Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272746.6427 | 208835.9984 | 63910.6443 | 539438.7734 | 353422.4961 | 186016.2773 |
Total P&L (%) | 272.7466 | 208.836 | 63.9106 | 539.4388 | 353.4225 | 186.0163 |
Avg Daily Profit (%) | 0.5237 | 0.401 | 0.1227 | 0.3569 | 0.2907 | 0.202 |
Buy And Hold Return (%) | 77.1501 | 77.1501 | 77.1501 | 77.1501 | 77.1501 | 77.1501 |
Max Trade Drawdown | -55745 | -62338 | -41653 | -374779 | -407210 | -216695 |
Profit Factor | 1.4564 | 1.7038 | 1.2124 | 1.2333 | 1.3001 | 1.1639 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 124 | 61 | 63 | 124 | 61 | 63 |
Losing Trades | 182 | 92 | 90 | 182 | 92 | 90 |
Profitability (%) | 40.5229 | 39.8693 | 41.1765 | 40.5229 | 39.8693 | 41.1765 |
Ratio Avg Win / Avg Loss | 2.1376 | 2.5697 | 1.732 | 1.8101 | 1.9608 | 1.6627 |
Largest Winning Trade | 94820 | 94820 | 19406 | 176485 | 176485 | 101982 |
Largest Losing Trade | -13518 | -12081 | -13518 | -76960 | -68089 | -76960 |
Avg Bars in Trades | 80 | 81 | 80 | 80 | 81 | 80 |
Avg Bars in Winners | 119 | 120 | 119 | 119 | 120 | 119 |
Avg Bars in Losers | 54 | 55 | 52 | 54 | 55 | 52 |
Bars Traded | 24732 | 12466 | 12266 | 24732 | 12466 | 12266 |
Profit Streak | 8.5647 | 12.8772 | 8.5647 | 8.5647 | 12.8772 | 8.5647 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316862 | 231800 | -197395 | 326132 | 184646 | -38696 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713292200000, "first_datapoint_time": 1713618000000, "last_datapoint_time": 1758290400000, "evaluation_time": 1758290593013, "expiration_time": 1764770400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 126, "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": [ [ 272746.6426748608, 208835.9984186738, 63910.644256187, 539438.7734355716, 353422.4961217761, 186016.277313796 ], [ 272.746643, 208.835998, 63.910644, 539.438773, 353.422496, 186.016277 ], [ 0.523677, 0.400968, 0.122709, 0.356878, 0.290661, 0.201974 ], [ 77.150117, 77.150117, 77.150117, 77.150117, 77.150117, 77.150117 ], [ -55745, -62338, -41653, -374779, -407210, -216695 ], [ 1.456411, 1.703791, 1.212427, 1.233282, 1.300122, 1.163921 ], [ 306, 153, 153, 306, 153, 153 ], [ 124, 61, 63, 124, 61, 63 ], [ 182, 92, 90, 182, 92, 90 ], [ 40.522876, 39.869281, 41.176471, 40.522876, 39.869281, 41.176471 ], [ 2.137636, 2.569651, 1.732039, 1.81014, 1.96084, 1.662745 ], [ 94820, 94820, 19406, 176485, 176485, 101982 ], [ -13518, -12081, -13518, -76960, -68089, -76960 ], [ 80, 81, 80, 80, 81, 80 ], [ 119, 120, 119, 119, 120, 119 ], [ 54, 55, 52, 54, 55, 52 ], [ 24732, 12466, 12266, 24732, 12466, 12266 ], [ 8.564734, 12.877234, 8.564734, 8.564734, 12.877234, 8.564734 ], [ 3, 3, 1, 3, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 316862, 231800, -197395, 326132, 184646, -38696 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713292200000, "first_datapoint_time": 1713618000000, "last_datapoint_time": 1758290400000, "evaluation_time": 1758290593013, "expiration_time": 1764770400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 126, "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) |
---|