Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263469.8028 | 196638.5316 | 66831.2713 | 514644.3641 | 361794.9952 | 152849.3689 |
Total P&L (%) | 263.4698 | 196.6385 | 66.8313 | 514.6444 | 361.795 | 152.8494 |
Avg Daily Profit (%) | 0.5059 | 0.3775 | 0.1283 | 0.3493 | 0.2942 | 0.1783 |
Buy And Hold Return (%) | 21.2411 | 21.2411 | 21.2411 | 21.2411 | 21.2411 | 21.2411 |
Max Trade Drawdown | -51052 | -55538 | -40189 | -220382 | -242504 | -137170 |
Profit Factor | 1.4453 | 1.7097 | 1.2124 | 1.2832 | 1.4312 | 1.1562 |
Total Trades | 321 | 161 | 160 | 321 | 161 | 160 |
Winning Trades | 138 | 73 | 65 | 138 | 73 | 65 |
Losing Trades | 183 | 88 | 95 | 183 | 88 | 95 |
Profitability (%) | 42.9907 | 45.3416 | 40.625 | 42.9907 | 45.3416 | 40.625 |
Ratio Avg Win / Avg Loss | 1.9165 | 2.061 | 1.772 | 1.7016 | 1.7253 | 1.6898 |
Largest Winning Trade | 90216 | 90216 | 21852 | 120692 | 120692 | 69795 |
Largest Losing Trade | -12861 | -10743 | -12861 | -63911 | -53526 | -63911 |
Avg Bars in Trades | 76 | 79 | 74 | 76 | 79 | 74 |
Avg Bars in Winners | 105 | 105 | 106 | 105 | 105 | 106 |
Avg Bars in Losers | 54 | 57 | 52 | 54 | 57 | 52 |
Bars Traded | 24614 | 12756 | 11858 | 24614 | 12756 | 11858 |
Profit Streak | 2.225 | 8.0583 | 0 | 2.225 | 8.0583 | 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 | 317969 | 426366 | -27970 | 249121 | 355964 | -44088 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712448000000, "first_datapoint_time": 1712903400000, "last_datapoint_time": 1757446200000, "evaluation_time": 1757447638279, "expiration_time": 1763926200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 73, "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": [ [ 263469.8028032334, 196638.5315517095, 66831.2712515237, 514644.3641140454, 361794.9952227909, 152849.3688912545 ], [ 263.469803, 196.638532, 66.831271, 514.644364, 361.794995, 152.849369 ], [ 0.505865, 0.377548, 0.128317, 0.349258, 0.294184, 0.178264 ], [ 21.24111, 21.24111, 21.24111, 21.24111, 21.24111, 21.24111 ], [ -51052, -55538, -40189, -220382, -242504, -137170 ], [ 1.445257, 1.709723, 1.212391, 1.283162, 1.431237, 1.156204 ], [ 321, 161, 160, 321, 161, 160 ], [ 138, 73, 65, 138, 73, 65 ], [ 183, 88, 95, 183, 88, 95 ], [ 42.990654, 45.341615, 40.625, 42.990654, 45.341615, 40.625 ], [ 1.916536, 2.061037, 1.771956, 1.701584, 1.725327, 1.689837 ], [ 90216, 90216, 21852, 120692, 120692, 69795 ], [ -12861, -10743, -12861, -63911, -53526, -63911 ], [ 76, 79, 74, 76, 79, 74 ], [ 105, 105, 106, 105, 105, 106 ], [ 54, 57, 52, 54, 57, 52 ], [ 24614, 12756, 11858, 24614, 12756, 11858 ], [ 2.22498, 8.058313, 0, 2.22498, 8.058313, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 317969, 426366, -27970, 249121, 355964, -44088 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712448000000, "first_datapoint_time": 1712903400000, "last_datapoint_time": 1757446200000, "evaluation_time": 1757447638279, "expiration_time": 1763926200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 73, "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) |
---|