Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148486.8178 | 156837.2142 | -8350.3964 | 8345.4851 | 14680.115 | -6334.63 |
Total P&L (%) | 148.4868 | 156.8372 | -8.3504 | 8.3455 | 14.6801 | -6.3346 |
Avg Daily Profit (%) | 0.2851 | 0.3011 | -0.016 | 0.0154 | 0.0263 | -0.0126 |
Buy And Hold Return (%) | 15.247 | 15.247 | 15.247 | 15.247 | 15.247 | 15.247 |
Max Trade Drawdown | -68699 | -64587 | -25240 | -130526 | -124579 | -19420 |
Profit Factor | 1.5878 | 1.8268 | 0.8673 | 1.0269 | 1.0595 | 0.8999 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 40.678 | 41.3793 | 40 | 40.678 | 41.3793 | 40 |
Ratio Avg Win / Avg Loss | 2.3156 | 2.588 | 1.3009 | 1.4976 | 1.5009 | 1.3498 |
Largest Winning Trade | 205187 | 205187 | 12855 | 130910 | 130910 | 10835 |
Largest Losing Trade | -47634 | -47634 | -8773 | -100643 | -100643 | -7664 |
Avg Bars in Trades | 407 | 801 | 25 | 407 | 801 | 25 |
Avg Bars in Winners | 635 | 1236 | 34 | 635 | 1236 | 34 |
Avg Bars in Losers | 250 | 494 | 19 | 250 | 494 | 19 |
Bars Traded | 24014 | 23247 | 767 | 24014 | 23247 | 767 |
Profit Streak | 0 | 86.7315 | 0 | 0 | 86.7315 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -172669 | 307200 | -583338 | -712963 | -480941 | -583338 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712287800000, "first_datapoint_time": 1712539800000, "last_datapoint_time": 1757286000000, "evaluation_time": 1757286205411, "expiration_time": 1763766000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 141, "offset": 0, "std": 1.00003 } }, "second_band": { "type": "kcu", "factors": { "length": 43, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 148486.8178417829, 156837.2142161462, -8350.3963743634, 8345.485062068, 14680.1150371586, -6334.6299750906 ], [ 148.486818, 156.837214, -8.350396, 8.345485, 14.680115, -6.33463 ], [ 0.285097, 0.301129, -0.016033, 0.015391, 0.026303, -0.012564 ], [ 15.246954, 15.246954, 15.246954, 15.246954, 15.246954, 15.246954 ], [ -68699, -64587, -25240, -130526, -124579, -19420 ], [ 1.587817, 1.826829, 0.867289, 1.026907, 1.05946, 0.899883 ], [ 59, 29, 30, 59, 29, 30 ], [ 24, 12, 12, 24, 12, 12 ], [ 35, 17, 18, 35, 17, 18 ], [ 40.677966, 41.37931, 40, 40.677966, 41.37931, 40 ], [ 2.315567, 2.588007, 1.300934, 1.497572, 1.500901, 1.349824 ], [ 205187, 205187, 12855, 130910, 130910, 10835 ], [ -47634, -47634, -8773, -100643, -100643, -7664 ], [ 407, 801, 25, 407, 801, 25 ], [ 635, 1236, 34, 635, 1236, 34 ], [ 250, 494, 19, 250, 494, 19 ], [ 24014, 23247, 767, 24014, 23247, 767 ], [ 0, 86.731544, 0, 0, 86.731544, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -172669, 307200, -583338, -712963, -480941, -583338 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712287800000, "first_datapoint_time": 1712539800000, "last_datapoint_time": 1757286000000, "evaluation_time": 1757286205411, "expiration_time": 1763766000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 141, "offset": 0, "std": 1.00003 } }, "second_band": { "type": "kcu", "factors": { "length": 43, "offset": 0, "scalar": 5 } } }
# | 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) |
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