Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194951.0977 | 154295.7559 | 40655.3418 | 270094.1017 | 226799.1809 | 43294.9208 |
Total P&L (%) | 194.9511 | 154.2958 | 40.6553 | 270.0941 | 226.7992 | 43.2949 |
Avg Daily Profit (%) | 0.3743 | 0.2963 | 0.0781 | 0.2516 | 0.2276 | 0.0691 |
Buy And Hold Return (%) | 51.7732 | 51.7732 | 51.7732 | 51.7732 | 51.7732 | 51.7732 |
Max Trade Drawdown | -70984 | -62915 | -61418 | -151166 | -130264 | -110411 |
Profit Factor | 1.2211 | 1.3116 | 1.1052 | 1.1605 | 1.2366 | 1.0598 |
Total Trades | 669 | 334 | 335 | 669 | 334 | 335 |
Winning Trades | 346 | 188 | 158 | 346 | 188 | 158 |
Losing Trades | 323 | 146 | 177 | 323 | 146 | 177 |
Profitability (%) | 51.719 | 56.2874 | 47.1642 | 51.719 | 56.2874 | 47.1642 |
Ratio Avg Win / Avg Loss | 1.14 | 1.0186 | 1.2381 | 1.0834 | 0.9604 | 1.1872 |
Largest Winning Trade | 40871 | 40871 | 10579 | 78171 | 78171 | 33187 |
Largest Losing Trade | -17023 | -17023 | -12777 | -48290 | -48290 | -22771 |
Avg Bars in Trades | 37 | 48 | 25 | 37 | 48 | 25 |
Avg Bars in Winners | 34 | 39 | 28 | 34 | 39 | 28 |
Avg Bars in Losers | 39 | 61 | 22 | 39 | 61 | 22 |
Bars Traded | 24818 | 16355 | 8463 | 24818 | 16355 | 8463 |
Profit Streak | 4.0474 | 0 | 6.2974 | 4.0474 | 0 | 6.2974 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333183 | 248654 | -358833 | -34128 | 195854 | -420750 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713567600000, "first_datapoint_time": 1713751200000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758708497151, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 169, "offset": 0, "std": 2.97646 } } }
{ "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": [ [ 194951.0977040875, 154295.7558756983, 40655.3418283889, 270094.1016695477, 226799.1809119828, 43294.9207575649 ], [ 194.951098, 154.295756, 40.655342, 270.094102, 226.799181, 43.294921 ], [ 0.374309, 0.29625, 0.078059, 0.251566, 0.227622, 0.069093 ], [ 51.77323, 51.77323, 51.77323, 51.77323, 51.77323, 51.77323 ], [ -70984, -62915, -61418, -151166, -130264, -110411 ], [ 1.221124, 1.311632, 1.105185, 1.160502, 1.236647, 1.059765 ], [ 669, 334, 335, 669, 334, 335 ], [ 346, 188, 158, 346, 188, 158 ], [ 323, 146, 177, 323, 146, 177 ], [ 51.718984, 56.287425, 47.164179, 51.718984, 56.287425, 47.164179 ], [ 1.139951, 1.018608, 1.238087, 1.083359, 0.960375, 1.187205 ], [ 40871, 40871, 10579, 78171, 78171, 33187 ], [ -17023, -17023, -12777, -48290, -48290, -22771 ], [ 37, 48, 25, 37, 48, 25 ], [ 34, 39, 28, 34, 39, 28 ], [ 39, 61, 22, 39, 61, 22 ], [ 24818, 16355, 8463, 24818, 16355, 8463 ], [ 4.04742, 0, 6.297421, 4.047421, 0, 6.297421 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 333183, 248654, -358833, -34128, 195854, -420750 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713567600000, "first_datapoint_time": 1713751200000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758708497151, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 169, "offset": 0, "std": 2.97646 } } }
# | 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) |
---|