Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282751.7794 | 196492.4064 | 86259.373 | 572869.8452 | 339978.2156 | 232891.6296 |
Total P&L (%) | 282.7518 | 196.4924 | 86.2594 | 572.8698 | 339.9782 | 232.8916 |
Avg Daily Profit (%) | 0.5429 | 0.3773 | 0.1656 | 0.3667 | 0.2849 | 0.2312 |
Buy And Hold Return (%) | 27.1626 | 27.1626 | 27.1626 | 27.1626 | 27.1626 | 27.1626 |
Max Trade Drawdown | -51458 | -29262 | -30783 | -477448 | -231120 | -299092 |
Profit Factor | 1.7087 | 1.9816 | 1.4339 | 1.3021 | 1.369 | 1.2389 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 122 | 63 | 59 | 122 | 63 | 59 |
Profitability (%) | 40.7767 | 38.835 | 42.7184 | 40.7767 | 38.835 | 42.7184 |
Ratio Avg Win / Avg Loss | 2.4817 | 3.1211 | 1.9227 | 1.8912 | 2.1562 | 1.6612 |
Largest Winning Trade | 128650 | 128650 | 23846 | 212900 | 212900 | 112234 |
Largest Losing Trade | -11273 | -11147 | -11273 | -109579 | -109579 | -107153 |
Avg Bars in Trades | 119 | 116 | 123 | 119 | 116 | 123 |
Avg Bars in Winners | 185 | 177 | 192 | 185 | 177 | 192 |
Avg Bars in Losers | 74 | 77 | 72 | 74 | 77 | 72 |
Bars Traded | 24679 | 11967 | 12712 | 24679 | 11967 | 12712 |
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 | 385649 | 277575 | 97380 | 273354 | 171817 | 181035 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712458800000, "first_datapoint_time": 1712705400000, "last_datapoint_time": 1757457000000, "evaluation_time": 1757457570293, "expiration_time": 1763937000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 198, "offset": 0, "poles": 2 } } }
{ "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": [ [ 282751.7794458071, 196492.4064119756, 86259.3730338317, 572869.8451667074, 339978.2155853373, 232891.6295813695 ], [ 282.751779, 196.492406, 86.259373, 572.869845, 339.978216, 232.89163 ], [ 0.542887, 0.377268, 0.165619, 0.366698, 0.284865, 0.231176 ], [ 27.162648, 27.162648, 27.162648, 27.162648, 27.162648, 27.162648 ], [ -51458, -29262, -30783, -477448, -231120, -299092 ], [ 1.708677, 1.981627, 1.433867, 1.302121, 1.369033, 1.238889 ], [ 206, 103, 103, 206, 103, 103 ], [ 84, 40, 44, 84, 40, 44 ], [ 122, 63, 59, 122, 63, 59 ], [ 40.776699, 38.834951, 42.718447, 40.776699, 38.834951, 42.718447 ], [ 2.48165, 3.121063, 1.922685, 1.891175, 2.156227, 1.661238 ], [ 128650, 128650, 23846, 212900, 212900, 112234 ], [ -11273, -11147, -11273, -109579, -109579, -107153 ], [ 119, 116, 123, 119, 116, 123 ], [ 185, 177, 192, 185, 177, 192 ], [ 74, 77, 72, 74, 77, 72 ], [ 24679, 11967, 12712, 24679, 11967, 12712 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 385649, 277575, 97380, 273354, 171817, 181035 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712458800000, "first_datapoint_time": 1712705400000, "last_datapoint_time": 1757457000000, "evaluation_time": 1757457570293, "expiration_time": 1763937000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 198, "offset": 0, "poles": 2 } } }
# | 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) |
---|