Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196504.4264 | 192717.0142 | 3787.4122 | 56197.4607 | 68343.7505 | -12146.2898 |
Total P&L (%) | 196.5044 | 192.717 | 3.7874 | 56.1975 | 68.3438 | -12.1463 |
Avg Daily Profit (%) | 0.3773 | 0.37 | 0.0073 | 0.0857 | 0.1001 | -0.0249 |
Buy And Hold Return (%) | 24.224 | 24.224 | 24.224 | 24.224 | 24.224 | 24.224 |
Max Trade Drawdown | -84616 | -74549 | -17620 | -197776 | -175403 | -30305 |
Profit Factor | 1.8491 | 2.0872 | 1.0699 | 1.133 | 1.2056 | 0.8651 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 49.4949 | 48.9796 | 50 | 49.4949 | 48.9796 | 50 |
Ratio Avg Win / Avg Loss | 1.8868 | 2.1741 | 1.0699 | 1.1561 | 1.2558 | 0.8651 |
Largest Winning Trade | 244145 | 244145 | 5243 | 221315 | 221315 | 10592 |
Largest Losing Trade | -42657 | -42657 | -5929 | -118950 | -118950 | -8752 |
Avg Bars in Trades | 237 | 456 | 22 | 237 | 456 | 22 |
Avg Bars in Winners | 250 | 487 | 23 | 250 | 487 | 23 |
Avg Bars in Losers | 223 | 426 | 20 | 223 | 426 | 20 |
Bars Traded | 23476 | 22375 | 1101 | 23476 | 22375 | 1101 |
Profit Streak | 14.7491 | 15.0616 | 14.7491 | 14.7491 | 15.0616 | 14.7491 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475815 | 459328 | -672266 | -156976 | -63450 | -760535 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712527200000, "first_datapoint_time": 1712804400000, "last_datapoint_time": 1757525400000, "evaluation_time": 1757527120522, "expiration_time": 1764005400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 53, "offset": 0, "std": 3.62407 } } }
{ "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": [ [ 196504.4263810365, 192717.0142097524, 3787.4121712839, 56197.4606506389, 68343.7504677232, -12146.2898170842 ], [ 196.504426, 192.717014, 3.787412, 56.197461, 68.34375, -12.14629 ], [ 0.377291, 0.370019, 0.007272, 0.08566, 0.100052, -0.024861 ], [ 24.224011, 24.224011, 24.224011, 24.224011, 24.224011, 24.224011 ], [ -84616, -74549, -17620, -197776, -175403, -30305 ], [ 1.849063, 2.087165, 1.069915, 1.133026, 1.205589, 0.865077 ], [ 99, 49, 50, 99, 49, 50 ], [ 49, 24, 25, 49, 24, 25 ], [ 50, 25, 25, 50, 25, 25 ], [ 49.494949, 48.979592, 50, 49.494949, 48.979592, 50 ], [ 1.886798, 2.17413, 1.069915, 1.156149, 1.255821, 0.865077 ], [ 244145, 244145, 5243, 221315, 221315, 10592 ], [ -42657, -42657, -5929, -118950, -118950, -8752 ], [ 237, 456, 22, 237, 456, 22 ], [ 250, 487, 23, 250, 487, 23 ], [ 223, 426, 20, 223, 426, 20 ], [ 23476, 22375, 1101, 23476, 22375, 1101 ], [ 14.74908, 15.06158, 14.74908, 14.74908, 15.06158, 14.74908 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 475815, 459328, -672266, -156976, -63450, -760535 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712527200000, "first_datapoint_time": 1712804400000, "last_datapoint_time": 1757525400000, "evaluation_time": 1757527120522, "expiration_time": 1764005400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 53, "offset": 0, "std": 3.62407 } } }
# | 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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