Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378541.1956 | 303574.5613 | 74966.6343 | 1079235.7973 | 641529.8532 | 437705.9441 |
Total P&L (%) | 378.5412 | 303.5746 | 74.9666 | 1079.2358 | 641.5299 | 437.7059 |
Avg Daily Profit (%) | 0.3634 | 0.2914 | 0.072 | 0.2372 | 0.1925 | 0.1616 |
Buy And Hold Return (%) | 197.9876 | 197.9876 | 197.9876 | 197.9876 | 197.9876 | 197.9876 |
Max Trade Drawdown | -65661 | -45522 | -67489 | -255419 | -348054 | -166072 |
Profit Factor | 1.6352 | 1.9601 | 1.268 | 1.5323 | 1.5459 | 1.5137 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 101 | 48 | 53 | 101 | 48 | 53 |
Losing Trades | 134 | 69 | 65 | 134 | 69 | 65 |
Profitability (%) | 42.9787 | 41.0256 | 44.9153 | 42.9787 | 41.0256 | 44.9153 |
Ratio Avg Win / Avg Loss | 2.1695 | 2.8177 | 1.555 | 2.033 | 2.2222 | 1.8564 |
Largest Winning Trade | 110090 | 110090 | 24349 | 276675 | 276675 | 135300 |
Largest Losing Trade | -21915 | -15059 | -21915 | -108757 | -108757 | -71053 |
Avg Bars in Trades | 103 | 107 | 100 | 103 | 107 | 100 |
Avg Bars in Winners | 146 | 158 | 136 | 146 | 158 | 136 |
Avg Bars in Losers | 71 | 71 | 70 | 71 | 71 | 70 |
Bars Traded | 24399 | 12564 | 11835 | 24399 | 12564 | 11835 |
Profit Streak | 0 | 41.5038 | 0 | 0 | 41.5038 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 112938 | -620 | -263845 | 303722 | 180997 | 75319 |
{ "trading_pair": "DOGE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1667584800000, "first_datapoint_time": 1668452400000, "last_datapoint_time": 1757584800000, "evaluation_time": 1757585127956, "expiration_time": 1764064800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "tema", "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": [ [ 378541.1955935909, 303574.5612764523, 74966.6343171387, 1079235.7972889328, 641529.853203947, 437705.9440849856 ], [ 378.541196, 303.574561, 74.966634, 1079.235797, 641.529853, 437.705944 ], [ 0.363398, 0.291431, 0.071968, 0.237155, 0.192525, 0.161616 ], [ 197.987616, 197.987616, 197.987616, 197.987616, 197.987616, 197.987616 ], [ -65661, -45522, -67489, -255419, -348054, -166072 ], [ 1.635193, 1.960145, 1.267957, 1.532339, 1.54585, 1.513703 ], [ 235, 117, 118, 235, 117, 118 ], [ 101, 48, 53, 101, 48, 53 ], [ 134, 69, 65, 134, 69, 65 ], [ 42.978723, 41.025641, 44.915254, 42.978723, 41.025641, 44.915254 ], [ 2.169464, 2.817709, 1.555042, 2.033004, 2.222159, 1.856428 ], [ 110090, 110090, 24349, 276675, 276675, 135300 ], [ -21915, -15059, -21915, -108757, -108757, -71053 ], [ 103, 107, 100, 103, 107, 100 ], [ 146, 158, 136, 146, 158, 136 ], [ 71, 71, 70, 71, 71, 70 ], [ 24399, 12564, 11835, 24399, 12564, 11835 ], [ 0, 41.503796, 0, 0, 41.503796, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 112938, -620, -263845, 303722, 180997, 75319 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1667584800000, "first_datapoint_time": 1668452400000, "last_datapoint_time": 1757584800000, "evaluation_time": 1757585127956, "expiration_time": 1764064800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "tema", "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) |
---|