Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239758.6429 | 180176.5963 | 59582.0465 | 441480.5396 | 303784.3951 | 137696.1445 |
Total P&L (%) | 239.7586 | 180.1766 | 59.582 | 441.4805 | 303.7844 | 137.6961 |
Avg Daily Profit (%) | 0.4603 | 0.3459 | 0.1144 | 0.3248 | 0.2683 | 0.1664 |
Buy And Hold Return (%) | 77.3906 | 77.3906 | 77.3906 | 77.3906 | 77.3906 | 77.3906 |
Max Trade Drawdown | -66711 | -75966 | -11334 | -278798 | -307084 | -44658 |
Profit Factor | 2.2973 | 2.1373 | 3.2578 | 1.7301 | 1.6001 | 2.3991 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Profitability (%) | 65.5738 | 60 | 70.9677 | 65.5738 | 60 | 70.9677 |
Ratio Avg Win / Avg Loss | 1.2061 | 1.4249 | 1.3327 | 0.9083 | 1.0667 | 0.9814 |
Largest Winning Trade | 87664 | 87664 | 8549 | 196466 | 196466 | 31863 |
Largest Losing Trade | -31121 | -31121 | -8054 | -121861 | -121861 | -33222 |
Avg Bars in Trades | 401 | 767 | 47 | 401 | 767 | 47 |
Avg Bars in Winners | 223 | 433 | 51 | 223 | 433 | 51 |
Avg Bars in Losers | 741 | 1268 | 39 | 741 | 1268 | 39 |
Bars Traded | 24510 | 23033 | 1477 | 24510 | 23033 | 1477 |
Profit Streak | 4.2565 | 36.319 | 4.2565 | 4.2565 | 36.319 | 4.2565 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153982 | 332586 | -198808 | -155741 | 358239 | 104180 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712993400000, "first_datapoint_time": 1713200400000, "last_datapoint_time": 1757991600000, "evaluation_time": 1757992157549, "expiration_time": 1764471600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 116, "offset": 0, "std": 1.31458 } }, "second_band": { "type": "rma", "factors": { "length": 113, "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": [ [ 239758.6428817139, 180176.5963478475, 59582.0465338664, 441480.5395816186, 303784.3950561332, 137696.1445254855 ], [ 239.758643, 180.176596, 59.582047, 441.48054, 303.784395, 137.696145 ], [ 0.46034, 0.345941, 0.114398, 0.324843, 0.268338, 0.166377 ], [ 77.39061, 77.39061, 77.39061, 77.39061, 77.39061, 77.39061 ], [ -66711, -75966, -11334, -278798, -307084, -44658 ], [ 2.297301, 2.137307, 3.257783, 1.730107, 1.600054, 2.399098 ], [ 61, 30, 31, 61, 30, 31 ], [ 40, 18, 22, 40, 18, 22 ], [ 21, 12, 9, 21, 12, 9 ], [ 65.57377, 60, 70.967742, 65.57377, 60, 70.967742 ], [ 1.206083, 1.424872, 1.332729, 0.908306, 1.066703, 0.981449 ], [ 87664, 87664, 8549, 196466, 196466, 31863 ], [ -31121, -31121, -8054, -121861, -121861, -33222 ], [ 401, 767, 47, 401, 767, 47 ], [ 223, 433, 51, 223, 433, 51 ], [ 741, 1268, 39, 741, 1268, 39 ], [ 24510, 23033, 1477, 24510, 23033, 1477 ], [ 4.256453, 36.318953, 4.256453, 4.256453, 36.318953, 4.256453 ], [ 2, 3, 1, 2, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -153982, 332586, -198808, -155741, 358239, 104180 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712993400000, "first_datapoint_time": 1713200400000, "last_datapoint_time": 1757991600000, "evaluation_time": 1757992157549, "expiration_time": 1764471600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 116, "offset": 0, "std": 1.31458 } }, "second_band": { "type": "rma", "factors": { "length": 113, "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) |
---|