Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142774.9466 | 132820.438 | 9954.5086 | 78245.927 | 72845.7839 | 5400.1431 |
Total P&L (%) | 142.7749 | 132.8204 | 9.9545 | 78.2459 | 72.8458 | 5.4001 |
Avg Daily Profit (%) | 0.2741 | 0.255 | 0.0191 | 0.111 | 0.1051 | 0.0101 |
Buy And Hold Return (%) | 24.8435 | 24.8435 | 24.8435 | 24.8435 | 24.8435 | 24.8435 |
Max Trade Drawdown | -56079 | -56830 | -6142 | -163690 | -163579 | -17173 |
Profit Factor | 1.6975 | 1.7276 | 1.4492 | 1.205 | 1.213 | 1.1356 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Profitability (%) | 59.0164 | 63.3333 | 54.8387 | 59.0164 | 63.3333 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.1788 | 1.0002 | 1.1935 | 0.8368 | 0.7023 | 0.9352 |
Largest Winning Trade | 92013 | 92013 | 4528 | 137843 | 137843 | 12563 |
Largest Losing Trade | -49229 | -49229 | -5433 | -145086 | -145086 | -14887 |
Avg Bars in Trades | 374 | 751 | 8 | 374 | 751 | 8 |
Avg Bars in Winners | 188 | 348 | 9 | 188 | 348 | 9 |
Avg Bars in Losers | 641 | 1448 | 7 | 641 | 1448 | 7 |
Bars Traded | 22815 | 22545 | 270 | 22815 | 22545 | 270 |
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 | -155875 | 369516 | -331530 | -215298 | -56814 | -417907 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712390400000, "first_datapoint_time": 1712714400000, "last_datapoint_time": 1757388600000, "evaluation_time": 1757388988020, "expiration_time": 1763868600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 181, "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": [ [ 142774.9465626898, 132820.4380053672, 9954.5085573226, 78245.9269662933, 72845.7838521657, 5400.1431141276 ], [ 142.774947, 132.820438, 9.954509, 78.245927, 72.845784, 5.400143 ], [ 0.27413, 0.255017, 0.019113, 0.111037, 0.105124, 0.010099 ], [ 24.843501, 24.843501, 24.843501, 24.843501, 24.843501, 24.843501 ], [ -56079, -56830, -6142, -163690, -163579, -17173 ], [ 1.697461, 1.727597, 1.449214, 1.204955, 1.213041, 1.135554 ], [ 61, 30, 31, 61, 30, 31 ], [ 36, 19, 17, 36, 19, 17 ], [ 25, 11, 14, 25, 11, 14 ], [ 59.016393, 63.333333, 54.83871, 59.016393, 63.333333, 54.83871 ], [ 1.178792, 1.000187, 1.19347, 0.836774, 0.702287, 0.935162 ], [ 92013, 92013, 4528, 137843, 137843, 12563 ], [ -49229, -49229, -5433, -145086, -145086, -14887 ], [ 374, 751, 8, 374, 751, 8 ], [ 188, 348, 9, 188, 348, 9 ], [ 641, 1448, 7, 641, 1448, 7 ], [ 22815, 22545, 270, 22815, 22545, 270 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -155875, 369516, -331530, -215298, -56814, -417907 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712390400000, "first_datapoint_time": 1712714400000, "last_datapoint_time": 1757388600000, "evaluation_time": 1757388988020, "expiration_time": 1763868600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 181, "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) |
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