Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191587.2442 | 102315.0957 | 89272.1484 | 381725.0502 | 302883.9682 | 78841.082 |
Total P&L (%) | 191.5872 | 102.3151 | 89.2721 | 381.7251 | 302.884 | 78.8411 |
Avg Daily Profit (%) | 0.7357 | 0.3929 | 0.3428 | 0.6055 | 0.5365 | 0.2235 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64470 | -45344 | -29497 | -142495 | -107403 | -132156 |
Profit Factor | 1.4503 | 1.4561 | 1.4437 | 1.2886 | 1.456 | 1.1198 |
Total Trades | 307 | 154 | 153 | 307 | 154 | 153 |
Winning Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Losing Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Profitability (%) | 42.3453 | 42.2078 | 42.4837 | 42.3453 | 42.2078 | 42.4837 |
Ratio Avg Win / Avg Loss | 1.9746 | 1.9937 | 1.9546 | 1.7545 | 1.9935 | 1.516 |
Largest Winning Trade | 27722 | 27722 | 22869 | 66886 | 66886 | 50628 |
Largest Losing Trade | -9359 | -9359 | -8352 | -43667 | -43667 | -29719 |
Avg Bars in Trades | 80 | 81 | 80 | 80 | 81 | 80 |
Avg Bars in Winners | 128 | 130 | 126 | 128 | 130 | 126 |
Avg Bars in Losers | 45 | 44 | 46 | 45 | 44 | 46 |
Bars Traded | 24745 | 12481 | 12263 | 24745 | 12481 | 12263 |
Profit Streak | 0.7529 | 1.4092 | 0 | 0.7529 | 1.4092 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300338 | 167539 | 246334 | 224739 | 211707 | -83913 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735709400000, "first_datapoint_time": 1735893900000, "last_datapoint_time": 1758208500000, "evaluation_time": 1758208751936, "expiration_time": 1764688500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 94, "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": [ [ 191587.2441572293, 102315.095734175, 89272.1484230543, 381725.0502058039, 302883.9681799276, 78841.0820258759 ], [ 191.587244, 102.315096, 89.272148, 381.72505, 302.883968, 78.841082 ], [ 0.735686, 0.392885, 0.342801, 0.605544, 0.536523, 0.223476 ], [ 10, 10, 10, 10, 10, 10 ], [ -64470, -45344, -29497, -142495, -107403, -132156 ], [ 1.450251, 1.456092, 1.443738, 1.288637, 1.455962, 1.119776 ], [ 307, 154, 153, 307, 154, 153 ], [ 130, 65, 65, 130, 65, 65 ], [ 177, 89, 88, 177, 89, 88 ], [ 42.345277, 42.207792, 42.48366, 42.345277, 42.207792, 42.48366 ], [ 1.974573, 1.993726, 1.954599, 1.754528, 1.993548, 1.516005 ], [ 27722, 27722, 22869, 66886, 66886, 50628 ], [ -9359, -9359, -8352, -43667, -43667, -29719 ], [ 80, 81, 80, 80, 81, 80 ], [ 128, 130, 126, 128, 130, 126 ], [ 45, 44, 46, 45, 44, 46 ], [ 24745, 12481, 12263, 24745, 12481, 12263 ], [ 0.752915, 1.409166, 0, 0.752916, 1.409166, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 300338, 167539, 246334, 224739, 211707, -83913 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735709400000, "first_datapoint_time": 1735893900000, "last_datapoint_time": 1758208500000, "evaluation_time": 1758208751936, "expiration_time": 1764688500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 94, "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) |
---|