Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130028.7989 | 59434.4913 | 70594.3077 | 186617.2651 | 114303.0561 | 72314.2091 |
Total P&L (%) | 130.0288 | 59.4345 | 70.5943 | 186.6173 | 114.3031 | 72.3142 |
Avg Daily Profit (%) | 0.4993 | 0.2282 | 0.2711 | 0.4052 | 0.2931 | 0.2092 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44793 | -34549 | -35900 | -140885 | -62339 | -104141 |
Profit Factor | 1.5136 | 1.4391 | 1.5992 | 1.3347 | 1.4136 | 1.2571 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 77 | 35 | 42 | 77 | 35 | 42 |
Losing Trades | 78 | 42 | 36 | 78 | 42 | 36 |
Profitability (%) | 49.6774 | 45.4545 | 53.8462 | 49.6774 | 45.4545 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.5332 | 1.7269 | 1.3707 | 1.352 | 1.6964 | 1.0775 |
Largest Winning Trade | 20908 | 20908 | 16361 | 54447 | 54447 | 31766 |
Largest Losing Trade | -11847 | -11847 | -11515 | -32166 | -27411 | -32166 |
Avg Bars in Trades | 157 | 159 | 155 | 157 | 159 | 155 |
Avg Bars in Winners | 165 | 179 | 152 | 165 | 179 | 152 |
Avg Bars in Losers | 150 | 143 | 158 | 150 | 143 | 158 |
Bars Traded | 24412 | 12304 | 12108 | 24412 | 12304 | 12108 |
Profit Streak | 10.9738 | 14.5467 | 10.9738 | 10.9738 | 14.5467 | 10.9738 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470331 | -35327 | -24572 | 361999 | -34224 | -27192 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735802100000, "first_datapoint_time": 1736026200000, "last_datapoint_time": 1758301200000, "evaluation_time": 1758301632813, "expiration_time": 1764781200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 231, "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": [ [ 130028.7989387363, 59434.491261903, 70594.3076768334, 186617.2651227972, 114303.0560618534, 72314.2090609439 ], [ 130.028799, 59.434491, 70.594308, 186.617265, 114.303056, 72.314209 ], [ 0.499304, 0.228226, 0.271079, 0.405157, 0.293118, 0.209169 ], [ 10, 10, 10, 10, 10, 10 ], [ -44793, -34549, -35900, -140885, -62339, -104141 ], [ 1.513582, 1.439065, 1.599199, 1.334653, 1.413626, 1.257071 ], [ 155, 77, 78, 155, 77, 78 ], [ 77, 35, 42, 77, 35, 42 ], [ 78, 42, 36, 78, 42, 36 ], [ 49.677419, 45.454545, 53.846154, 49.677419, 45.454545, 53.846154 ], [ 1.533239, 1.726878, 1.370742, 1.351986, 1.696351, 1.077489 ], [ 20908, 20908, 16361, 54447, 54447, 31766 ], [ -11847, -11847, -11515, -32166, -27411, -32166 ], [ 157, 159, 155, 157, 159, 155 ], [ 165, 179, 152, 165, 179, 152 ], [ 150, 143, 158, 150, 143, 158 ], [ 24412, 12304, 12108, 24412, 12304, 12108 ], [ 10.973759, 14.546676, 10.973759, 10.973759, 14.546676, 10.973759 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 470331, -35327, -24572, 361999, -34224, -27192 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735802100000, "first_datapoint_time": 1736026200000, "last_datapoint_time": 1758301200000, "evaluation_time": 1758301632813, "expiration_time": 1764781200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 231, "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) |
---|