Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359458.8877 | 246075.6913 | 113383.1965 | 1481703.0735 | 893836.5811 | 587866.4924 |
Total P&L (%) | 359.4589 | 246.0757 | 113.3832 | 1481.7031 | 893.8366 | 587.8665 |
Avg Daily Profit (%) | 0.6902 | 0.4725 | 0.2177 | 0.5315 | 0.4419 | 0.3709 |
Buy And Hold Return (%) | 63.7757 | 63.7757 | 63.7757 | 63.7757 | 63.7757 | 63.7757 |
Max Trade Drawdown | -59442 | -43161 | -67186 | -110741 | -113149 | -124784 |
Profit Factor | 1.6404 | 1.9279 | 1.383 | 1.9098 | 2.1967 | 1.6668 |
Total Trades | 328 | 164 | 164 | 328 | 164 | 164 |
Winning Trades | 147 | 71 | 76 | 147 | 71 | 76 |
Losing Trades | 181 | 93 | 88 | 181 | 93 | 88 |
Profitability (%) | 44.8171 | 43.2927 | 46.3415 | 44.8171 | 43.2927 | 46.3415 |
Ratio Avg Win / Avg Loss | 2.0199 | 2.5252 | 1.6013 | 2.3515 | 2.8774 | 1.9299 |
Largest Winning Trade | 86126 | 86126 | 19904 | 202063 | 202063 | 101199 |
Largest Losing Trade | -12469 | -8225 | -12469 | -109734 | -109734 | -101733 |
Avg Bars in Trades | 75 | 77 | 73 | 75 | 77 | 73 |
Avg Bars in Winners | 107 | 107 | 107 | 107 | 107 | 107 |
Avg Bars in Losers | 49 | 54 | 44 | 49 | 54 | 44 |
Bars Traded | 24731 | 12632 | 12099 | 24731 | 12632 | 12099 |
Profit Streak | 5.8627 | 0 | 16.821 | 5.8627 | 0 | 16.821 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498178 | 302014 | 32266 | 515813 | 410810 | 448119 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714001400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1759009335527, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 111, "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": [ [ 359458.8877102102, 246075.6912501705, 113383.1964600396, 1481703.0735064552, 893836.581098757, 587866.4924076978 ], [ 359.458888, 246.075691, 113.383196, 1481.703074, 893.836581, 587.866492 ], [ 0.690165, 0.472468, 0.217697, 0.53154, 0.441886, 0.370946 ], [ 63.775679, 63.775679, 63.775679, 63.775679, 63.775679, 63.775679 ], [ -59442, -43161, -67186, -110741, -113149, -124784 ], [ 1.640447, 1.927865, 1.382979, 1.909808, 2.196701, 1.666764 ], [ 328, 164, 164, 328, 164, 164 ], [ 147, 71, 76, 147, 71, 76 ], [ 181, 93, 88, 181, 93, 88 ], [ 44.817073, 43.292683, 46.341463, 44.817073, 43.292683, 46.341463 ], [ 2.019871, 2.525232, 1.601344, 2.351532, 2.877369, 1.929937 ], [ 86126, 86126, 19904, 202063, 202063, 101199 ], [ -12469, -8225, -12469, -109734, -109734, -101733 ], [ 75, 77, 73, 75, 77, 73 ], [ 107, 107, 107, 107, 107, 107 ], [ 49, 54, 44, 49, 54, 44 ], [ 24731, 12632, 12099, 24731, 12632, 12099 ], [ 5.86268, 0, 16.821013, 5.86268, 0, 16.821013 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 498178, 302014, 32266, 515813, 410810, 448119 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714001400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1759009335527, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 111, "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) |
---|