Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142376.868 | 82537.2012 | 59839.6668 | 200034.4535 | 133456.7444 | 66577.7091 |
Total P&L (%) | 142.3769 | 82.5372 | 59.8397 | 200.0345 | 133.4567 | 66.5777 |
Avg Daily Profit (%) | 0.5467 | 0.3169 | 0.2298 | 0.4228 | 0.3261 | 0.1961 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43390 | -47860 | -45891 | -56826 | -62378 | -52408 |
Profit Factor | 1.4939 | 1.5591 | 1.4255 | 1.5317 | 1.7156 | 1.351 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Profitability (%) | 43.5583 | 39.0244 | 48.1481 | 43.5583 | 39.0244 | 48.1481 |
Ratio Avg Win / Avg Loss | 1.9358 | 2.4361 | 1.5351 | 1.9848 | 2.6807 | 1.4549 |
Largest Winning Trade | 30109 | 30109 | 17513 | 48166 | 48166 | 24961 |
Largest Losing Trade | -18088 | -9450 | -18088 | -22567 | -12986 | -22567 |
Avg Bars in Trades | 151 | 153 | 149 | 151 | 153 | 149 |
Avg Bars in Winners | 227 | 237 | 218 | 227 | 237 | 218 |
Avg Bars in Losers | 92 | 99 | 84 | 92 | 99 | 84 |
Bars Traded | 24652 | 12559 | 12092 | 24652 | 12559 | 12092 |
Profit Streak | 3.6255 | 8.0005 | 0 | 3.6255 | 8.0005 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336660 | 86726 | -4913 | 306855 | 106568 | -6318 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735355700000, "first_datapoint_time": 1735532100000, "last_datapoint_time": 1757854800000, "evaluation_time": 1757855741447, "expiration_time": 1764334800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 157, "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": [ [ 142376.8679605803, 82537.2011770592, 59839.6667835212, 200034.4534667209, 133456.7444011854, 66577.7090655356 ], [ 142.376868, 82.537201, 59.839667, 200.034453, 133.456744, 66.577709 ], [ 0.54672, 0.316939, 0.229781, 0.422797, 0.326092, 0.196142 ], [ 10, 10, 10, 10, 10, 10 ], [ -43390, -47860, -45891, -56826, -62378, -52408 ], [ 1.493902, 1.559121, 1.425451, 1.53174, 1.715622, 1.350967 ], [ 163, 82, 81, 163, 82, 81 ], [ 71, 32, 39, 71, 32, 39 ], [ 92, 50, 42, 92, 50, 42 ], [ 43.558282, 39.02439, 48.148148, 43.558282, 39.02439, 48.148148 ], [ 1.93576, 2.436127, 1.535101, 1.984789, 2.680659, 1.454887 ], [ 30109, 30109, 17513, 48166, 48166, 24961 ], [ -18088, -9450, -18088, -22567, -12986, -22567 ], [ 151, 153, 149, 151, 153, 149 ], [ 227, 237, 218, 227, 237, 218 ], [ 92, 99, 84, 92, 99, 84 ], [ 24652, 12559, 12092, 24652, 12559, 12092 ], [ 3.62548, 8.00048, 0, 3.62548, 8.00048, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 336660, 86726, -4913, 306855, 106568, -6318 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735355700000, "first_datapoint_time": 1735532100000, "last_datapoint_time": 1757854800000, "evaluation_time": 1757855741447, "expiration_time": 1764334800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 157, "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) |
---|