Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229236.2316 | 165564.5295 | 63671.7021 | 325243.0324 | 243778.8074 | 81464.2251 |
Total P&L (%) | 229.2362 | 165.5645 | 63.6717 | 325.243 | 243.7788 | 81.4642 |
Avg Daily Profit (%) | 0.4401 | 0.3179 | 0.1223 | 0.2783 | 0.2374 | 0.1145 |
Buy And Hold Return (%) | 19.9727 | 19.9727 | 19.9727 | 19.9727 | 19.9727 | 19.9727 |
Max Trade Drawdown | -45498 | -47865 | -37489 | -212478 | -178023 | -107082 |
Profit Factor | 1.3568 | 1.5154 | 1.1982 | 1.168 | 1.2485 | 1.0853 |
Total Trades | 485 | 242 | 243 | 485 | 242 | 243 |
Winning Trades | 212 | 102 | 110 | 212 | 102 | 110 |
Losing Trades | 273 | 140 | 133 | 273 | 140 | 133 |
Profitability (%) | 43.7113 | 42.1488 | 45.2675 | 43.7113 | 42.1488 | 45.2675 |
Ratio Avg Win / Avg Loss | 1.7472 | 2.08 | 1.4487 | 1.5041 | 1.7137 | 1.3122 |
Largest Winning Trade | 95404 | 95404 | 19793 | 195072 | 195072 | 59768 |
Largest Losing Trade | -13630 | -13630 | -12876 | -49118 | -48522 | -49118 |
Avg Bars in Trades | 51 | 49 | 52 | 51 | 49 | 52 |
Avg Bars in Winners | 68 | 65 | 70 | 68 | 65 | 70 |
Avg Bars in Losers | 37 | 37 | 37 | 37 | 37 | 37 |
Bars Traded | 24791 | 11990 | 12801 | 24791 | 11990 | 12801 |
Profit Streak | 0 | 2.403 | 0 | 0 | 2.403 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386490 | 252006 | -36939 | -26819 | 168515 | -170733 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712345400000, "first_datapoint_time": 1712512800000, "last_datapoint_time": 1757343600000, "evaluation_time": 1757344215693, "expiration_time": 1763823600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 192, "offset": 0, "std": 4.62875 } }, "second_band": { "type": "bbm", "factors": { "length": 85, "offset": 0, "std": 2.40627 } } }
{ "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": [ [ 229236.2316255707, 165564.5294918513, 63671.7021337198, 325243.0324347951, 243778.8073518335, 81464.2250829616 ], [ 229.236232, 165.564529, 63.671702, 325.243032, 243.778807, 81.464225 ], [ 0.440136, 0.317886, 0.12225, 0.278307, 0.23737, 0.114477 ], [ 19.972661, 19.972661, 19.972661, 19.972661, 19.972661, 19.972661 ], [ -45498, -47865, -37489, -212478, -178023, -107082 ], [ 1.356815, 1.515428, 1.19821, 1.167987, 1.248533, 1.085281 ], [ 485, 242, 243, 485, 242, 243 ], [ 212, 102, 110, 212, 102, 110 ], [ 273, 140, 133, 273, 140, 133 ], [ 43.71134, 42.14876, 45.26749, 43.71134, 42.14876, 45.26749 ], [ 1.74722, 2.079999, 1.448745, 1.504059, 1.713673, 1.312203 ], [ 95404, 95404, 19793, 195072, 195072, 59768 ], [ -13630, -13630, -12876, -49118, -48522, -49118 ], [ 51, 49, 52, 51, 49, 52 ], [ 68, 65, 70, 68, 65, 70 ], [ 37, 37, 37, 37, 37, 37 ], [ 24791, 11990, 12801, 24791, 11990, 12801 ], [ 0, 2.402959, 0, 0, 2.402959, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 386490, 252006, -36939, -26819, 168515, -170733 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712345400000, "first_datapoint_time": 1712512800000, "last_datapoint_time": 1757343600000, "evaluation_time": 1757344215693, "expiration_time": 1763823600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 192, "offset": 0, "std": 4.62875 } }, "second_band": { "type": "bbm", "factors": { "length": 85, "offset": 0, "std": 2.40627 } } }
# | 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) |
---|