pair": "DOGE_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1750972500000, "first_datapoint_time": 1751041800000, "last_datapoint_time": 1758472200000, "evaluation_time": 1758472521129, "expiration_time": 1764952200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 232, "offset": 0, "a": 0.605 } }, "second_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 2 } } }
{ "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": [ [ 105018.2678360558, 83621.2631851761, 21397.0046508797, 156688.2017546739, 125435.1113622503, 31253.0903924236 ], [ 105.018268, 83.621263, 21.397005, 156.688202, 125.435111, 31.25309 ], [ 1.209749, 0.963268, 0.246481, 1.091843, 0.940767, 0.31377 ], [ 62.045007, 62.045007, 62.045007, 62.045007, 62.045007, 62.045007 ], [ -18552, -11083, -16021, -30010, -17808, -26124 ], [ 2.151576, 3.193461, 1.403168, 1.937534, 2.792388, 1.321713 ], [ 80, 40, 40, 80, 40, 40 ], [ 36, 20, 16, 36, 20, 16 ], [ 44, 20, 24, 44, 20, 24 ], [ 45, 50, 40, 45, 50, 40 ], [ 2.629705, 3.193461, 2.104751, 2.368097, 2.792388, 1.982569 ], [ 19820, 19820, 10412, 37062, 37062, 16838 ], [ -8332, -5078, -8332, -16854, -10196, -16854 ], [ 304, 339, 270, 304, 339, 270 ], [ 487, 516, 451, 487, 516, 451 ], [ 154, 161, 148, 154, 161, 148 ], [ 24367, 13565, 10802, 24367, 13565, 10802 ], [ 3.819689, 4.170383, 3.819689, 3.819689, 4.170383, 3.819689 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -19337, -40573, -162128, -14447, 341160, -162051 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1750972500000, "first_datapoint_time": 1751041800000, "last_datapoint_time": 1758472200000, "evaluation_time": 1758472521129, "expiration_time": 1764952200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 232, "offset": 0, "a": 0.605 } }, "second_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 2 } } }
# | 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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