Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201070.0016 | 157487.9314 | 43582.0701 | 261426.831 | 206673.5678 | 54753.2633 |
Total P&L (%) | 201.07 | 157.4879 | 43.5821 | 261.4268 | 206.6736 | 54.7533 |
Avg Daily Profit (%) | 0.3861 | 0.3024 | 0.0837 | 0.247 | 0.2154 | 0.0839 |
Buy And Hold Return (%) | 35.2001 | 35.2001 | 35.2001 | 35.2001 | 35.2001 | 35.2001 |
Max Trade Drawdown | -73105 | -50427 | -49061 | -147352 | -155360 | -98783 |
Profit Factor | 1.2494 | 1.3922 | 1.1077 | 1.1373 | 1.2087 | 1.0599 |
Total Trades | 517 | 258 | 259 | 517 | 258 | 259 |
Winning Trades | 249 | 126 | 123 | 249 | 126 | 123 |
Losing Trades | 268 | 132 | 136 | 268 | 132 | 136 |
Profitability (%) | 48.1625 | 48.8372 | 47.4903 | 48.1625 | 48.8372 | 47.4903 |
Ratio Avg Win / Avg Loss | 1.3447 | 1.4585 | 1.2248 | 1.224 | 1.2663 | 1.1719 |
Largest Winning Trade | 34452 | 34452 | 30498 | 89029 | 89029 | 76057 |
Largest Losing Trade | -17921 | -12866 | -17921 | -52598 | -38285 | -52598 |
Avg Bars in Trades | 47 | 49 | 46 | 47 | 49 | 46 |
Avg Bars in Winners | 50 | 48 | 51 | 50 | 48 | 51 |
Avg Bars in Losers | 45 | 49 | 42 | 45 | 49 | 42 |
Bars Traded | 24767 | 12696 | 12071 | 24767 | 12696 | 12071 |
Profit Streak | 0 | 5.8226 | 0 | 0 | 5.8226 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343634 | 317111 | -275754 | -60090 | 287722 | -246214 |
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{ "first_band": { "type": "dcm", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 63, "offset": 0, "poles": 3 } } }
{ "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": [ [ 201070.001555232, 157487.9314118442, 43582.0701433879, 261426.8310205627, 206673.5677549475, 54753.2632656153 ], [ 201.070002, 157.487931, 43.58207, 261.426831, 206.673568, 54.753263 ], [ 0.386057, 0.302379, 0.083678, 0.247005, 0.215391, 0.083875 ], [ 35.200124, 35.200124, 35.200124, 35.200124, 35.200124, 35.200124 ], [ -73105, -50427, -49061, -147352, -155360, -98783 ], [ 1.249371, 1.392174, 1.107681, 1.137269, 1.208693, 1.059894 ], [ 517, 258, 259, 517, 258, 259 ], [ 249, 126, 123, 249, 126, 123 ], [ 268, 132, 136, 268, 132, 136 ], [ 48.162476, 48.837209, 47.490347, 48.162476, 48.837209, 47.490347 ], [ 1.344705, 1.458468, 1.224753, 1.224048, 1.26625, 1.171916 ], [ 34452, 34452, 30498, 89029, 89029, 76057 ], [ -17921, -12866, -17921, -52598, -38285, -52598 ], [ 47, 49, 46, 47, 49, 46 ], [ 50, 48, 51, 50, 48, 51 ], [ 45, 49, 42, 45, 49, 42 ], [ 24767, 12696, 12071, 24767, 12696, 12071 ], [ 0, 5.822587, 0, 0, 5.822587, 0 ], [ 0, 5, 0, 0, 5, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 343634, 317111, -275754, -60090, 287722, -246214 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712685600000, "first_datapoint_time": 1712876400000, "last_datapoint_time": 1757683800000, "evaluation_time": 1757684671499, "expiration_time": 1764163800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 63, "offset": 0, "poles": 3 } } }
# | 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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