Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191285.8121 | 140786.0129 | 50499.7992 | 268099.3059 | 208308.5584 | 59790.7475 |
Total P&L (%) | 191.2858 | 140.786 | 50.4998 | 268.0993 | 208.3086 | 59.7907 |
Avg Daily Profit (%) | 0.3673 | 0.2703 | 0.097 | 0.2505 | 0.2164 | 0.09 |
Buy And Hold Return (%) | 36.6024 | 36.6024 | 36.6024 | 36.6024 | 36.6024 | 36.6024 |
Max Trade Drawdown | -62696 | -45143 | -86390 | -154365 | -87185 | -115437 |
Profit Factor | 1.2075 | 1.3157 | 1.1061 | 1.1519 | 1.2435 | 1.0658 |
Total Trades | 751 | 375 | 376 | 751 | 375 | 376 |
Winning Trades | 385 | 202 | 183 | 385 | 202 | 183 |
Losing Trades | 366 | 173 | 193 | 366 | 173 | 193 |
Profitability (%) | 51.265 | 53.8667 | 48.6702 | 51.265 | 53.8667 | 48.6702 |
Ratio Avg Win / Avg Loss | 1.1479 | 1.1268 | 1.1665 | 1.0951 | 1.0649 | 1.124 |
Largest Winning Trade | 24945 | 24945 | 14452 | 41282 | 40563 | 41282 |
Largest Losing Trade | -31334 | -15395 | -31334 | -44242 | -44242 | -42563 |
Avg Bars in Trades | 33 | 35 | 31 | 33 | 35 | 31 |
Avg Bars in Winners | 31 | 30 | 33 | 31 | 30 | 33 |
Avg Bars in Losers | 34 | 40 | 29 | 34 | 40 | 29 |
Bars Traded | 24850 | 13153 | 11697 | 24850 | 13153 | 11697 |
Profit Streak | 0.9057 | 6.0099 | 0.9057 | 0.9057 | 6.0099 | 0.9057 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 295926 | 324889 | -217763 | -44507 | 345917 | -232994 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712689200000, "first_datapoint_time": 1712860200000, "last_datapoint_time": 1757687400000, "evaluation_time": 1757688253381, "expiration_time": 1764167400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 87, "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": [ [ 191285.812066708, 140786.0128747625, 50499.7991919456, 268099.3058823616, 208308.55837619, 59790.7475061713 ], [ 191.285812, 140.786013, 50.499799, 268.099306, 208.308558, 59.790748 ], [ 0.367271, 0.270311, 0.09696, 0.250526, 0.216414, 0.090031 ], [ 36.602361, 36.602361, 36.602361, 36.602361, 36.602361, 36.602361 ], [ -62696, -45143, -86390, -154365, -87185, -115437 ], [ 1.207455, 1.315702, 1.106067, 1.151939, 1.243466, 1.065782 ], [ 751, 375, 376, 751, 375, 376 ], [ 385, 202, 183, 385, 202, 183 ], [ 366, 173, 193, 366, 173, 193 ], [ 51.26498, 53.866667, 48.670213, 51.26498, 53.866667, 48.670213 ], [ 1.147867, 1.126814, 1.166508, 1.09509, 1.064949, 1.124021 ], [ 24945, 24945, 14452, 41282, 40563, 41282 ], [ -31334, -15395, -31334, -44242, -44242, -42563 ], [ 33, 35, 31, 33, 35, 31 ], [ 31, 30, 33, 31, 30, 33 ], [ 34, 40, 29, 34, 40, 29 ], [ 24850, 13153, 11697, 24850, 13153, 11697 ], [ 0.90571, 6.009877, 0.90571, 0.90571, 6.009877, 0.90571 ], [ 2, 4, 1, 2, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 295926, 324889, -217763, -44507, 345917, -232994 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712689200000, "first_datapoint_time": 1712860200000, "last_datapoint_time": 1757687400000, "evaluation_time": 1757688253381, "expiration_time": 1764167400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 87, "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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