Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 149103.86 | 74820.7701 | 74283.09 | 214386.1591 | 119175.3904 | 95210.7686 |
Total P&L (%) | 149.1039 | 74.8208 | 74.2831 | 214.3862 | 119.1754 | 95.2108 |
Avg Daily Profit (%) | 0.5726 | 0.2873 | 0.2852 | 0.4408 | 0.3018 | 0.2572 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45457 | -47768 | -44461 | -83896 | -61050 | -55492 |
Profit Factor | 1.5328 | 1.5037 | 1.5657 | 1.4965 | 1.5172 | 1.4728 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Losing Trades | 117 | 61 | 56 | 117 | 61 | 56 |
Profitability (%) | 39.0625 | 36.4583 | 41.6667 | 39.0625 | 36.4583 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.3912 | 2.6208 | 2.192 | 2.3345 | 2.6443 | 2.0619 |
Largest Winning Trade | 36931 | 36931 | 17323 | 75578 | 75578 | 21872 |
Largest Losing Trade | -11748 | -8684 | -11748 | -25506 | -13796 | -25506 |
Avg Bars in Trades | 128 | 124 | 132 | 128 | 124 | 132 |
Avg Bars in Winners | 209 | 212 | 207 | 209 | 212 | 207 |
Avg Bars in Losers | 76 | 74 | 78 | 76 | 74 | 78 |
Bars Traded | 24666 | 11974 | 12692 | 24666 | 11974 | 12692 |
Profit Streak | 0 | 0 | 5.0005 | 0 | 0 | 5.0005 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316055 | 138509 | 250263 | 267533 | 145926 | 221193 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736066700000, "first_datapoint_time": 1736216100000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758575740754, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 104, "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": [ [ 149103.8600478977, 74820.7700525267, 74283.0899953711, 214386.1590821828, 119175.3904354845, 95210.7686466984 ], [ 149.10386, 74.82077, 74.28309, 214.386159, 119.17539, 95.210769 ], [ 0.572551, 0.287308, 0.285243, 0.440817, 0.301776, 0.257188 ], [ 10, 10, 10, 10, 10, 10 ], [ -45457, -47768, -44461, -83896, -61050, -55492 ], [ 1.532808, 1.503715, 1.56572, 1.4965, 1.517194, 1.472819 ], [ 192, 96, 96, 192, 96, 96 ], [ 75, 35, 40, 75, 35, 40 ], [ 117, 61, 56, 117, 61, 56 ], [ 39.0625, 36.458333, 41.666667, 39.0625, 36.458333, 41.666667 ], [ 2.391181, 2.62076, 2.192008, 2.334539, 2.644252, 2.061947 ], [ 36931, 36931, 17323, 75578, 75578, 21872 ], [ -11748, -8684, -11748, -25506, -13796, -25506 ], [ 128, 124, 132, 128, 124, 132 ], [ 209, 212, 207, 209, 212, 207 ], [ 76, 74, 78, 76, 74, 78 ], [ 24666, 11974, 12692, 24666, 11974, 12692 ], [ 0, 0, 5.000472, 0, 0, 5.000472 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 316055, 138509, 250263, 267533, 145926, 221193 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736066700000, "first_datapoint_time": 1736216100000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758575740754, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 104, "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) |
---|