Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189606.9776 | 101122.6753 | 88484.3024 | 378782.1967 | 249774.6934 | 129007.5032 |
Total P&L (%) | 189.607 | 101.1227 | 88.4843 | 378.7822 | 249.7747 | 129.0075 |
Avg Daily Profit (%) | 0.7281 | 0.3883 | 0.3398 | 0.6032 | 0.482 | 0.3187 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33868 | -45427 | -12774 | -60682 | -55459 | -65006 |
Profit Factor | 1.7666 | 1.7867 | 1.7448 | 1.7067 | 1.9719 | 1.4625 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Losing Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Profitability (%) | 44.2177 | 46.5753 | 41.8919 | 44.2177 | 46.5753 | 41.8919 |
Ratio Avg Win / Avg Loss | 2.2286 | 2.0495 | 2.4203 | 2.1531 | 2.2619 | 2.0286 |
Largest Winning Trade | 38801 | 38801 | 17820 | 73208 | 73208 | 52112 |
Largest Losing Trade | -11396 | -11396 | -8979 | -39539 | -21641 | -39539 |
Avg Bars in Trades | 167 | 182 | 152 | 167 | 182 | 152 |
Avg Bars in Winners | 242 | 243 | 242 | 242 | 243 | 242 |
Avg Bars in Losers | 107 | 129 | 87 | 107 | 129 | 87 |
Bars Traded | 24589 | 13318 | 11271 | 24589 | 13318 | 11271 |
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 | 440250 | -62066 | -56883 | 397658 | -60908 | -58183 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735240500000, "first_datapoint_time": 1735406100000, "last_datapoint_time": 1757739600000, "evaluation_time": 1757740398839, "expiration_time": 1764219600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 135, "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": [ [ 189606.9776460672, 101122.6752685613, 88484.302377506, 378782.1966724303, 249774.6934391281, 129007.5032333022 ], [ 189.606978, 101.122675, 88.484302, 378.782197, 249.774693, 129.007503 ], [ 0.728081, 0.388306, 0.339775, 0.603177, 0.481965, 0.318679 ], [ 10, 10, 10, 10, 10, 10 ], [ -33868, -45427, -12774, -60682, -55459, -65006 ], [ 1.766607, 1.78672, 1.744845, 1.706735, 1.9719, 1.462452 ], [ 147, 73, 74, 147, 73, 74 ], [ 65, 34, 31, 65, 34, 31 ], [ 82, 39, 43, 82, 39, 43 ], [ 44.217687, 46.575342, 41.891892, 44.217687, 46.575342, 41.891892 ], [ 2.228643, 2.049473, 2.420269, 2.153112, 2.261885, 2.028562 ], [ 38801, 38801, 17820, 73208, 73208, 52112 ], [ -11396, -11396, -8979, -39539, -21641, -39539 ], [ 167, 182, 152, 167, 182, 152 ], [ 242, 243, 242, 242, 243, 242 ], [ 107, 129, 87, 107, 129, 87 ], [ 24589, 13318, 11271, 24589, 13318, 11271 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 440250, -62066, -56883, 397658, -60908, -58183 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735240500000, "first_datapoint_time": 1735406100000, "last_datapoint_time": 1757739600000, "evaluation_time": 1757740398839, "expiration_time": 1764219600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 135, "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) |
---|