Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194976.9039 | 209642.052 | -14665.1481 | 38082.0148 | 74285.9108 | -36203.896 |
Total P&L (%) | 194.9769 | 209.6421 | -14.6651 | 38.082 | 74.2859 | -36.2039 |
Avg Daily Profit (%) | 0.3744 | 0.4025 | -0.0282 | 0.062 | 0.1067 | -0.0863 |
Buy And Hold Return (%) | 81.6267 | 81.6267 | 81.6267 | 81.6267 | 81.6267 | 81.6267 |
Max Trade Drawdown | -97025 | -82739 | -26905 | -218651 | -186434 | -48194 |
Profit Factor | 1.9518 | 2.3051 | 0.6683 | 1.1062 | 1.26 | 0.502 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 41.5385 | 46.875 | 36.3636 | 41.5385 | 46.875 | 36.3636 |
Ratio Avg Win / Avg Loss | 2.747 | 2.6124 | 1.1695 | 1.5569 | 1.4279 | 0.8785 |
Largest Winning Trade | 265835 | 265835 | 5257 | 234020 | 234020 | 7811 |
Largest Losing Trade | -30750 | -30750 | -4750 | -75842 | -75842 | -10589 |
Avg Bars in Trades | 375 | 736 | 24 | 375 | 736 | 24 |
Avg Bars in Winners | 443 | 773 | 30 | 443 | 773 | 30 |
Avg Bars in Losers | 326 | 702 | 21 | 326 | 702 | 21 |
Bars Traded | 24379 | 23559 | 820 | 24379 | 23559 | 820 |
Profit Streak | 0 | 29.1786 | 0 | 0 | 29.1786 | 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 | -131616 | 322915 | -584452 | -518644 | -217729 | -586396 |
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{ "first_band": { "type": "dcm", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 56, "offset": 0, "std": 4.9058 } } }
{ "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": [ [ 194976.9038904723, 209642.0519844853, -14665.1480940132, 38082.0147906682, 74285.9107611612, -36203.8959704928 ], [ 194.976904, 209.642052, -14.665148, 38.082015, 74.285911, -36.203896 ], [ 0.374358, 0.402515, -0.028157, 0.061974, 0.106719, -0.086263 ], [ 81.626739, 81.626739, 81.626739, 81.626739, 81.626739, 81.626739 ], [ -97025, -82739, -26905, -218651, -186434, -48194 ], [ 1.951819, 2.305081, 0.668296, 1.106237, 1.259954, 0.501995 ], [ 65, 32, 33, 65, 32, 33 ], [ 27, 15, 12, 27, 15, 12 ], [ 38, 17, 21, 38, 17, 21 ], [ 41.538462, 46.875, 36.363636, 41.538462, 46.875, 36.363636 ], [ 2.747004, 2.612426, 1.169517, 1.556926, 1.427948, 0.878492 ], [ 265835, 265835, 5257, 234020, 234020, 7811 ], [ -30750, -30750, -4750, -75842, -75842, -10589 ], [ 375, 736, 24, 375, 736, 24 ], [ 443, 773, 30, 443, 773, 30 ], [ 326, 702, 21, 326, 702, 21 ], [ 24379, 23559, 820, 24379, 23559, 820 ], [ 0, 29.178618, 0, 0, 29.178618, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -131616, 322915, -584452, -518644, -217729, -586396 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713229200000, "first_datapoint_time": 1713592800000, "last_datapoint_time": 1758227400000, "evaluation_time": 1758228432576, "expiration_time": 1764707400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 56, "offset": 0, "std": 4.9058 } } }
# | 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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