Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252217.6882 | 186862.4912 | 65355.197 | 475114.897 | 353105.7408 | 122009.1562 |
Total P&L (%) | 252.2177 | 186.8625 | 65.3552 | 475.1149 | 353.1057 | 122.0092 |
Avg Daily Profit (%) | 0.4843 | 0.3588 | 0.1255 | 0.3365 | 0.2905 | 0.1532 |
Buy And Hold Return (%) | 48.9149 | 48.9149 | 48.9149 | 48.9149 | 48.9149 | 48.9149 |
Max Trade Drawdown | -51631 | -56765 | -27175 | -280139 | -251048 | -144488 |
Profit Factor | 1.4672 | 1.6402 | 1.2636 | 1.2673 | 1.3616 | 1.1523 |
Total Trades | 326 | 163 | 163 | 326 | 163 | 163 |
Winning Trades | 120 | 55 | 65 | 120 | 55 | 65 |
Losing Trades | 206 | 108 | 98 | 206 | 108 | 98 |
Profitability (%) | 36.8098 | 33.7423 | 39.8773 | 36.8098 | 33.7423 | 39.8773 |
Ratio Avg Win / Avg Loss | 2.5187 | 3.2207 | 1.9051 | 2.1755 | 2.6737 | 1.7373 |
Largest Winning Trade | 84309 | 84309 | 23645 | 195405 | 195405 | 64818 |
Largest Losing Trade | -12958 | -10825 | -12958 | -75624 | -49865 | -75624 |
Avg Bars in Trades | 76 | 78 | 73 | 76 | 78 | 73 |
Avg Bars in Winners | 131 | 141 | 122 | 131 | 141 | 122 |
Avg Bars in Losers | 43 | 46 | 41 | 43 | 46 | 41 |
Bars Traded | 24819 | 12794 | 12025 | 24819 | 12794 | 12025 |
Profit Streak | 4.7715 | 4.7715 | 17.1673 | 4.7715 | 4.7715 | 17.1673 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306038 | 146785 | -88465 | 260824 | 156306 | -50981 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713567600000, "first_datapoint_time": 1713787200000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758697253573, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 41, "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": [ [ 252217.6882405297, 186862.4912499199, 65355.1969906097, 475114.8969996856, 353105.7408382413, 122009.1561614439 ], [ 252.217688, 186.862491, 65.355197, 475.114897, 353.105741, 122.009156 ], [ 0.484261, 0.358778, 0.125483, 0.336452, 0.290526, 0.153248 ], [ 48.914941, 48.914941, 48.914941, 48.914941, 48.914941, 48.914941 ], [ -51631, -56765, -27175, -280139, -251048, -144488 ], [ 1.467213, 1.640154, 1.2636, 1.267288, 1.361618, 1.152305 ], [ 326, 163, 163, 326, 163, 163 ], [ 120, 55, 65, 120, 55, 65 ], [ 206, 108, 98, 206, 108, 98 ], [ 36.809816, 33.742331, 39.877301, 36.809816, 33.742331, 39.877301 ], [ 2.518715, 3.220667, 1.905121, 2.17551, 2.673723, 1.737322 ], [ 84309, 84309, 23645, 195405, 195405, 64818 ], [ -12958, -10825, -12958, -75624, -49865, -75624 ], [ 76, 78, 73, 76, 78, 73 ], [ 131, 141, 122, 131, 141, 122 ], [ 43, 46, 41, 43, 46, 41 ], [ 24819, 12794, 12025, 24819, 12794, 12025 ], [ 4.771453, 4.771453, 17.167287, 4.771453, 4.771453, 17.167287 ], [ 4, 2, 3, 4, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 306038, 146785, -88465, 260824, 156306, -50981 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713567600000, "first_datapoint_time": 1713787200000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758697253573, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 41, "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) |
---|