Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137931.8172 | 74695.8227 | 63235.9944 | 212348.6014 | 145990.6026 | 66357.9988 |
Total P&L (%) | 137.9318 | 74.6958 | 63.236 | 212.3486 | 145.9906 | 66.358 |
Avg Daily Profit (%) | 0.5297 | 0.2868 | 0.2428 | 0.4383 | 0.3462 | 0.1956 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33616 | -30319 | -37907 | -51582 | -35609 | -59108 |
Profit Factor | 1.5261 | 1.7009 | 1.4064 | 1.5296 | 1.9404 | 1.27 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Losing Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Profitability (%) | 45.4054 | 46.2366 | 44.5652 | 45.4054 | 46.2366 | 44.5652 |
Ratio Avg Win / Avg Loss | 1.835 | 1.9778 | 1.7494 | 1.8391 | 2.2563 | 1.5798 |
Largest Winning Trade | 22441 | 22441 | 19235 | 31564 | 31564 | 31504 |
Largest Losing Trade | -8279 | -6135 | -8279 | -19208 | -7826 | -19208 |
Avg Bars in Trades | 132 | 75 | 190 | 132 | 75 | 190 |
Avg Bars in Winners | 192 | 103 | 286 | 192 | 103 | 286 |
Avg Bars in Losers | 82 | 50 | 112 | 82 | 50 | 112 |
Bars Traded | 24505 | 6995 | 17510 | 24505 | 6995 | 17510 |
Profit Streak | 2.9631 | 8.8173 | 0 | 2.9631 | 8.8173 | 0 |
Trades During Streak | 1 | 6 | 0 | 1 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346287 | 363684 | 200300 | 318940 | 398601 | 163273 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735412400000, "first_datapoint_time": 1735588800000, "last_datapoint_time": 1757911500000, "evaluation_time": 1757911911308, "expiration_time": 1764391500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 58, "offset": 0, "std": 1.42603 } } }
{ "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": [ [ 137931.8171776041, 74695.8227477555, 63235.9944298486, 212348.6013794404, 145990.6025813631, 66357.9987980776 ], [ 137.931817, 74.695823, 63.235994, 212.348601, 145.990603, 66.357999 ], [ 0.529651, 0.286828, 0.242823, 0.438309, 0.346241, 0.195634 ], [ 10, 10, 10, 10, 10, 10 ], [ -33616, -30319, -37907, -51582, -35609, -59108 ], [ 1.52613, 1.700929, 1.406411, 1.529582, 1.940386, 1.270046 ], [ 185, 93, 92, 185, 93, 92 ], [ 84, 43, 41, 84, 43, 41 ], [ 101, 50, 51, 101, 50, 51 ], [ 45.405405, 46.236559, 44.565217, 45.405405, 46.236559, 44.565217 ], [ 1.834989, 1.977824, 1.749438, 1.83914, 2.256263, 1.579813 ], [ 22441, 22441, 19235, 31564, 31564, 31504 ], [ -8279, -6135, -8279, -19208, -7826, -19208 ], [ 132, 75, 190, 132, 75, 190 ], [ 192, 103, 286, 192, 103, 286 ], [ 82, 50, 112, 82, 50, 112 ], [ 24505, 6995, 17510, 24505, 6995, 17510 ], [ 2.963094, 8.81726, 0, 2.963094, 8.81726, 0 ], [ 1, 6, 0, 1, 6, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 346287, 363684, 200300, 318940, 398601, 163273 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735412400000, "first_datapoint_time": 1735588800000, "last_datapoint_time": 1757911500000, "evaluation_time": 1757911911308, "expiration_time": 1764391500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 58, "offset": 0, "std": 1.42603 } } }
# | 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) |
---|