Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193907.031 | 156884.4148 | 37022.6162 | 207392.0063 | 171670.6312 | 35721.375 |
Total P&L (%) | 193.907 | 156.8844 | 37.0226 | 207.392 | 171.6706 | 35.7214 |
Avg Daily Profit (%) | 0.3723 | 0.3012 | 0.0711 | 0.2158 | 0.1921 | 0.0587 |
Buy And Hold Return (%) | 26.3588 | 26.3588 | 26.3588 | 26.3588 | 26.3588 | 26.3588 |
Max Trade Drawdown | -107108 | -49150 | -62870 | -699878 | -388144 | -327250 |
Profit Factor | 1.3439 | 1.5949 | 1.1233 | 1.0995 | 1.1607 | 1.0352 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 142 | 70 | 72 | 142 | 70 | 72 |
Losing Trades | 137 | 70 | 67 | 137 | 70 | 67 |
Profitability (%) | 50.8961 | 50 | 51.7986 | 50.8961 | 50 | 51.7986 |
Ratio Avg Win / Avg Loss | 1.2965 | 1.5949 | 1.0453 | 1.0608 | 1.1607 | 0.9633 |
Largest Winning Trade | 40883 | 40883 | 20046 | 234912 | 234912 | 83363 |
Largest Losing Trade | -48573 | -17400 | -48573 | -155539 | -155539 | -144645 |
Avg Bars in Trades | 88 | 86 | 89 | 88 | 86 | 89 |
Avg Bars in Winners | 88 | 84 | 92 | 88 | 84 | 92 |
Avg Bars in Losers | 87 | 88 | 86 | 87 | 88 | 86 |
Bars Traded | 24610 | 12147 | 12463 | 24610 | 12147 | 12463 |
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 | 376286 | 361161 | -223316 | -102306 | -37296 | -353896 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712550600000, "first_datapoint_time": 1712934000000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757549373817, "expiration_time": 1764028800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 169, "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": [ [ 193907.0309741284, 156884.4147702228, 37022.6162039054, 207392.0062742489, 171670.6312336724, 35721.3750405766 ], [ 193.907031, 156.884415, 37.022616, 207.392006, 171.670631, 35.721375 ], [ 0.372304, 0.30122, 0.071084, 0.215841, 0.192074, 0.058661 ], [ 26.358752, 26.358752, 26.358752, 26.358752, 26.358752, 26.358752 ], [ -107108, -49150, -62870, -699878, -388144, -327250 ], [ 1.343864, 1.594852, 1.123339, 1.099507, 1.160686, 1.035165 ], [ 279, 140, 139, 279, 140, 139 ], [ 142, 70, 72, 142, 70, 72 ], [ 137, 70, 67, 137, 70, 67 ], [ 50.896057, 50, 51.798561, 50.896057, 50, 51.798561 ], [ 1.296544, 1.594852, 1.045329, 1.060792, 1.160686, 0.963278 ], [ 40883, 40883, 20046, 234912, 234912, 83363 ], [ -48573, -17400, -48573, -155539, -155539, -144645 ], [ 88, 86, 89, 88, 86, 89 ], [ 88, 84, 92, 88, 84, 92 ], [ 87, 88, 86, 87, 88, 86 ], [ 24610, 12147, 12463, 24610, 12147, 12463 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 376286, 361161, -223316, -102306, -37296, -353896 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712550600000, "first_datapoint_time": 1712934000000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757549373817, "expiration_time": 1764028800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 169, "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) |
---|