Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234561.6128 | 184422.4041 | 50139.2087 | 393008.0308 | 312415.0314 | 80592.9993 |
Total P&L (%) | 234.5616 | 184.4224 | 50.1392 | 393.008 | 312.415 | 80.593 |
Avg Daily Profit (%) | 0.4504 | 0.3541 | 0.0963 | 0.3068 | 0.2724 | 0.1136 |
Buy And Hold Return (%) | 67.0368 | 67.0368 | 67.0368 | 67.0368 | 67.0368 | 67.0368 |
Max Trade Drawdown | -54261 | -46697 | -42230 | -332358 | -224411 | -229960 |
Profit Factor | 1.4219 | 1.6272 | 1.1915 | 1.1944 | 1.285 | 1.0871 |
Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
Winning Trades | 154 | 78 | 76 | 154 | 78 | 76 |
Losing Trades | 166 | 82 | 84 | 166 | 82 | 84 |
Profitability (%) | 48.125 | 48.75 | 47.5 | 48.125 | 48.75 | 47.5 |
Ratio Avg Win / Avg Loss | 1.5327 | 1.7107 | 1.3169 | 1.2875 | 1.3509 | 1.2016 |
Largest Winning Trade | 77174 | 77174 | 23867 | 186987 | 186987 | 63009 |
Largest Losing Trade | -16106 | -16106 | -11409 | -73406 | -64300 | -73406 |
Avg Bars in Trades | 77 | 77 | 77 | 77 | 77 | 77 |
Avg Bars in Winners | 89 | 93 | 85 | 89 | 93 | 85 |
Avg Bars in Losers | 66 | 62 | 69 | 66 | 62 | 69 |
Bars Traded | 24786 | 12437 | 12349 | 24786 | 12437 | 12349 |
Profit Streak | 8.8825 | 11.3617 | 0 | 8.8825 | 11.3617 | 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 | 362800 | 324193 | -241412 | 78510 | 248965 | -270215 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713034800000, "first_datapoint_time": 1713268800000, "last_datapoint_time": 1758033000000, "evaluation_time": 1758033650019, "expiration_time": 1764513000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 108, "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": [ [ 234561.6127771706, 184422.4040923642, 50139.2086848066, 393008.0307767044, 312415.0314392386, 80592.9993374657 ], [ 234.561613, 184.422404, 50.139209, 393.008031, 312.415031, 80.592999 ], [ 0.450361, 0.354093, 0.096268, 0.30678, 0.272409, 0.113552 ], [ 67.036847, 67.036847, 67.036847, 67.036847, 67.036847, 67.036847 ], [ -54261, -46697, -42230, -332358, -224411, -229960 ], [ 1.421942, 1.627239, 1.191454, 1.194444, 1.285005, 1.087126 ], [ 320, 160, 160, 320, 160, 160 ], [ 154, 78, 76, 154, 78, 76 ], [ 166, 82, 84, 166, 82, 84 ], [ 48.125, 48.75, 47.5, 48.125, 48.75, 47.5 ], [ 1.532743, 1.710687, 1.31687, 1.287518, 1.350903, 1.201561 ], [ 77174, 77174, 23867, 186987, 186987, 63009 ], [ -16106, -16106, -11409, -73406, -64300, -73406 ], [ 77, 77, 77, 77, 77, 77 ], [ 89, 93, 85, 89, 93, 85 ], [ 66, 62, 69, 66, 62, 69 ], [ 24786, 12437, 12349, 24786, 12437, 12349 ], [ 8.882523, 11.36169, 0, 8.882523, 11.36169, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 362800, 324193, -241412, 78510, 248965, -270215 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713034800000, "first_datapoint_time": 1713268800000, "last_datapoint_time": 1758033000000, "evaluation_time": 1758033650019, "expiration_time": 1764513000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 108, "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) |
---|