Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 128922.3302 | 68834.9862 | 60087.344 | 163540.3038 | 106752.6173 | 56787.6865 |
Total P&L (%) | 128.9223 | 68.835 | 60.0873 | 163.5403 | 106.7526 | 56.7877 |
Avg Daily Profit (%) | 0.4951 | 0.2643 | 0.2307 | 0.3728 | 0.2793 | 0.1728 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53184 | -52979 | -34363 | -47157 | -48667 | -30421 |
Profit Factor | 1.42 | 1.4527 | 1.3879 | 1.4858 | 1.6815 | 1.3154 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Losing Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Profitability (%) | 44.3787 | 41.6667 | 47.0588 | 44.3787 | 41.6667 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.7797 | 2.0338 | 1.5614 | 1.8621 | 2.3541 | 1.4799 |
Largest Winning Trade | 33249 | 33249 | 19220 | 33670 | 33670 | 26122 |
Largest Losing Trade | -15193 | -7839 | -15193 | -23321 | -8680 | -23321 |
Avg Bars in Trades | 145 | 151 | 139 | 145 | 151 | 139 |
Avg Bars in Winners | 218 | 228 | 210 | 218 | 228 | 210 |
Avg Bars in Losers | 87 | 96 | 76 | 87 | 96 | 76 |
Bars Traded | 24583 | 12723 | 11860 | 24583 | 12723 | 11860 |
Profit Streak | 6.8483 | 11.3795 | 6.8483 | 6.8483 | 11.3795 | 6.8483 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379166 | 228470 | 243890 | 356017 | 273949 | 162217 |
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{ "first_band": { "type": "wma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 141, "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": [ [ 128922.3302077973, 68834.9861585968, 60087.3440492004, 163540.3037562429, 106752.6172950058, 56787.686461237 ], [ 128.92233, 68.834986, 60.087344, 163.540304, 106.752617, 56.787686 ], [ 0.495055, 0.264323, 0.230732, 0.372798, 0.279305, 0.17284 ], [ 10, 10, 10, 10, 10, 10 ], [ -53184, -52979, -34363, -47157, -48667, -30421 ], [ 1.41998, 1.452679, 1.387882, 1.48575, 1.681502, 1.315429 ], [ 169, 84, 85, 169, 84, 85 ], [ 75, 35, 40, 75, 35, 40 ], [ 94, 49, 45, 94, 49, 45 ], [ 44.378698, 41.666667, 47.058824, 44.378698, 41.666667, 47.058824 ], [ 1.779708, 2.033751, 1.561367, 1.86214, 2.354103, 1.479858 ], [ 33249, 33249, 19220, 33670, 33670, 26122 ], [ -15193, -7839, -15193, -23321, -8680, -23321 ], [ 145, 151, 139, 145, 151, 139 ], [ 218, 228, 210, 218, 228, 210 ], [ 87, 96, 76, 87, 96, 76 ], [ 24583, 12723, 11860, 24583, 12723, 11860 ], [ 6.848273, 11.379523, 6.848273, 6.848273, 11.379523, 6.848273 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 379166, 228470, 243890, 356017, 273949, 162217 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735652700000, "first_datapoint_time": 1735849800000, "last_datapoint_time": 1758151800000, "evaluation_time": 1758152190787, "expiration_time": 1764631800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 141, "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) |
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