Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157548.9692 | 75370.7696 | 82178.1996 | 261692.5402 | 162376.997 | 99315.5432 |
Total P&L (%) | 157.549 | 75.3708 | 82.1782 | 261.6925 | 162.377 | 99.3155 |
Avg Daily Profit (%) | 0.605 | 0.2894 | 0.3156 | 0.4949 | 0.3711 | 0.2652 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43611 | -38856 | -30352 | -76573 | -60300 | -55806 |
Profit Factor | 1.4921 | 1.4617 | 1.5237 | 1.4388 | 1.5518 | 1.3287 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 94 | 43 | 51 | 94 | 43 | 51 |
Losing Trades | 150 | 79 | 71 | 150 | 79 | 71 |
Profitability (%) | 38.5246 | 35.2459 | 41.8033 | 38.5246 | 35.2459 | 41.8033 |
Ratio Avg Win / Avg Loss | 2.381 | 2.6855 | 2.1213 | 2.2959 | 2.851 | 1.8497 |
Largest Winning Trade | 31470 | 31470 | 16201 | 58395 | 58395 | 26329 |
Largest Losing Trade | -6392 | -5916 | -6392 | -16634 | -16010 | -16634 |
Avg Bars in Trades | 101 | 100 | 101 | 101 | 100 | 101 |
Avg Bars in Winners | 171 | 174 | 168 | 171 | 174 | 168 |
Avg Bars in Losers | 57 | 59 | 54 | 57 | 59 | 54 |
Bars Traded | 24666 | 12241 | 12425 | 24666 | 12241 | 12425 |
Profit Streak | 0 | 0 | 5.1061 | 0 | 0 | 5.1061 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319321 | 115391 | 254618 | 273712 | 160339 | 196213 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736066700000, "first_datapoint_time": 1736217900000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758687467516, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 74, "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": [ [ 157548.9692107599, 75370.7696094012, 82178.1996013587, 261692.5402118372, 162376.9970423465, 99315.5431694909 ], [ 157.548969, 75.37077, 82.1782, 261.69254, 162.376997, 99.315543 ], [ 0.60498, 0.28942, 0.31556, 0.494894, 0.371093, 0.2652 ], [ 10, 10, 10, 10, 10, 10 ], [ -43611, -38856, -30352, -76573, -60300, -55806 ], [ 1.492121, 1.461737, 1.52373, 1.438776, 1.551812, 1.328693 ], [ 244, 122, 122, 244, 122, 122 ], [ 94, 43, 51, 94, 43, 51 ], [ 150, 79, 71, 150, 79, 71 ], [ 38.52459, 35.245902, 41.803279, 38.52459, 35.245902, 41.803279 ], [ 2.381045, 2.685518, 2.121271, 2.295919, 2.851003, 1.849749 ], [ 31470, 31470, 16201, 58395, 58395, 26329 ], [ -6392, -5916, -6392, -16634, -16010, -16634 ], [ 101, 100, 101, 101, 100, 101 ], [ 171, 174, 168, 171, 174, 168 ], [ 57, 59, 54, 57, 59, 54 ], [ 24666, 12241, 12425, 24666, 12241, 12425 ], [ 0, 0, 5.106105, 0, 0, 5.106105 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319321, 115391, 254618, 273712, 160339, 196213 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736066700000, "first_datapoint_time": 1736217900000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758687467516, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 74, "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) |
---|