Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119353.4907 | 60318.9045 | 59034.5861 | 143767.9597 | 84109.6724 | 59658.2873 |
Total P&L (%) | 119.3535 | 60.3189 | 59.0346 | 143.768 | 84.1097 | 59.6583 |
Avg Daily Profit (%) | 0.4583 | 0.2316 | 0.2267 | 0.3427 | 0.2347 | 0.1798 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50862 | -40263 | -26930 | -127534 | -68986 | -69675 |
Profit Factor | 1.323 | 1.2956 | 1.3568 | 1.2384 | 1.2587 | 1.2147 |
Total Trades | 363 | 181 | 182 | 363 | 181 | 182 |
Winning Trades | 153 | 73 | 80 | 153 | 73 | 80 |
Losing Trades | 210 | 108 | 102 | 210 | 108 | 102 |
Profitability (%) | 42.1488 | 40.3315 | 43.956 | 42.1488 | 40.3315 | 43.956 |
Ratio Avg Win / Avg Loss | 1.8159 | 1.9168 | 1.7299 | 1.6998 | 1.8622 | 1.5487 |
Largest Winning Trade | 32906 | 32906 | 17296 | 55165 | 55165 | 25187 |
Largest Losing Trade | -13849 | -7138 | -13849 | -37364 | -12117 | -37364 |
Avg Bars in Trades | 67 | 67 | 67 | 67 | 67 | 67 |
Avg Bars in Winners | 94 | 91 | 96 | 94 | 91 | 96 |
Avg Bars in Losers | 47 | 51 | 44 | 47 | 51 | 44 |
Bars Traded | 24468 | 12219 | 12248 | 24468 | 12219 | 12248 |
Profit Streak | 0 | 1.2361 | 0 | 0 | 1.2361 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310086 | 46363 | 191232 | 255916 | 62410 | 147039 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735683300000, "first_datapoint_time": 1735888500000, "last_datapoint_time": 1758182400000, "evaluation_time": 1758183000958, "expiration_time": 1764662400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 16, "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": [ [ 119353.4906631793, 60318.9045386027, 59034.5861245766, 143767.9597297445, 84109.6724073333, 59658.2873224113 ], [ 119.353491, 60.318905, 59.034586, 143.76796, 84.109672, 59.658287 ], [ 0.458312, 0.231622, 0.22669, 0.342744, 0.234651, 0.17982 ], [ 10, 10, 10, 10, 10, 10 ], [ -50862, -40263, -26930, -127534, -68986, -69675 ], [ 1.323013, 1.295603, 1.356818, 1.238417, 1.258696, 1.214689 ], [ 363, 181, 182, 363, 181, 182 ], [ 153, 73, 80, 153, 73, 80 ], [ 210, 108, 102, 210, 108, 102 ], [ 42.14876, 40.331492, 43.956044, 42.14876, 40.331492, 43.956044 ], [ 1.8159, 1.916783, 1.729943, 1.699788, 1.862181, 1.548729 ], [ 32906, 32906, 17296, 55165, 55165, 25187 ], [ -13849, -7138, -13849, -37364, -12117, -37364 ], [ 67, 67, 67, 67, 67, 67 ], [ 94, 91, 96, 94, 91, 96 ], [ 47, 51, 44, 47, 51, 44 ], [ 24468, 12219, 12248, 24468, 12219, 12248 ], [ 0, 1.236122, 0, 0, 1.236122, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 310086, 46363, 191232, 255916, 62410, 147039 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735683300000, "first_datapoint_time": 1735888500000, "last_datapoint_time": 1758182400000, "evaluation_time": 1758183000958, "expiration_time": 1764662400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 16, "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) |
---|