Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143767.1537 | 67572.0775 | 76195.0762 | 239987.7237 | 161922.0866 | 78065.637 |
Total P&L (%) | 143.7672 | 67.5721 | 76.1951 | 239.9877 | 161.9221 | 78.0656 |
Avg Daily Profit (%) | 0.5521 | 0.2595 | 0.2926 | 0.471 | 0.3704 | 0.2218 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31533 | -22854 | -27946 | -117765 | -57034 | -108929 |
Profit Factor | 1.7427 | 1.73 | 1.7543 | 1.4859 | 1.7113 | 1.2932 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 56.7568 | 60.7143 | 52.7273 | 56.7568 | 60.7143 | 52.7273 |
Ratio Avg Win / Avg Loss | 1.3278 | 1.1194 | 1.5729 | 1.1321 | 1.1073 | 1.1594 |
Largest Winning Trade | 21445 | 17934 | 21445 | 44760 | 44760 | 31495 |
Largest Losing Trade | -15468 | -11824 | -15468 | -63564 | -40675 | -63564 |
Avg Bars in Trades | 217 | 239 | 195 | 217 | 239 | 195 |
Avg Bars in Winners | 240 | 227 | 256 | 240 | 227 | 256 |
Avg Bars in Losers | 187 | 257 | 128 | 187 | 257 | 128 |
Bars Traded | 24154 | 13395 | 10759 | 24154 | 13395 | 10759 |
Profit Streak | 7.6161 | 8.4286 | 0 | 7.6161 | 8.4286 | 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 | 477936 | -169254 | -169358 | 417976 | -168180 | -173247 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735408800000, "first_datapoint_time": 1735614000000, "last_datapoint_time": 1757907900000, "evaluation_time": 1757908031413, "expiration_time": 1764387900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 162, "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": [ [ 143767.1536751832, 67572.0774972596, 76195.0761779236, 239987.7236643608, 161922.0866167779, 78065.6370475829 ], [ 143.767154, 67.572077, 76.195076, 239.987724, 161.922087, 78.065637 ], [ 0.552059, 0.259473, 0.292585, 0.471016, 0.370424, 0.221804 ], [ 10, 10, 10, 10, 10, 10 ], [ -31533, -22854, -27946, -117765, -57034, -108929 ], [ 1.742684, 1.729967, 1.754339, 1.485859, 1.711285, 1.293152 ], [ 111, 56, 55, 111, 56, 55 ], [ 63, 34, 29, 63, 34, 29 ], [ 48, 22, 26, 48, 22, 26 ], [ 56.756757, 60.714286, 52.727273, 56.756757, 60.714286, 52.727273 ], [ 1.327759, 1.11939, 1.572856, 1.132083, 1.107302, 1.159377 ], [ 21445, 17934, 21445, 44760, 44760, 31495 ], [ -15468, -11824, -15468, -63564, -40675, -63564 ], [ 217, 239, 195, 217, 239, 195 ], [ 240, 227, 256, 240, 227, 256 ], [ 187, 257, 128, 187, 257, 128 ], [ 24154, 13395, 10759, 24154, 13395, 10759 ], [ 7.616104, 8.428604, 0, 7.616104, 8.428604, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 477936, -169254, -169358, 417976, -168180, -173247 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735408800000, "first_datapoint_time": 1735614000000, "last_datapoint_time": 1757907900000, "evaluation_time": 1757908031413, "expiration_time": 1764387900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 162, "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) |
---|