Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296520.0102 | 212037.0844 | 84482.9257 | 771895.5336 | 596506.7786 | 175388.755 |
Total P&L (%) | 296.52 | 212.0371 | 84.4829 | 771.8955 | 596.5068 | 175.3888 |
Avg Daily Profit (%) | 0.5693 | 0.4071 | 0.1622 | 0.4166 | 0.3734 | 0.1947 |
Buy And Hold Return (%) | 57.7383 | 57.7383 | 57.7383 | 57.7383 | 57.7383 | 57.7383 |
Max Trade Drawdown | -53417 | -47569 | -33229 | -461835 | -267325 | -394952 |
Profit Factor | 1.514 | 1.7241 | 1.2975 | 1.2192 | 1.3418 | 1.0987 |
Total Trades | 323 | 162 | 161 | 323 | 162 | 161 |
Winning Trades | 151 | 77 | 74 | 151 | 77 | 74 |
Losing Trades | 172 | 85 | 87 | 172 | 85 | 87 |
Profitability (%) | 46.7492 | 47.5309 | 45.9627 | 46.7492 | 47.5309 | 45.9627 |
Ratio Avg Win / Avg Loss | 1.7246 | 1.9032 | 1.5254 | 1.3888 | 1.4812 | 1.2918 |
Largest Winning Trade | 68292 | 68292 | 18733 | 334607 | 334607 | 161689 |
Largest Losing Trade | -15928 | -12231 | -15928 | -189601 | -130830 | -189601 |
Avg Bars in Trades | 76 | 78 | 74 | 76 | 78 | 74 |
Avg Bars in Winners | 93 | 91 | 95 | 93 | 91 | 95 |
Avg Bars in Losers | 61 | 66 | 57 | 61 | 66 | 57 |
Bars Traded | 24732 | 12709 | 12023 | 24732 | 12709 | 12023 |
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 | 428175 | 320752 | -15043 | 336080 | 310428 | -109260 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713567600000, "first_datapoint_time": 1714001400000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758650809801, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 242, "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": [ [ 296520.0101599508, 212037.0844164381, 84482.9257435128, 771895.5335726567, 596506.7786153443, 175388.7549573121 ], [ 296.52001, 212.037084, 84.482926, 771.895534, 596.506779, 175.388755 ], [ 0.569322, 0.407114, 0.162208, 0.416644, 0.373352, 0.194689 ], [ 57.738292, 57.738292, 57.738292, 57.738292, 57.738292, 57.738292 ], [ -53417, -47569, -33229, -461835, -267325, -394952 ], [ 1.514044, 1.724098, 1.297466, 1.219212, 1.341825, 1.098745 ], [ 323, 162, 161, 323, 162, 161 ], [ 151, 77, 74, 151, 77, 74 ], [ 172, 85, 87, 172, 85, 87 ], [ 46.749226, 47.530864, 45.962733, 46.749226, 47.530864, 45.962733 ], [ 1.724607, 1.903225, 1.5254, 1.388771, 1.481235, 1.291768 ], [ 68292, 68292, 18733, 334607, 334607, 161689 ], [ -15928, -12231, -15928, -189601, -130830, -189601 ], [ 76, 78, 74, 76, 78, 74 ], [ 93, 91, 95, 93, 91, 95 ], [ 61, 66, 57, 61, 66, 57 ], [ 24732, 12709, 12023, 24732, 12709, 12023 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 428175, 320752, -15043, 336080, 310428, -109260 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713567600000, "first_datapoint_time": 1714001400000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758650809801, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 242, "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) |
---|