Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245638.5054 | 170781.2117 | 74857.2938 | 397878.7724 | 270259.0736 | 127619.6988 |
Total P&L (%) | 245.6385 | 170.7812 | 74.8573 | 397.8788 | 270.2591 | 127.6197 |
Avg Daily Profit (%) | 0.4716 | 0.3279 | 0.1437 | 0.3087 | 0.2517 | 0.158 |
Buy And Hold Return (%) | 14.1367 | 14.1367 | 14.1367 | 14.1367 | 14.1367 | 14.1367 |
Max Trade Drawdown | -58847 | -58828 | -59569 | -236023 | -224213 | -126291 |
Profit Factor | 1.3573 | 1.5177 | 1.2093 | 1.1988 | 1.2726 | 1.1264 |
Total Trades | 423 | 211 | 212 | 423 | 211 | 212 |
Winning Trades | 176 | 82 | 94 | 176 | 82 | 94 |
Losing Trades | 247 | 129 | 118 | 247 | 129 | 118 |
Profitability (%) | 41.6076 | 38.8626 | 44.3396 | 41.6076 | 38.8626 | 44.3396 |
Ratio Avg Win / Avg Loss | 1.9049 | 2.3877 | 1.5181 | 1.6825 | 2.002 | 1.414 |
Largest Winning Trade | 80806 | 80806 | 24086 | 129072 | 129072 | 98749 |
Largest Losing Trade | -12977 | -12977 | -10667 | -64627 | -47099 | -64627 |
Avg Bars in Trades | 58 | 60 | 57 | 58 | 60 | 57 |
Avg Bars in Winners | 80 | 84 | 77 | 80 | 84 | 77 |
Avg Bars in Losers | 42 | 44 | 40 | 42 | 44 | 40 |
Bars Traded | 24827 | 12732 | 12095 | 24827 | 12732 | 12095 |
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 | 355191 | 247995 | -3881 | 224502 | 170602 | -76428 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712295000000, "first_datapoint_time": 1712538000000, "last_datapoint_time": 1757293200000, "evaluation_time": 1757294062845, "expiration_time": 1763773200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 136, "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": [ [ 245638.5054225836, 170781.2116620157, 74857.2937605678, 397878.7723614652, 270259.0735975762, 127619.6987638895 ], [ 245.638505, 170.781212, 74.857294, 397.878772, 270.259074, 127.619699 ], [ 0.471629, 0.327902, 0.143727, 0.308673, 0.251652, 0.158047 ], [ 14.136703, 14.136703, 14.136703, 14.136703, 14.136703, 14.136703 ], [ -58847, -58828, -59569, -236023, -224213, -126291 ], [ 1.357328, 1.517743, 1.209347, 1.19884, 1.272595, 1.126411 ], [ 423, 211, 212, 423, 211, 212 ], [ 176, 82, 94, 176, 82, 94 ], [ 247, 129, 118, 247, 129, 118 ], [ 41.607565, 38.862559, 44.339623, 41.607565, 38.862559, 44.339623 ], [ 1.904886, 2.387669, 1.518117, 1.682464, 2.002009, 1.414005 ], [ 80806, 80806, 24086, 129072, 129072, 98749 ], [ -12977, -12977, -10667, -64627, -47099, -64627 ], [ 58, 60, 57, 58, 60, 57 ], [ 80, 84, 77, 80, 84, 77 ], [ 42, 44, 40, 42, 44, 40 ], [ 24827, 12732, 12095, 24827, 12732, 12095 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 355191, 247995, -3881, 224502, 170602, -76428 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712295000000, "first_datapoint_time": 1712538000000, "last_datapoint_time": 1757293200000, "evaluation_time": 1757294062845, "expiration_time": 1763773200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 136, "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) |
---|