Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273460.2216 | 209235.2183 | 64225.0033 | 579212.2838 | 396447.9181 | 182764.3657 |
Total P&L (%) | 273.4602 | 209.2352 | 64.225 | 579.2123 | 396.4479 | 182.7644 |
Avg Daily Profit (%) | 0.525 | 0.4017 | 0.1233 | 0.3685 | 0.3081 | 0.1998 |
Buy And Hold Return (%) | 96.8034 | 96.8034 | 96.8034 | 96.8034 | 96.8034 | 96.8034 |
Max Trade Drawdown | -38518 | -46801 | -25201 | -320866 | -280489 | -191758 |
Profit Factor | 1.4594 | 1.6803 | 1.2233 | 1.2115 | 1.2681 | 1.145 |
Total Trades | 366 | 183 | 183 | 366 | 183 | 183 |
Winning Trades | 166 | 84 | 82 | 166 | 84 | 82 |
Losing Trades | 200 | 99 | 101 | 200 | 99 | 101 |
Profitability (%) | 45.3552 | 45.9016 | 44.8087 | 45.3552 | 45.9016 | 44.8087 |
Ratio Avg Win / Avg Loss | 1.7584 | 1.9803 | 1.5067 | 1.4596 | 1.4946 | 1.4103 |
Largest Winning Trade | 85243 | 85243 | 24710 | 216664 | 216664 | 81339 |
Largest Losing Trade | -12181 | -12181 | -12018 | -95160 | -72659 | -95160 |
Avg Bars in Trades | 67 | 68 | 66 | 67 | 68 | 66 |
Avg Bars in Winners | 85 | 83 | 87 | 85 | 83 | 87 |
Avg Bars in Losers | 53 | 56 | 50 | 53 | 56 | 50 |
Bars Traded | 24805 | 12607 | 12198 | 24805 | 12607 | 12198 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318245 | 178421 | -195625 | 283731 | 163328 | -63203 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714386600000, "first_datapoint_time": 1714602600000, "last_datapoint_time": 1759384800000, "evaluation_time": 1759386643688, "expiration_time": 1765864800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 112, "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": [ [ 273460.2216073404, 209235.2182873075, 64225.003320033, 579212.2838184785, 396447.9180762346, 182764.3657422432 ], [ 273.460222, 209.235218, 64.225003, 579.212284, 396.447918, 182.764366 ], [ 0.525047, 0.401734, 0.123313, 0.368506, 0.308119, 0.199774 ], [ 96.803406, 96.803406, 96.803406, 96.803406, 96.803406, 96.803406 ], [ -38518, -46801, -25201, -320866, -280489, -191758 ], [ 1.459437, 1.680288, 1.223284, 1.211474, 1.268107, 1.145023 ], [ 366, 183, 183, 366, 183, 183 ], [ 166, 84, 82, 166, 84, 82 ], [ 200, 99, 101, 200, 99, 101 ], [ 45.355191, 45.901639, 44.808743, 45.355191, 45.901639, 44.808743 ], [ 1.758358, 1.980339, 1.506728, 1.459607, 1.494555, 1.410333 ], [ 85243, 85243, 24710, 216664, 216664, 81339 ], [ -12181, -12181, -12018, -95160, -72659, -95160 ], [ 67, 68, 66, 67, 68, 66 ], [ 85, 83, 87, 85, 83, 87 ], [ 53, 56, 50, 53, 56, 50 ], [ 24805, 12607, 12198, 24805, 12607, 12198 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 318245, 178421, -195625, 283731, 163328, -63203 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714386600000, "first_datapoint_time": 1714602600000, "last_datapoint_time": 1759384800000, "evaluation_time": 1759386643688, "expiration_time": 1765864800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 112, "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) |
---|