Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91811.0516 | 33220.442 | 58590.6096 | 109788.8979 | 45981.5025 | 63807.3954 |
Total P&L (%) | 91.8111 | 33.2204 | 58.5906 | 109.7889 | 45.9815 | 63.8074 |
Avg Daily Profit (%) | 0.3526 | 0.1276 | 0.225 | 0.2849 | 0.1454 | 0.1897 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34553 | -19051 | -28389 | -73549 | -38703 | -62184 |
Profit Factor | 1.5168 | 1.5168 | 1.5168 | 1.3185 | 1.3726 | 1.2883 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 58.8235 | 60.7843 | 56.8627 | 58.8235 | 60.7843 | 56.8627 |
Ratio Avg Win / Avg Loss | 1.0618 | 0.9786 | 1.1507 | 0.9229 | 0.8855 | 0.9773 |
Largest Winning Trade | 24556 | 17062 | 24556 | 24167 | 23745 | 24167 |
Largest Losing Trade | -16354 | -7607 | -16354 | -37259 | -15780 | -37259 |
Avg Bars in Trades | 237 | 194 | 279 | 237 | 194 | 279 |
Avg Bars in Winners | 218 | 187 | 251 | 218 | 187 | 251 |
Avg Bars in Losers | 264 | 206 | 317 | 264 | 206 | 317 |
Bars Traded | 24217 | 9943 | 14274 | 24217 | 9943 | 14274 |
Profit Streak | 2.9421 | 6.1608 | 0 | 2.9421 | 6.1608 | 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 | 329434 | -204687 | -172078 | 204989 | -180687 | -175095 |
{ "trading_pair": "DOT_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737075600000, "first_datapoint_time": 1737291600000, "last_datapoint_time": 1759574700000, "evaluation_time": 1759575095331, "expiration_time": 1766054700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 124, "offset": 0, "a": 0.74226 } }, "second_band": { "type": "kcl", "factors": { "length": 241, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 91811.0516411921, 33220.4420119917, 58590.6096292004, 109788.8978920684, 45981.5024876089, 63807.3954044595 ], [ 91.811052, 33.220442, 58.59061, 109.788898, 45.981502, 63.807395 ], [ 0.35255, 0.127565, 0.224985, 0.284919, 0.145375, 0.189689 ], [ 10, 10, 10, 10, 10, 10 ], [ -34553, -19051, -28389, -73549, -38703, -62184 ], [ 1.516825, 1.516814, 1.516831, 1.318481, 1.372572, 1.288316 ], [ 102, 51, 51, 102, 51, 51 ], [ 60, 31, 29, 60, 31, 29 ], [ 42, 20, 22, 42, 20, 22 ], [ 58.823529, 60.784314, 56.862745, 58.823529, 60.784314, 56.862745 ], [ 1.061777, 0.97859, 1.150699, 0.922936, 0.88553, 0.977343 ], [ 24556, 17062, 24556, 24167, 23745, 24167 ], [ -16354, -7607, -16354, -37259, -15780, -37259 ], [ 237, 194, 279, 237, 194, 279 ], [ 218, 187, 251, 218, 187, 251 ], [ 264, 206, 317, 264, 206, 317 ], [ 24217, 9943, 14274, 24217, 9943, 14274 ], [ 2.942075, 6.160826, 0, 2.942076, 6.160826, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 329434, -204687, -172078, 204989, -180687, -175095 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737075600000, "first_datapoint_time": 1737291600000, "last_datapoint_time": 1759574700000, "evaluation_time": 1759575095331, "expiration_time": 1766054700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 124, "offset": 0, "a": 0.74226 } }, "second_band": { "type": "kcl", "factors": { "length": 241, "offset": 0, "scalar": 1 } } }
# | 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) |
---|