Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75250.1103 | 47834.1862 | 27415.9241 | 52242.9165 | 38477.415 | 13765.5016 |
Total P&L (%) | 75.2501 | 47.8342 | 27.4159 | 52.2429 | 38.4774 | 13.7655 |
Avg Daily Profit (%) | 0.289 | 0.1837 | 0.1053 | 0.1615 | 0.1251 | 0.0495 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57086 | -37476 | -39149 | -105606 | -72891 | -63669 |
Profit Factor | 1.218 | 1.2547 | 1.1741 | 1.106 | 1.1431 | 1.0614 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 96 | 44 | 52 | 96 | 44 | 52 |
Losing Trades | 102 | 55 | 47 | 102 | 55 | 47 |
Profitability (%) | 48.4848 | 44.4444 | 52.5253 | 48.4848 | 44.4444 | 52.5253 |
Ratio Avg Win / Avg Loss | 1.2941 | 1.5684 | 1.0612 | 1.1751 | 1.4289 | 0.9593 |
Largest Winning Trade | 38897 | 38897 | 14336 | 53319 | 53319 | 17022 |
Largest Losing Trade | -17125 | -17125 | -14116 | -21744 | -21744 | -20425 |
Avg Bars in Trades | 124 | 125 | 123 | 124 | 125 | 123 |
Avg Bars in Winners | 147 | 139 | 154 | 147 | 139 | 154 |
Avg Bars in Losers | 103 | 114 | 90 | 103 | 114 | 90 |
Bars Traded | 24686 | 12420 | 12266 | 24686 | 12420 | 12266 |
Profit Streak | 8.1623 | 14.4435 | 8.1623 | 8.1623 | 14.4435 | 8.1623 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308600 | 164907 | -85437 | -97250 | -93748 | -330733 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735506900000, "first_datapoint_time": 1735689600000, "last_datapoint_time": 1758006000000, "evaluation_time": 1758006519401, "expiration_time": 1764486000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 146, "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": [ [ 75250.1102991143, 47834.1861526778, 27415.9241464365, 52242.9165158687, 38477.4149656426, 13765.5015502262 ], [ 75.25011, 47.834186, 27.415924, 52.242917, 38.477415, 13.765502 ], [ 0.288957, 0.183681, 0.105276, 0.161526, 0.125083, 0.049536 ], [ 10, 10, 10, 10, 10, 10 ], [ -57086, -37476, -39149, -105606, -72891, -63669 ], [ 1.217985, 1.254745, 1.17414, 1.105964, 1.143144, 1.061393 ], [ 198, 99, 99, 198, 99, 99 ], [ 96, 44, 52, 96, 44, 52 ], [ 102, 55, 47, 102, 55, 47 ], [ 48.484848, 44.444444, 52.525253, 48.484848, 44.444444, 52.525253 ], [ 1.294109, 1.568432, 1.061242, 1.175087, 1.428929, 0.959336 ], [ 38897, 38897, 14336, 53319, 53319, 17022 ], [ -17125, -17125, -14116, -21744, -21744, -20425 ], [ 124, 125, 123, 124, 125, 123 ], [ 147, 139, 154, 147, 139, 154 ], [ 103, 114, 90, 103, 114, 90 ], [ 24686, 12420, 12266, 24686, 12420, 12266 ], [ 8.162261, 14.443511, 8.162261, 8.162262, 14.443512, 8.162262 ], [ 3, 4, 1, 3, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 308600, 164907, -85437, -97250, -93748, -330733 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735506900000, "first_datapoint_time": 1735689600000, "last_datapoint_time": 1758006000000, "evaluation_time": 1758006519401, "expiration_time": 1764486000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 146, "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) |
---|