Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257418.769 | 170322.966 | 87095.8029 | 603488.6643 | 395442.7942 | 208045.8702 |
Total P&L (%) | 257.4188 | 170.323 | 87.0958 | 603.4887 | 395.4428 | 208.0459 |
Avg Daily Profit (%) | 0.4942 | 0.327 | 0.1672 | 0.3753 | 0.3077 | 0.2163 |
Buy And Hold Return (%) | 20.0981 | 20.0981 | 20.0981 | 20.0981 | 20.0981 | 20.0981 |
Max Trade Drawdown | -67991 | -50874 | -33625 | -259939 | -158385 | -224789 |
Profit Factor | 1.3195 | 1.4267 | 1.2143 | 1.2238 | 1.2868 | 1.1578 |
Total Trades | 599 | 299 | 300 | 599 | 299 | 300 |
Winning Trades | 303 | 151 | 152 | 303 | 151 | 152 |
Losing Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Profitability (%) | 50.5843 | 50.5017 | 50.6667 | 50.5843 | 50.5017 | 50.6667 |
Ratio Avg Win / Avg Loss | 1.289 | 1.3984 | 1.1823 | 1.1955 | 1.2612 | 1.1273 |
Largest Winning Trade | 28963 | 28963 | 12676 | 119725 | 119725 | 82305 |
Largest Losing Trade | -24614 | -13036 | -24614 | -86734 | -86734 | -57855 |
Avg Bars in Trades | 41 | 43 | 39 | 41 | 43 | 39 |
Avg Bars in Winners | 42 | 44 | 41 | 42 | 44 | 41 |
Avg Bars in Losers | 39 | 42 | 37 | 39 | 42 | 37 |
Bars Traded | 24821 | 13035 | 11786 | 24821 | 13035 | 11786 |
Profit Streak | 0 | 1.6298 | 0 | 0 | 1.6298 | 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 | 467125 | 276008 | 198225 | 424446 | 239295 | -38652 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712377800000, "first_datapoint_time": 1712595600000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757376417721, "expiration_time": 1763856000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 93, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 257418.7689514878, 170322.9660208331, 87095.8029306544, 603488.6643141316, 395442.7941561457, 208045.8701579851 ], [ 257.418769, 170.322966, 87.095803, 603.488664, 395.442794, 208.04587 ], [ 0.494247, 0.327022, 0.167225, 0.375274, 0.307729, 0.21625 ], [ 20.098063, 20.098063, 20.098063, 20.098063, 20.098063, 20.098063 ], [ -67991, -50874, -33625, -259939, -158385, -224789 ], [ 1.319532, 1.426703, 1.214283, 1.22375, 1.286809, 1.157803 ], [ 599, 299, 300, 599, 299, 300 ], [ 303, 151, 152, 303, 151, 152 ], [ 296, 148, 148, 296, 148, 148 ], [ 50.584307, 50.501672, 50.666667, 50.584307, 50.501672, 50.666667 ], [ 1.289048, 1.398358, 1.182328, 1.195479, 1.261243, 1.127335 ], [ 28963, 28963, 12676, 119725, 119725, 82305 ], [ -24614, -13036, -24614, -86734, -86734, -57855 ], [ 41, 43, 39, 41, 43, 39 ], [ 42, 44, 41, 42, 44, 41 ], [ 39, 42, 37, 39, 42, 37 ], [ 24821, 13035, 11786, 24821, 13035, 11786 ], [ 0, 1.629835, 0, 0, 1.629835, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 467125, 276008, 198225, 424446, 239295, -38652 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712377800000, "first_datapoint_time": 1712595600000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757376417721, "expiration_time": 1763856000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 93, "offset": 0, "scalar": 2 } } }
# | 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) |
---|