Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181729.9929 | 131953.5082 | 49776.4847 | 206713.6657 | 106497.8417 | 100215.824 |
Total P&L (%) | 181.73 | 131.9535 | 49.7765 | 206.7137 | 106.4978 | 100.2158 |
Avg Daily Profit (%) | 0.3489 | 0.2534 | 0.0956 | 0.2154 | 0.1393 | 0.1334 |
Buy And Hold Return (%) | 31.9901 | 31.9901 | 31.9901 | 31.9901 | 31.9901 | 31.9901 |
Max Trade Drawdown | -71185 | -44667 | -52618 | -332107 | -198603 | -232500 |
Profit Factor | 1.3186 | 1.4717 | 1.1712 | 1.115 | 1.1168 | 1.1132 |
Total Trades | 305 | 152 | 153 | 305 | 152 | 153 |
Winning Trades | 144 | 69 | 75 | 144 | 69 | 75 |
Losing Trades | 161 | 83 | 78 | 161 | 83 | 78 |
Profitability (%) | 47.2131 | 45.3947 | 49.0196 | 47.2131 | 45.3947 | 49.0196 |
Ratio Avg Win / Avg Loss | 1.4742 | 1.7703 | 1.2181 | 1.2466 | 1.3434 | 1.1577 |
Largest Winning Trade | 83035 | 83035 | 20066 | 128743 | 128743 | 69634 |
Largest Losing Trade | -14147 | -14147 | -11399 | -59357 | -59357 | -52438 |
Avg Bars in Trades | 80 | 74 | 86 | 80 | 74 | 86 |
Avg Bars in Winners | 99 | 96 | 101 | 99 | 96 | 101 |
Avg Bars in Losers | 63 | 56 | 71 | 63 | 56 | 71 |
Bars Traded | 24575 | 11348 | 13227 | 24575 | 11348 | 13227 |
Profit Streak | 7.9848 | 10.5889 | 7.9848 | 7.9848 | 10.5889 | 7.9848 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334318 | 242691 | -107441 | -85548 | -103380 | -114032 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712678400000, "first_datapoint_time": 1712907000000, "last_datapoint_time": 1757676600000, "evaluation_time": 1757677084240, "expiration_time": 1764156600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 76, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 128, "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": [ [ 181729.9929184933, 131953.5082208965, 49776.4846975971, 206713.6656586292, 106497.8416848095, 100215.8239738199 ], [ 181.729993, 131.953508, 49.776485, 206.713666, 106.497842, 100.215824 ], [ 0.348924, 0.253352, 0.095571, 0.215416, 0.139321, 0.133381 ], [ 31.99009, 31.99009, 31.99009, 31.99009, 31.99009, 31.99009 ], [ -71185, -44667, -52618, -332107, -198603, -232500 ], [ 1.31858, 1.471734, 1.17122, 1.115009, 1.116799, 1.113165 ], [ 305, 152, 153, 305, 152, 153 ], [ 144, 69, 75, 144, 69, 75 ], [ 161, 83, 78, 161, 83, 78 ], [ 47.213115, 45.394737, 49.019608, 47.213115, 45.394737, 49.019608 ], [ 1.474246, 1.770346, 1.218069, 1.246642, 1.343396, 1.157692 ], [ 83035, 83035, 20066, 128743, 128743, 69634 ], [ -14147, -14147, -11399, -59357, -59357, -52438 ], [ 80, 74, 86, 80, 74, 86 ], [ 99, 96, 101, 99, 96, 101 ], [ 63, 56, 71, 63, 56, 71 ], [ 24575, 11348, 13227, 24575, 11348, 13227 ], [ 7.984771, 10.588938, 7.984771, 7.984771, 10.588938, 7.984771 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 334318, 242691, -107441, -85548, -103380, -114032 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712678400000, "first_datapoint_time": 1712907000000, "last_datapoint_time": 1757676600000, "evaluation_time": 1757677084240, "expiration_time": 1764156600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 76, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 128, "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) |
---|