Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383290.3743 | 267610.5699 | 115679.8043 | 1868058.8504 | 1368878.8911 | 499179.9593 |
Total P&L (%) | 383.2904 | 267.6106 | 115.6798 | 1868.0589 | 1368.8789 | 499.18 |
Avg Daily Profit (%) | 0.7359 | 0.5138 | 0.2221 | 0.5737 | 0.5173 | 0.3443 |
Buy And Hold Return (%) | 70.2815 | 70.2815 | 70.2815 | 70.2815 | 70.2815 | 70.2815 |
Max Trade Drawdown | -48126 | -48316 | -43485 | -239954 | -195658 | -210407 |
Profit Factor | 1.6541 | 1.9116 | 1.3956 | 1.7095 | 2.0547 | 1.374 |
Total Trades | 404 | 202 | 202 | 404 | 202 | 202 |
Winning Trades | 156 | 82 | 74 | 156 | 82 | 74 |
Losing Trades | 248 | 120 | 128 | 248 | 120 | 128 |
Profitability (%) | 38.6139 | 40.5941 | 36.6337 | 38.6139 | 40.5941 | 36.6337 |
Ratio Avg Win / Avg Loss | 2.6296 | 2.7975 | 2.414 | 2.7177 | 3.0068 | 2.3766 |
Largest Winning Trade | 87710 | 87710 | 19980 | 288664 | 288664 | 179378 |
Largest Losing Trade | -13461 | -8830 | -13461 | -124454 | -59554 | -124454 |
Avg Bars in Trades | 61 | 62 | 60 | 61 | 62 | 60 |
Avg Bars in Winners | 102 | 102 | 102 | 102 | 102 | 102 |
Avg Bars in Losers | 35 | 34 | 36 | 35 | 34 | 36 |
Bars Traded | 24748 | 12545 | 12203 | 24748 | 12545 | 12203 |
Profit Streak | 5.457 | 5.4778 | 0 | 5.457 | 5.4778 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436529 | 306790 | -4924 | 442588 | 418943 | 188527 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713009600000, "first_datapoint_time": 1713148200000, "last_datapoint_time": 1758007800000, "evaluation_time": 1758009485138, "expiration_time": 1764487800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 138, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 78, "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": [ [ 383290.3742587076, 267610.5699385783, 115679.8043201293, 1868058.8503889148, 1368878.8910891465, 499179.9592997684 ], [ 383.290374, 267.61057, 115.679804, 1868.05885, 1368.878891, 499.179959 ], [ 0.735922, 0.513816, 0.222107, 0.573733, 0.517257, 0.344349 ], [ 70.281457, 70.281457, 70.281457, 70.281457, 70.281457, 70.281457 ], [ -48126, -48316, -43485, -239954, -195658, -210407 ], [ 1.654095, 1.911599, 1.39559, 1.709537, 2.054673, 1.373955 ], [ 404, 202, 202, 404, 202, 202 ], [ 156, 82, 74, 156, 82, 74 ], [ 248, 120, 128, 248, 120, 128 ], [ 38.613861, 40.594059, 36.633663, 38.613861, 40.594059, 36.633663 ], [ 2.629588, 2.797462, 2.413993, 2.717725, 3.006838, 2.37657 ], [ 87710, 87710, 19980, 288664, 288664, 179378 ], [ -13461, -8830, -13461, -124454, -59554, -124454 ], [ 61, 62, 60, 61, 62, 60 ], [ 102, 102, 102, 102, 102, 102 ], [ 35, 34, 36, 35, 34, 36 ], [ 24748, 12545, 12203, 24748, 12545, 12203 ], [ 5.457004, 5.477837, 0, 5.457004, 5.477837, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 436529, 306790, -4924, 442588, 418943, 188527 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713009600000, "first_datapoint_time": 1713148200000, "last_datapoint_time": 1758007800000, "evaluation_time": 1758009485138, "expiration_time": 1764487800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 138, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 78, "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) |
---|