Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 246168.3802 | 190707.7977 | 55460.5825 | 473672.6665 | 346140.5291 | 127532.1374 |
Total P&L (%) | 246.1684 | 190.7078 | 55.4606 | 473.6727 | 346.1405 | 127.5321 |
Avg Daily Profit (%) | 0.4726 | 0.3662 | 0.1065 | 0.336 | 0.2875 | 0.158 |
Buy And Hold Return (%) | 80.9275 | 80.9275 | 80.9275 | 80.9275 | 80.9275 | 80.9275 |
Max Trade Drawdown | -57857 | -49457 | -52584 | -490747 | -263531 | -390991 |
Profit Factor | 1.4261 | 1.6913 | 1.1838 | 1.2078 | 1.3136 | 1.1085 |
Total Trades | 311 | 156 | 155 | 311 | 156 | 155 |
Winning Trades | 146 | 69 | 77 | 146 | 69 | 77 |
Losing Trades | 165 | 87 | 78 | 165 | 87 | 78 |
Profitability (%) | 46.9453 | 44.2308 | 49.6774 | 46.9453 | 44.2308 | 49.6774 |
Ratio Avg Win / Avg Loss | 1.6117 | 2.1326 | 1.1991 | 1.365 | 1.6563 | 1.1229 |
Largest Winning Trade | 57939 | 57939 | 21329 | 241523 | 241523 | 80822 |
Largest Losing Trade | -17838 | -11597 | -17838 | -98315 | -53622 | -98315 |
Avg Bars in Trades | 79 | 82 | 75 | 79 | 82 | 75 |
Avg Bars in Winners | 86 | 88 | 85 | 86 | 88 | 85 |
Avg Bars in Losers | 72 | 78 | 65 | 72 | 78 | 65 |
Bars Traded | 24638 | 12942 | 11696 | 24638 | 12942 | 11696 |
Profit Streak | 4.7037 | 11.8912 | 0 | 4.7037 | 11.8912 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329442 | 241171 | -235443 | 282494 | 238925 | -104053 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713072600000, "first_datapoint_time": 1713375000000, "last_datapoint_time": 1758070800000, "evaluation_time": 1758072195448, "expiration_time": 1764550800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 158, "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": [ [ 246168.380198254, 190707.7977431578, 55460.5824550963, 473672.6664635642, 346140.5290839496, 127532.1373796149 ], [ 246.16838, 190.707798, 55.460582, 473.672666, 346.140529, 127.532137 ], [ 0.472646, 0.366161, 0.106485, 0.335968, 0.287544, 0.157973 ], [ 80.927455, 80.927455, 80.927455, 80.927455, 80.927455, 80.927455 ], [ -57857, -49457, -52584, -490747, -263531, -390991 ], [ 1.426136, 1.691347, 1.18375, 1.207833, 1.31358, 1.108514 ], [ 311, 156, 155, 311, 156, 155 ], [ 146, 69, 77, 146, 69, 77 ], [ 165, 87, 78, 165, 87, 78 ], [ 46.945338, 44.230769, 49.677419, 46.945338, 44.230769, 49.677419 ], [ 1.611729, 2.132568, 1.199123, 1.365017, 1.656253, 1.12291 ], [ 57939, 57939, 21329, 241523, 241523, 80822 ], [ -17838, -11597, -17838, -98315, -53622, -98315 ], [ 79, 82, 75, 79, 82, 75 ], [ 86, 88, 85, 86, 88, 85 ], [ 72, 78, 65, 72, 78, 65 ], [ 24638, 12942, 11696, 24638, 12942, 11696 ], [ 4.703651, 11.891151, 0, 4.703651, 11.891151, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 329442, 241171, -235443, 282494, 238925, -104053 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713072600000, "first_datapoint_time": 1713375000000, "last_datapoint_time": 1758070800000, "evaluation_time": 1758072195448, "expiration_time": 1764550800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 158, "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) |
---|