Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436513.5352 | 350448.2112 | 86065.324 | 1399212.7911 | 1065639.2553 | 333573.5358 |
Total P&L (%) | 436.5135 | 350.4482 | 86.0653 | 1399.2128 | 1065.6393 | 333.5735 |
Avg Daily Profit (%) | 0.4191 | 0.3364 | 0.0826 | 0.2603 | 0.236 | 0.1409 |
Buy And Hold Return (%) | 212.0608 | 212.0608 | 212.0608 | 212.0608 | 212.0608 | 212.0608 |
Max Trade Drawdown | -46267 | -33411 | -32569 | -939893 | -399583 | -544034 |
Profit Factor | 2.7828 | 3.9528 | 1.6822 | 1.7152 | 2.1228 | 1.3312 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 42.2222 | 42.2222 | 42.2222 | 42.2222 | 42.2222 | 42.2222 |
Ratio Avg Win / Avg Loss | 3.8081 | 5.4091 | 2.3019 | 2.3471 | 2.9048 | 1.8216 |
Largest Winning Trade | 222032 | 222032 | 24835 | 741159 | 741159 | 375772 |
Largest Losing Trade | -13952 | -11271 | -13952 | -252194 | -221436 | -252194 |
Avg Bars in Trades | 271 | 258 | 283 | 271 | 258 | 283 |
Avg Bars in Winners | 488 | 472 | 504 | 488 | 472 | 504 |
Avg Bars in Losers | 112 | 102 | 121 | 112 | 102 | 121 |
Bars Traded | 24399 | 11646 | 12752 | 24399 | 11646 | 12752 |
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 | 198735 | 131417 | -248193 | 315035 | 291875 | -16221 |
{ "trading_pair": "DOGE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1667545200000, "first_datapoint_time": 1669161600000, "last_datapoint_time": 1757545200000, "evaluation_time": 1757547262210, "expiration_time": 1764025200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 219, "offset": 231 } }, "second_band": { "type": "jma", "factors": { "length": 99, "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": [ [ 436513.5351893685, 350448.2111558131, 86065.3240335553, 1399212.7911123983, 1065639.2552667286, 333573.535845669 ], [ 436.513535, 350.448211, 86.065324, 1399.212791, 1065.639255, 333.573536 ], [ 0.419052, 0.336429, 0.082622, 0.26026, 0.236039, 0.14092 ], [ 212.060815, 212.060815, 212.060815, 212.060815, 212.060815, 212.060815 ], [ -46267, -33411, -32569, -939893, -399583, -544034 ], [ 2.782815, 3.952823, 1.682177, 1.715194, 2.122766, 1.331159 ], [ 90, 45, 45, 90, 45, 45 ], [ 38, 19, 19, 38, 19, 19 ], [ 52, 26, 26, 52, 26, 26 ], [ 42.222222, 42.222222, 42.222222, 42.222222, 42.222222, 42.222222 ], [ 3.808063, 5.409126, 2.301927, 2.347107, 2.904837, 1.821586 ], [ 222032, 222032, 24835, 741159, 741159, 375772 ], [ -13952, -11271, -13952, -252194, -221436, -252194 ], [ 271, 258, 283, 271, 258, 283 ], [ 488, 472, 504, 488, 472, 504 ], [ 112, 102, 121, 112, 102, 121 ], [ 24399, 11646, 12752, 24399, 11646, 12752 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 198735, 131417, -248193, 315035, 291875, -16221 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1667545200000, "first_datapoint_time": 1669161600000, "last_datapoint_time": 1757545200000, "evaluation_time": 1757547262210, "expiration_time": 1764025200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 219, "offset": 231 } }, "second_band": { "type": "jma", "factors": { "length": 99, "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) |
---|