Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242471.307 | 183891.3614 | 58579.9456 | 431795.0665 | 319980.1267 | 111814.9398 |
Total P&L (%) | 242.4713 | 183.8914 | 58.5799 | 431.7951 | 319.9801 | 111.8149 |
Avg Daily Profit (%) | 0.4655 | 0.3531 | 0.1125 | 0.3214 | 0.2759 | 0.1442 |
Buy And Hold Return (%) | 79.4014 | 79.4014 | 79.4014 | 79.4014 | 79.4014 | 79.4014 |
Max Trade Drawdown | -74446 | -50712 | -44790 | -370735 | -187742 | -297815 |
Profit Factor | 1.4375 | 1.6895 | 1.2037 | 1.2145 | 1.3201 | 1.1103 |
Total Trades | 302 | 151 | 151 | 302 | 151 | 151 |
Winning Trades | 140 | 65 | 75 | 140 | 65 | 75 |
Losing Trades | 162 | 86 | 76 | 162 | 86 | 76 |
Profitability (%) | 46.3576 | 43.0464 | 49.6689 | 46.3576 | 43.0464 | 49.6689 |
Ratio Avg Win / Avg Loss | 1.6633 | 2.2353 | 1.2198 | 1.4053 | 1.7466 | 1.1251 |
Largest Winning Trade | 86802 | 86802 | 19166 | 168438 | 168438 | 87158 |
Largest Losing Trade | -12766 | -11799 | -12766 | -55154 | -54739 | -55154 |
Avg Bars in Trades | 81 | 82 | 81 | 81 | 82 | 81 |
Avg Bars in Winners | 96 | 94 | 97 | 96 | 94 | 97 |
Avg Bars in Losers | 69 | 72 | 65 | 69 | 72 | 65 |
Bars Traded | 24691 | 12412 | 12279 | 24691 | 12412 | 12279 |
Profit Streak | 0 | 7.6624 | 0 | 0 | 7.6624 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304435 | 196175 | -209585 | 243810 | 197759 | -138948 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712754000000, "first_datapoint_time": 1713209400000, "last_datapoint_time": 1757752200000, "evaluation_time": 1757753633089, "expiration_time": 1764232200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 145, "offset": 98 } }, "second_band": { "type": "swma", "factors": { "length": 190, "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": [ [ 242471.30704529, 183891.3614282572, 58579.9456170326, 431795.0665265475, 319980.1266996013, 111814.939826947 ], [ 242.471307, 183.891361, 58.579946, 431.795067, 319.980127, 111.81494 ], [ 0.465548, 0.353074, 0.112474, 0.321366, 0.275909, 0.144209 ], [ 79.401408, 79.401408, 79.401408, 79.401408, 79.401408, 79.401408 ], [ -74446, -50712, -44790, -370735, -187742, -297815 ], [ 1.437457, 1.689507, 1.203704, 1.214475, 1.320094, 1.110312 ], [ 302, 151, 151, 302, 151, 151 ], [ 140, 65, 75, 140, 65, 75 ], [ 162, 86, 76, 162, 86, 76 ], [ 46.357616, 43.046358, 49.668874, 46.357616, 43.046358, 49.668874 ], [ 1.663344, 2.235348, 1.219753, 1.405321, 1.746586, 1.125116 ], [ 86802, 86802, 19166, 168438, 168438, 87158 ], [ -12766, -11799, -12766, -55154, -54739, -55154 ], [ 81, 82, 81, 81, 82, 81 ], [ 96, 94, 97, 96, 94, 97 ], [ 69, 72, 65, 69, 72, 65 ], [ 24691, 12412, 12279, 24691, 12412, 12279 ], [ 0, 7.66242, 0, 0, 7.66242, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 304435, 196175, -209585, 243810, 197759, -138948 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712754000000, "first_datapoint_time": 1713209400000, "last_datapoint_time": 1757752200000, "evaluation_time": 1757753633089, "expiration_time": 1764232200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 145, "offset": 98 } }, "second_band": { "type": "swma", "factors": { "length": 190, "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) |
---|