Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237297.9276 | 176204.2163 | 61093.7112 | 466762.7527 | 370582.4553 | 96180.2974 |
Total P&L (%) | 237.2979 | 176.2042 | 61.0937 | 466.7628 | 370.5825 | 96.1803 |
Avg Daily Profit (%) | 0.4556 | 0.3383 | 0.1173 | 0.3336 | 0.2978 | 0.1295 |
Buy And Hold Return (%) | 60.8586 | 60.8586 | 60.8586 | 60.8586 | 60.8586 | 60.8586 |
Max Trade Drawdown | -44952 | -40750 | -57002 | -199683 | -143416 | -196807 |
Profit Factor | 1.3615 | 1.5498 | 1.1819 | 1.2521 | 1.4203 | 1.0992 |
Total Trades | 354 | 177 | 177 | 354 | 177 | 177 |
Winning Trades | 157 | 83 | 74 | 157 | 83 | 74 |
Losing Trades | 197 | 94 | 103 | 197 | 94 | 103 |
Profitability (%) | 44.3503 | 46.8927 | 41.8079 | 44.3503 | 46.8927 | 41.8079 |
Ratio Avg Win / Avg Loss | 1.7084 | 1.7552 | 1.6451 | 1.5712 | 1.6085 | 1.53 |
Largest Winning Trade | 37415 | 37415 | 22805 | 82498 | 82498 | 51470 |
Largest Losing Trade | -15351 | -15163 | -15351 | -57559 | -49298 | -57559 |
Avg Bars in Trades | 69 | 70 | 68 | 69 | 70 | 68 |
Avg Bars in Winners | 94 | 92 | 98 | 94 | 92 | 98 |
Avg Bars in Losers | 49 | 51 | 48 | 49 | 51 | 48 |
Bars Traded | 24704 | 12502 | 12203 | 24704 | 12502 | 12203 |
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 | 293393 | 248931 | -223700 | 315024 | 301470 | -143531 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714073400000, "first_datapoint_time": 1714406400000, "last_datapoint_time": 1759071600000, "evaluation_time": 1759073010781, "expiration_time": 1765551600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 30, "offset": 0, "std": 1.65027 } } }
{ "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": [ [ 237297.9275529386, 176204.2163169628, 61093.7112359758, 466762.7527217112, 370582.4553484356, 96180.2973732757 ], [ 237.297928, 176.204216, 61.093711, 466.762753, 370.582455, 96.180297 ], [ 0.455615, 0.338314, 0.117301, 0.333633, 0.297814, 0.129466 ], [ 60.858604, 60.858604, 60.858604, 60.858604, 60.858604, 60.858604 ], [ -44952, -40750, -57002, -199683, -143416, -196807 ], [ 1.361528, 1.549787, 1.181891, 1.252148, 1.42028, 1.099217 ], [ 354, 177, 177, 354, 177, 177 ], [ 157, 83, 74, 157, 83, 74 ], [ 197, 94, 103, 197, 94, 103 ], [ 44.350282, 46.892655, 41.80791, 44.350282, 46.892655, 41.80791 ], [ 1.708414, 1.755181, 1.645065, 1.571167, 1.60851, 1.529991 ], [ 37415, 37415, 22805, 82498, 82498, 51470 ], [ -15351, -15163, -15351, -57559, -49298, -57559 ], [ 69, 70, 68, 69, 70, 68 ], [ 94, 92, 98, 94, 92, 98 ], [ 49, 51, 48, 49, 51, 48 ], [ 24704, 12502, 12203, 24704, 12502, 12203 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 293393, 248931, -223700, 315024, 301470, -143531 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714073400000, "first_datapoint_time": 1714406400000, "last_datapoint_time": 1759071600000, "evaluation_time": 1759073010781, "expiration_time": 1765551600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 30, "offset": 0, "std": 1.65027 } } }
# | 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) |
---|