Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244004.8261 | 171795.2511 | 72209.5751 | 399297.5457 | 241380.0224 | 157917.5233 |
Total P&L (%) | 244.0048 | 171.7953 | 72.2096 | 399.2975 | 241.38 | 157.9175 |
Avg Daily Profit (%) | 0.4685 | 0.3298 | 0.1386 | 0.3092 | 0.236 | 0.1821 |
Buy And Hold Return (%) | 19.882 | 19.882 | 19.882 | 19.882 | 19.882 | 19.882 |
Max Trade Drawdown | -40845 | -46690 | -28702 | -281860 | -221973 | -168407 |
Profit Factor | 1.4294 | 1.6056 | 1.2537 | 1.1879 | 1.2155 | 1.1572 |
Total Trades | 322 | 161 | 161 | 322 | 161 | 161 |
Winning Trades | 135 | 63 | 72 | 135 | 63 | 72 |
Losing Trades | 187 | 98 | 89 | 187 | 98 | 89 |
Profitability (%) | 41.9255 | 39.1304 | 44.7205 | 41.9255 | 39.1304 | 44.7205 |
Ratio Avg Win / Avg Loss | 1.9799 | 2.4976 | 1.5497 | 1.6455 | 1.8908 | 1.4304 |
Largest Winning Trade | 93151 | 93151 | 24399 | 219914 | 219914 | 70234 |
Largest Losing Trade | -11259 | -11259 | -9704 | -63251 | -63251 | -46233 |
Avg Bars in Trades | 76 | 76 | 77 | 76 | 76 | 77 |
Avg Bars in Winners | 97 | 98 | 97 | 97 | 98 | 97 |
Avg Bars in Losers | 61 | 61 | 61 | 61 | 61 | 61 |
Bars Traded | 24732 | 12236 | 12496 | 24732 | 12236 | 12496 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355550 | 261434 | -11920 | -6143 | 147594 | -42481 |
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{ "first_band": { "type": "bbm", "factors": { "length": 100, "offset": 0, "std": 3.42148 } }, "second_band": { "type": "sinwma", "factors": { "length": 65, "offset": 0 } } }
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{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712253600000, "first_datapoint_time": 1712431800000, "last_datapoint_time": 1757251800000, "evaluation_time": 1757252198416, "expiration_time": 1763731800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 100, "offset": 0, "std": 3.42148 } }, "second_band": { "type": "sinwma", "factors": { "length": 65, "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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