Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126449.5564 | 58825.8727 | 67623.6837 | 154744.3023 | 85982.4839 | 68761.8185 |
Total P&L (%) | 126.4496 | 58.8259 | 67.6237 | 154.7443 | 85.9825 | 68.7618 |
Avg Daily Profit (%) | 0.4856 | 0.2259 | 0.2597 | 0.3597 | 0.2385 | 0.2012 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50949 | -56425 | -44447 | -51526 | -51828 | -46869 |
Profit Factor | 1.3127 | 1.288 | 1.3379 | 1.339 | 1.3817 | 1.2973 |
Total Trades | 318 | 159 | 159 | 318 | 159 | 159 |
Winning Trades | 137 | 61 | 76 | 137 | 61 | 76 |
Losing Trades | 181 | 98 | 83 | 181 | 98 | 83 |
Profitability (%) | 43.0818 | 38.3648 | 47.7987 | 43.0818 | 38.3648 | 47.7987 |
Ratio Avg Win / Avg Loss | 1.7343 | 2.0693 | 1.4611 | 1.769 | 2.2198 | 1.4168 |
Largest Winning Trade | 36837 | 36837 | 21417 | 33001 | 33001 | 15711 |
Largest Losing Trade | -11917 | -7880 | -11917 | -15279 | -9384 | -15279 |
Avg Bars in Trades | 77 | 77 | 77 | 77 | 77 | 77 |
Avg Bars in Winners | 116 | 127 | 107 | 116 | 127 | 107 |
Avg Bars in Losers | 48 | 46 | 50 | 48 | 46 | 50 |
Bars Traded | 24722 | 12384 | 12338 | 24722 | 12384 | 12338 |
Profit Streak | 0 | 0 | 5.8295 | 0 | 0 | 5.8295 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320811 | 92753 | 286687 | 287863 | 144079 | 262483 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736066700000, "first_datapoint_time": 1736181000000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758641966858, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 54, "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": [ [ 126449.556443284, 58825.872704683, 67623.6837386012, 154744.3023371957, 85982.4838749148, 68761.8184622808 ], [ 126.449556, 58.825873, 67.623684, 154.744302, 85.982484, 68.761818 ], [ 0.48556, 0.225888, 0.259672, 0.359715, 0.238546, 0.201154 ], [ 10, 10, 10, 10, 10, 10 ], [ -50949, -56425, -44447, -51526, -51828, -46869 ], [ 1.312712, 1.288041, 1.337887, 1.338955, 1.381735, 1.297294 ], [ 318, 159, 159, 318, 159, 159 ], [ 137, 61, 76, 137, 61, 76 ], [ 181, 98, 83, 181, 98, 83 ], [ 43.081761, 38.36478, 47.798742, 43.081761, 38.36478, 47.798742 ], [ 1.734313, 2.069312, 1.461113, 1.768984, 2.219836, 1.416781 ], [ 36837, 36837, 21417, 33001, 33001, 15711 ], [ -11917, -7880, -11917, -15279, -9384, -15279 ], [ 77, 77, 77, 77, 77, 77 ], [ 116, 127, 107, 116, 127, 107 ], [ 48, 46, 50, 48, 46, 50 ], [ 24722, 12384, 12338, 24722, 12384, 12338 ], [ 0, 0, 5.829477, 0, 0, 5.829478 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 320811, 92753, 286687, 287863, 144079, 262483 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736066700000, "first_datapoint_time": 1736181000000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758641966858, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 54, "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) |
---|