Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242387.4993 | 183144.1977 | 59243.3016 | 455623.7205 | 303608.0681 | 152015.6524 |
Total P&L (%) | 242.3875 | 183.1442 | 59.2433 | 455.6237 | 303.6081 | 152.0157 |
Avg Daily Profit (%) | 0.4654 | 0.3516 | 0.1137 | 0.3298 | 0.2683 | 0.1776 |
Buy And Hold Return (%) | 57.8321 | 57.8321 | 57.8321 | 57.8321 | 57.8321 | 57.8321 |
Max Trade Drawdown | -48534 | -53039 | -36559 | -314978 | -279210 | -236918 |
Profit Factor | 1.5562 | 1.8015 | 1.2858 | 1.241 | 1.3043 | 1.1703 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Losing Trades | 111 | 58 | 53 | 111 | 58 | 53 |
Profitability (%) | 45.3202 | 43.1373 | 47.5248 | 45.3202 | 43.1373 | 47.5248 |
Ratio Avg Win / Avg Loss | 1.8776 | 2.3747 | 1.4198 | 1.4973 | 1.7193 | 1.2922 |
Largest Winning Trade | 67460 | 67460 | 26310 | 190086 | 190086 | 115689 |
Largest Losing Trade | -16311 | -14766 | -16311 | -89412 | -89412 | -81568 |
Avg Bars in Trades | 121 | 125 | 117 | 121 | 125 | 117 |
Avg Bars in Winners | 143 | 154 | 133 | 143 | 154 | 133 |
Avg Bars in Losers | 103 | 103 | 102 | 103 | 103 | 102 |
Bars Traded | 24645 | 12767 | 11878 | 24645 | 12767 | 11878 |
Profit Streak | 0 | 0 | 10.2958 | 0 | 0 | 10.2958 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333786 | 210651 | -200047 | 256606 | 170598 | -29937 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713567600000, "first_datapoint_time": 1714012200000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758589555542, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 248, "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": [ [ 242387.4993045033, 183144.1977253257, 59243.3015791774, 455623.720472839, 303608.0680827273, 152015.6523901116 ], [ 242.387499, 183.144198, 59.243302, 455.62372, 303.608068, 152.015652 ], [ 0.465387, 0.351639, 0.113748, 0.32981, 0.268253, 0.177628 ], [ 57.832122, 57.832122, 57.832122, 57.832122, 57.832122, 57.832122 ], [ -48534, -53039, -36559, -314978, -279210, -236918 ], [ 1.556217, 1.801487, 1.285822, 1.241012, 1.30429, 1.170288 ], [ 203, 102, 101, 203, 102, 101 ], [ 92, 44, 48, 92, 44, 48 ], [ 111, 58, 53, 111, 58, 53 ], [ 45.320197, 43.137255, 47.524752, 45.320197, 43.137255, 47.524752 ], [ 1.87761, 2.374688, 1.419762, 1.497308, 1.719291, 1.292193 ], [ 67460, 67460, 26310, 190086, 190086, 115689 ], [ -16311, -14766, -16311, -89412, -89412, -81568 ], [ 121, 125, 117, 121, 125, 117 ], [ 143, 154, 133, 143, 154, 133 ], [ 103, 103, 102, 103, 103, 102 ], [ 24645, 12767, 11878, 24645, 12767, 11878 ], [ 0, 0, 10.295782, 0, 0, 10.295782 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 333786, 210651, -200047, 256606, 170598, -29937 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713567600000, "first_datapoint_time": 1714012200000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758589555542, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 248, "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) |
---|