Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169787.3958 | 84475.7558 | 85311.64 | 300935.1987 | 193410.3074 | 107524.8913 |
Total P&L (%) | 169.7874 | 84.4758 | 85.3116 | 300.9352 | 193.4103 | 107.5249 |
Avg Daily Profit (%) | 0.652 | 0.3244 | 0.3276 | 0.5347 | 0.4142 | 0.2807 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42392 | -50287 | -16318 | -43516 | -47902 | -42167 |
Profit Factor | 1.6589 | 1.6326 | 1.6872 | 1.7714 | 2.0418 | 1.5259 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Losing Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Profitability (%) | 45.8599 | 45.5696 | 46.1538 | 45.8599 | 45.5696 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.9584 | 1.95 | 1.9684 | 2.0913 | 2.4389 | 1.7803 |
Largest Winning Trade | 39089 | 39089 | 17356 | 49471 | 49471 | 33619 |
Largest Losing Trade | -11465 | -11465 | -10528 | -26790 | -17013 | -26790 |
Avg Bars in Trades | 157 | 169 | 145 | 157 | 169 | 145 |
Avg Bars in Winners | 228 | 234 | 221 | 228 | 234 | 221 |
Avg Bars in Losers | 97 | 115 | 79 | 97 | 115 | 79 |
Bars Traded | 24719 | 13402 | 11317 | 24719 | 13402 | 11317 |
Profit Streak | 9.1228 | 13.904 | 9.1228 | 9.1228 | 13.904 | 9.1228 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503700 | -16804 | -24773 | 475419 | -15247 | -25795 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735854300000, "first_datapoint_time": 1735968600000, "last_datapoint_time": 1758353400000, "evaluation_time": 1758354106742, "expiration_time": 1764833400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 128, "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": [ [ 169787.395773128, 84475.7557743543, 85311.6399987738, 300935.1986951287, 193410.3073553611, 107524.8913397677 ], [ 169.787396, 84.475756, 85.31164, 300.935199, 193.410307, 107.524891 ], [ 0.651975, 0.324383, 0.327593, 0.534651, 0.414188, 0.280741 ], [ 10, 10, 10, 10, 10, 10 ], [ -42392, -50287, -16318, -43516, -47902, -42167 ], [ 1.658903, 1.632594, 1.687203, 1.771449, 2.041831, 1.525932 ], [ 157, 79, 78, 157, 79, 78 ], [ 72, 36, 36, 72, 36, 36 ], [ 85, 43, 42, 85, 43, 42 ], [ 45.859873, 45.56962, 46.153846, 45.859873, 45.56962, 46.153846 ], [ 1.958427, 1.950043, 1.968403, 2.091294, 2.438853, 1.780254 ], [ 39089, 39089, 17356, 49471, 49471, 33619 ], [ -11465, -11465, -10528, -26790, -17013, -26790 ], [ 157, 169, 145, 157, 169, 145 ], [ 228, 234, 221, 228, 234, 221 ], [ 97, 115, 79, 97, 115, 79 ], [ 24719, 13402, 11317, 24719, 13402, 11317 ], [ 9.122763, 13.904013, 9.122763, 9.122763, 13.904013, 9.122763 ], [ 3, 3, 1, 3, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 503700, -16804, -24773, 475419, -15247, -25795 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735854300000, "first_datapoint_time": 1735968600000, "last_datapoint_time": 1758353400000, "evaluation_time": 1758354106742, "expiration_time": 1764833400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 128, "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) |
---|