Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85705.5293 | 62994.4682 | 22711.0611 | 118485.3216 | 88805.5768 | 29679.7448 |
Total P&L (%) | 85.7055 | 62.9945 | 22.7111 | 118.4853 | 88.8056 | 29.6797 |
Avg Daily Profit (%) | 0.9873 | 0.7257 | 0.2616 | 0.9044 | 0.7348 | 0.2998 |
Buy And Hold Return (%) | 32.6813 | 32.6813 | 32.6813 | 32.6813 | 32.6813 | 32.6813 |
Max Trade Drawdown | -12119 | -7597 | -12954 | -23751 | -12480 | -18418 |
Profit Factor | 2.1595 | 3.0866 | 1.5194 | 2.0468 | 2.9481 | 1.439 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 43.662 | 45.7143 | 41.6667 | 43.662 | 45.7143 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.7865 | 3.6654 | 2.1271 | 2.641 | 3.5009 | 2.0147 |
Largest Winning Trade | 18021 | 18021 | 11867 | 22735 | 22735 | 17532 |
Largest Losing Trade | -7104 | -4636 | -7104 | -13137 | -8713 | -13137 |
Avg Bars in Trades | 344 | 372 | 316 | 344 | 372 | 316 |
Avg Bars in Winners | 576 | 590 | 560 | 576 | 590 | 560 |
Avg Bars in Losers | 164 | 189 | 142 | 164 | 189 | 142 |
Bars Traded | 24447 | 13051 | 11396 | 24447 | 13051 | 11396 |
Profit Streak | 0 | 3.6685 | 0 | 0 | 3.6685 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82115 | 243627 | -160283 | -81513 | 371161 | -160448 |
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{ "first_band": { "type": "dema", "factors": { "length": 216, "offset": 231 } }, "second_band": { "type": "rma", "factors": { "length": 45, "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": [ [ 85705.5292616163, 62994.4681600454, 22711.0611015709, 118485.3216396714, 88805.5767934436, 29679.7448462278 ], [ 85.705529, 62.994468, 22.711061, 118.485322, 88.805577, 29.679745 ], [ 0.987277, 0.725659, 0.261618, 0.904363, 0.7348, 0.299835 ], [ 32.681268, 32.681268, 32.681268, 32.681268, 32.681268, 32.681268 ], [ -12119, -7597, -12954, -23751, -12480, -18418 ], [ 2.1595, 3.086624, 1.519392, 2.046813, 2.948122, 1.43904 ], [ 71, 35, 36, 71, 35, 36 ], [ 31, 16, 15, 31, 16, 15 ], [ 40, 19, 21, 40, 19, 21 ], [ 43.661972, 45.714286, 41.666667, 43.661972, 45.714286, 41.666667 ], [ 2.786452, 3.665367, 2.127148, 2.641049, 3.500895, 2.014655 ], [ 18021, 18021, 11867, 22735, 22735, 17532 ], [ -7104, -4636, -7104, -13137, -8713, -13137 ], [ 344, 372, 316, 344, 372, 316 ], [ 576, 590, 560, 576, 590, 560 ], [ 164, 189, 142, 164, 189, 142 ], [ 24447, 13051, 11396, 24447, 13051, 11396 ], [ 0, 3.668497, 0, 0, 3.668497, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -82115, 243627, -160283, -81513, 371161, -160448 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1749964200000, "first_datapoint_time": 1750098000000, "last_datapoint_time": 1757463900000, "evaluation_time": 1757464058134, "expiration_time": 1763943900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 216, "offset": 231 } }, "second_band": { "type": "rma", "factors": { "length": 45, "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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