Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266789.5585 | 207972.8617 | 58816.6968 | 513354.275 | 357009.9937 | 156344.2813 |
Total P&L (%) | 266.7896 | 207.9729 | 58.8167 | 513.3543 | 357.01 | 156.3443 |
Avg Daily Profit (%) | 0.5122 | 0.3993 | 0.1129 | 0.3489 | 0.2922 | 0.1809 |
Buy And Hold Return (%) | 84.2098 | 84.2098 | 84.2098 | 84.2098 | 84.2098 | 84.2098 |
Max Trade Drawdown | -42081 | -56311 | -29099 | -220703 | -259295 | -114928 |
Profit Factor | 1.4153 | 1.6216 | 1.1911 | 1.2661 | 1.3461 | 1.1741 |
Total Trades | 400 | 200 | 200 | 400 | 200 | 200 |
Winning Trades | 175 | 90 | 85 | 175 | 90 | 85 |
Losing Trades | 225 | 110 | 115 | 225 | 110 | 115 |
Profitability (%) | 43.75 | 45 | 42.5 | 43.75 | 45 | 42.5 |
Ratio Avg Win / Avg Loss | 1.8197 | 1.982 | 1.6115 | 1.6278 | 1.6452 | 1.5885 |
Largest Winning Trade | 85364 | 85364 | 22781 | 154439 | 154439 | 59086 |
Largest Losing Trade | -14834 | -14834 | -14802 | -59127 | -51225 | -59127 |
Avg Bars in Trades | 61 | 62 | 61 | 61 | 62 | 61 |
Avg Bars in Winners | 82 | 80 | 85 | 82 | 80 | 85 |
Avg Bars in Losers | 45 | 48 | 42 | 45 | 48 | 42 |
Bars Traded | 24799 | 12579 | 12220 | 24799 | 12579 | 12220 |
Profit Streak | 0 | 12.5238 | 0 | 0 | 12.5238 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 299502 | 294611 | -220213 | 316317 | 267225 | -31258 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713263400000, "first_datapoint_time": 1713438000000, "last_datapoint_time": 1758261600000, "evaluation_time": 1758261855420, "expiration_time": 1764741600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 86, "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": [ [ 266789.5585008073, 207972.8617356542, 58816.6967651528, 513354.2750494557, 357009.9937070753, 156344.2813423804 ], [ 266.789559, 207.972862, 58.816697, 513.354275, 357.009994, 156.344281 ], [ 0.512239, 0.39931, 0.112929, 0.348854, 0.292179, 0.180904 ], [ 84.209823, 84.209823, 84.209823, 84.209823, 84.209823, 84.209823 ], [ -42081, -56311, -29099, -220703, -259295, -114928 ], [ 1.415343, 1.621641, 1.191099, 1.266073, 1.346109, 1.174126 ], [ 400, 200, 200, 400, 200, 200 ], [ 175, 90, 85, 175, 90, 85 ], [ 225, 110, 115, 225, 110, 115 ], [ 43.75, 45, 42.5, 43.75, 45, 42.5 ], [ 1.819727, 1.982006, 1.611487, 1.627808, 1.645244, 1.588524 ], [ 85364, 85364, 22781, 154439, 154439, 59086 ], [ -14834, -14834, -14802, -59127, -51225, -59127 ], [ 61, 62, 61, 61, 62, 61 ], [ 82, 80, 85, 82, 80, 85 ], [ 45, 48, 42, 45, 48, 42 ], [ 24799, 12579, 12220, 24799, 12579, 12220 ], [ 0, 12.523789, 0, 0, 12.52379, 0 ], [ 0, 4, 0, 0, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 299502, 294611, -220213, 316317, 267225, -31258 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713263400000, "first_datapoint_time": 1713438000000, "last_datapoint_time": 1758261600000, "evaluation_time": 1758261855420, "expiration_time": 1764741600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 86, "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) |
---|