Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241577.5279 | 172284.1809 | 69293.347 | 385447.1221 | 239773.0041 | 145674.118 |
Total P&L (%) | 241.5775 | 172.2842 | 69.2933 | 385.4471 | 239.773 | 145.6741 |
Avg Daily Profit (%) | 0.4638 | 0.3308 | 0.133 | 0.3038 | 0.2351 | 0.1727 |
Buy And Hold Return (%) | 23.4184 | 23.4184 | 23.4184 | 23.4184 | 23.4184 | 23.4184 |
Max Trade Drawdown | -69000 | -48306 | -33028 | -278616 | -150086 | -149224 |
Profit Factor | 1.4582 | 1.6524 | 1.2633 | 1.2538 | 1.3109 | 1.1948 |
Total Trades | 291 | 145 | 146 | 291 | 145 | 146 |
Winning Trades | 111 | 53 | 58 | 111 | 53 | 58 |
Losing Trades | 180 | 92 | 88 | 180 | 92 | 88 |
Profitability (%) | 38.1443 | 36.5517 | 39.726 | 38.1443 | 36.5517 | 39.726 |
Ratio Avg Win / Avg Loss | 2.3647 | 2.8683 | 1.9168 | 2.0331 | 2.2756 | 1.8128 |
Largest Winning Trade | 97726 | 97726 | 24676 | 143329 | 143329 | 67926 |
Largest Losing Trade | -9786 | -8672 | -9786 | -61258 | -50184 | -61258 |
Avg Bars in Trades | 85 | 83 | 86 | 85 | 83 | 86 |
Avg Bars in Winners | 131 | 130 | 131 | 131 | 130 | 131 |
Avg Bars in Losers | 56 | 56 | 56 | 56 | 56 | 56 |
Bars Traded | 24769 | 12129 | 12640 | 24769 | 12129 | 12640 |
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 | 301703 | 212383 | -22322 | 207481 | 115708 | -2989 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712494800000, "first_datapoint_time": 1712656800000, "last_datapoint_time": 1757493000000, "evaluation_time": 1757493107939, "expiration_time": 1763973000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 245, "offset": 0, "std": 4.29561 } } }
{ "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": [ [ 241577.5279046744, 172284.1808925525, 69293.3470121221, 385447.1221098244, 239773.0040681528, 145674.1180416715 ], [ 241.577528, 172.284181, 69.293347, 385.447122, 239.773004, 145.674118 ], [ 0.463832, 0.330788, 0.133044, 0.303803, 0.235114, 0.172727 ], [ 23.418401, 23.418401, 23.418401, 23.418401, 23.418401, 23.418401 ], [ -69000, -48306, -33028, -278616, -150086, -149224 ], [ 1.458228, 1.652416, 1.263344, 1.253764, 1.310933, 1.194809 ], [ 291, 145, 146, 291, 145, 146 ], [ 111, 53, 58, 111, 53, 58 ], [ 180, 92, 88, 180, 92, 88 ], [ 38.14433, 36.551724, 39.726027, 38.14433, 36.551724, 39.726027 ], [ 2.364694, 2.868346, 1.916797, 2.033131, 2.275582, 1.812813 ], [ 97726, 97726, 24676, 143329, 143329, 67926 ], [ -9786, -8672, -9786, -61258, -50184, -61258 ], [ 85, 83, 86, 85, 83, 86 ], [ 131, 130, 131, 131, 130, 131 ], [ 56, 56, 56, 56, 56, 56 ], [ 24769, 12129, 12640, 24769, 12129, 12640 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 301703, 212383, -22322, 207481, 115708, -2989 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712494800000, "first_datapoint_time": 1712656800000, "last_datapoint_time": 1757493000000, "evaluation_time": 1757493107939, "expiration_time": 1763973000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 245, "offset": 0, "std": 4.29561 } } }
# | 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) |
---|