Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191037.3508 | 147162.8422 | 43874.5086 | 176158.4064 | 127244.1065 | 48914.2999 |
Total P&L (%) | 191.0374 | 147.1628 | 43.8745 | 176.1584 | 127.2441 | 48.9143 |
Avg Daily Profit (%) | 0.3668 | 0.2826 | 0.0842 | 0.1952 | 0.1577 | 0.0765 |
Buy And Hold Return (%) | 26.8509 | 26.8509 | 26.8509 | 26.8509 | 26.8509 | 26.8509 |
Max Trade Drawdown | -60064 | -43544 | -34863 | -237259 | -162276 | -126943 |
Profit Factor | 1.2609 | 1.3898 | 1.1237 | 1.0922 | 1.1267 | 1.054 |
Total Trades | 454 | 227 | 227 | 454 | 227 | 227 |
Winning Trades | 213 | 103 | 110 | 213 | 103 | 110 |
Losing Trades | 241 | 124 | 117 | 241 | 124 | 117 |
Profitability (%) | 46.9163 | 45.3744 | 48.4582 | 46.9163 | 45.3744 | 48.4582 |
Ratio Avg Win / Avg Loss | 1.4266 | 1.6731 | 1.1952 | 1.2358 | 1.3564 | 1.1211 |
Largest Winning Trade | 84009 | 84009 | 29043 | 128787 | 128787 | 93439 |
Largest Losing Trade | -25075 | -15927 | -25075 | -102988 | -50729 | -102988 |
Avg Bars in Trades | 54 | 54 | 54 | 54 | 54 | 54 |
Avg Bars in Winners | 62 | 60 | 64 | 62 | 60 | 64 |
Avg Bars in Losers | 47 | 49 | 44 | 47 | 49 | 44 |
Bars Traded | 24703 | 12434 | 12269 | 24703 | 12434 | 12269 |
Profit Streak | 4.2191 | 4.9275 | 4.2191 | 4.2191 | 4.9275 | 4.2191 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357939 | 286965 | -174827 | -110736 | -76568 | -260568 |
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{ "first_band": { "type": "dcm", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 104, "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": [ [ 191037.3508157369, 147162.8421825849, 43874.5086331517, 176158.4064175188, 127244.1064865296, 48914.2999309891 ], [ 191.037351, 147.162842, 43.874509, 176.158406, 127.244106, 48.9143 ], [ 0.366794, 0.282554, 0.08424, 0.195226, 0.157729, 0.076484 ], [ 26.850868, 26.850868, 26.850868, 26.850868, 26.850868, 26.850868 ], [ -60064, -43544, -34863, -237259, -162276, -126943 ], [ 1.260887, 1.389765, 1.123697, 1.092229, 1.126682, 1.054014 ], [ 454, 227, 227, 454, 227, 227 ], [ 213, 103, 110, 213, 103, 110 ], [ 241, 124, 117, 241, 124, 117 ], [ 46.9163, 45.374449, 48.45815, 46.9163, 45.374449, 48.45815 ], [ 1.426637, 1.673115, 1.195205, 1.235808, 1.356393, 1.121088 ], [ 84009, 84009, 29043, 128787, 128787, 93439 ], [ -25075, -15927, -25075, -102988, -50729, -102988 ], [ 54, 54, 54, 54, 54, 54 ], [ 62, 60, 64, 62, 60, 64 ], [ 47, 49, 44, 47, 49, 44 ], [ 24703, 12434, 12269, 24703, 12434, 12269 ], [ 4.219119, 4.927452, 4.219119, 4.219119, 4.927452, 4.219119 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 357939, 286965, -174827, -110736, -76568, -260568 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712613600000, "first_datapoint_time": 1712799000000, "last_datapoint_time": 1757611800000, "evaluation_time": 1757612731896, "expiration_time": 1764091800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 104, "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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