Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118652.2772 | 71029.3877 | 47622.8895 | 147421.8622 | 90025.7605 | 57396.1017 |
Total P&L (%) | 118.6523 | 71.0294 | 47.6229 | 147.4219 | 90.0258 | 57.3961 |
Avg Daily Profit (%) | 0.4556 | 0.2727 | 0.1829 | 0.3485 | 0.2468 | 0.1743 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40092 | -39246 | -33849 | -81187 | -63629 | -59807 |
Profit Factor | 1.3045 | 1.3598 | 1.2477 | 1.222 | 1.2679 | 1.1749 |
Total Trades | 309 | 154 | 155 | 309 | 154 | 155 |
Winning Trades | 171 | 82 | 89 | 171 | 82 | 89 |
Losing Trades | 138 | 72 | 66 | 138 | 72 | 66 |
Profitability (%) | 55.3398 | 53.2468 | 57.4194 | 55.3398 | 53.2468 | 57.4194 |
Ratio Avg Win / Avg Loss | 1.0528 | 1.1939 | 0.9253 | 0.9861 | 1.1133 | 0.8713 |
Largest Winning Trade | 17409 | 17409 | 14726 | 27677 | 27677 | 26551 |
Largest Losing Trade | -14110 | -14110 | -12622 | -24869 | -24869 | -21897 |
Avg Bars in Trades | 79 | 80 | 79 | 79 | 80 | 79 |
Avg Bars in Winners | 68 | 70 | 66 | 68 | 70 | 66 |
Avg Bars in Losers | 93 | 91 | 96 | 93 | 91 | 96 |
Bars Traded | 24642 | 12367 | 12275 | 24642 | 12367 | 12275 |
Profit Streak | 6.3601 | 8.0059 | 6.3601 | 6.3601 | 8.0059 | 6.3601 |
Trades During Streak | 10 | 6 | 5 | 10 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453027 | 347990 | 199499 | 341902 | 319812 | -21738 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735371900000, "first_datapoint_time": 1735586100000, "last_datapoint_time": 1757871000000, "evaluation_time": 1757871508525, "expiration_time": 1764351000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 202, "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": [ [ 118652.277228258, 71029.3876815616, 47622.8895466965, 147421.862204967, 90025.7605496841, 57396.1016552827 ], [ 118.652277, 71.029388, 47.62289, 147.421862, 90.025761, 57.396102 ], [ 0.455619, 0.272749, 0.18287, 0.348476, 0.246825, 0.17433 ], [ 10, 10, 10, 10, 10, 10 ], [ -40092, -39246, -33849, -81187, -63629, -59807 ], [ 1.304505, 1.359767, 1.247747, 1.221966, 1.267947, 1.174891 ], [ 309, 154, 155, 309, 154, 155 ], [ 171, 82, 89, 171, 82, 89 ], [ 138, 72, 66, 138, 72, 66 ], [ 55.339806, 53.246753, 57.419355, 55.339806, 53.246753, 57.419355 ], [ 1.052759, 1.193941, 0.925295, 0.986148, 1.113319, 0.871268 ], [ 17409, 17409, 14726, 27677, 27677, 26551 ], [ -14110, -14110, -12622, -24869, -24869, -21897 ], [ 79, 80, 79, 79, 80, 79 ], [ 68, 70, 66, 68, 70, 66 ], [ 93, 91, 96, 93, 91, 96 ], [ 24642, 12367, 12275, 24642, 12367, 12275 ], [ 6.360052, 8.005886, 6.360052, 6.360052, 8.005886, 6.360052 ], [ 10, 6, 5, 10, 6, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 453027, 347990, 199499, 341902, 319812, -21738 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735371900000, "first_datapoint_time": 1735586100000, "last_datapoint_time": 1757871000000, "evaluation_time": 1757871508525, "expiration_time": 1764351000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 202, "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) |
---|