Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234383.8394 | 177586.8777 | 56796.9616 | 398348.4914 | 306064.0345 | 92284.4569 |
Total P&L (%) | 234.3838 | 177.5869 | 56.797 | 398.3485 | 306.064 | 92.2845 |
Avg Daily Profit (%) | 0.45 | 0.341 | 0.1091 | 0.3089 | 0.2694 | 0.1256 |
Buy And Hold Return (%) | 51.1392 | 51.1392 | 51.1392 | 51.1392 | 51.1392 | 51.1392 |
Max Trade Drawdown | -69942 | -61617 | -34158 | -256039 | -227464 | -149379 |
Profit Factor | 1.3553 | 1.5708 | 1.1629 | 1.2166 | 1.3573 | 1.094 |
Total Trades | 364 | 182 | 182 | 364 | 182 | 182 |
Winning Trades | 168 | 85 | 83 | 168 | 85 | 83 |
Losing Trades | 196 | 97 | 99 | 196 | 97 | 99 |
Profitability (%) | 46.1538 | 46.7033 | 45.6044 | 46.1538 | 46.7033 | 45.6044 |
Ratio Avg Win / Avg Loss | 1.5811 | 1.7926 | 1.3871 | 1.4194 | 1.5489 | 1.3049 |
Largest Winning Trade | 65458 | 65458 | 18994 | 101283 | 101283 | 68750 |
Largest Losing Trade | -11934 | -10845 | -11934 | -55345 | -43702 | -55345 |
Avg Bars in Trades | 68 | 70 | 65 | 68 | 70 | 65 |
Avg Bars in Winners | 87 | 85 | 89 | 87 | 85 | 89 |
Avg Bars in Losers | 51 | 58 | 45 | 51 | 58 | 45 |
Bars Traded | 24790 | 12896 | 11894 | 24790 | 12896 | 11894 |
Profit Streak | 0 | 0 | 12.1344 | 0 | 0 | 12.1344 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339314 | 271132 | -220876 | 286718 | 274656 | -151472 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713567600000, "first_datapoint_time": 1713870000000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758690815929, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 55, "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": [ [ 234383.8393563408, 177586.8777373325, 56796.9616190081, 398348.4914241513, 306064.0345341213, 92284.4568900297 ], [ 234.383839, 177.586878, 56.796962, 398.348491, 306.064035, 92.284457 ], [ 0.45002, 0.340969, 0.109051, 0.308855, 0.269421, 0.12561 ], [ 51.139241, 51.139241, 51.139241, 51.139241, 51.139241, 51.139241 ], [ -69942, -61617, -34158, -256039, -227464, -149379 ], [ 1.355262, 1.570793, 1.162917, 1.216644, 1.35727, 1.093971 ], [ 364, 182, 182, 364, 182, 182 ], [ 168, 85, 83, 168, 85, 83 ], [ 196, 97, 99, 196, 97, 99 ], [ 46.153846, 46.703297, 45.604396, 46.153846, 46.703297, 45.604396 ], [ 1.58114, 1.792552, 1.387094, 1.419418, 1.548885, 1.304858 ], [ 65458, 65458, 18994, 101283, 101283, 68750 ], [ -11934, -10845, -11934, -55345, -43702, -55345 ], [ 68, 70, 65, 68, 70, 65 ], [ 87, 85, 89, 87, 85, 89 ], [ 51, 58, 45, 51, 58, 45 ], [ 24790, 12896, 11894, 24790, 12896, 11894 ], [ 0, 0, 12.134443, 0, 0, 12.134444 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 339314, 271132, -220876, 286718, 274656, -151472 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713567600000, "first_datapoint_time": 1713870000000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758690815929, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 55, "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) |
---|