Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174181.441 | 126524.3063 | 47657.1347 | 199189.4624 | 98489.2954 | 100700.1669 |
Total P&L (%) | 174.1814 | 126.5243 | 47.6571 | 199.1895 | 98.4893 | 100.7002 |
Avg Daily Profit (%) | 0.3344 | 0.2429 | 0.0915 | 0.2106 | 0.1317 | 0.1338 |
Buy And Hold Return (%) | 19.6803 | 19.6803 | 19.6803 | 19.6803 | 19.6803 | 19.6803 |
Max Trade Drawdown | -69241 | -46269 | -46815 | -167444 | -153394 | -129578 |
Profit Factor | 1.2014 | 1.3132 | 1.1034 | 1.1169 | 1.1179 | 1.116 |
Total Trades | 596 | 298 | 298 | 596 | 298 | 298 |
Winning Trades | 300 | 152 | 148 | 300 | 152 | 148 |
Losing Trades | 296 | 146 | 150 | 296 | 146 | 150 |
Profitability (%) | 50.3356 | 51.0067 | 49.6644 | 50.3356 | 51.0067 | 49.6644 |
Ratio Avg Win / Avg Loss | 1.1854 | 1.2614 | 1.1183 | 1.102 | 1.0737 | 1.131 |
Largest Winning Trade | 34841 | 34841 | 18559 | 45514 | 45514 | 42755 |
Largest Losing Trade | -17096 | -17096 | -13507 | -56257 | -56257 | -29877 |
Avg Bars in Trades | 41 | 41 | 40 | 41 | 41 | 40 |
Avg Bars in Winners | 34 | 32 | 36 | 34 | 32 | 36 |
Avg Bars in Losers | 48 | 51 | 45 | 48 | 51 | 45 |
Bars Traded | 24725 | 12513 | 12212 | 24725 | 12513 | 12212 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390241 | 300115 | -181342 | -81643 | -108820 | -108273 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712257200000, "first_datapoint_time": 1712448000000, "last_datapoint_time": 1757255400000, "evaluation_time": 1757256422896, "expiration_time": 1763735400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 89, "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": [ [ 174181.4409952913, 126524.3063143066, 47657.1346809848, 199189.4623927763, 98489.2954446328, 100700.1669481434 ], [ 174.181441, 126.524306, 47.657135, 199.189462, 98.489295, 100.700167 ], [ 0.334431, 0.242928, 0.091502, 0.210637, 0.131716, 0.133846 ], [ 19.680282, 19.680282, 19.680282, 19.680282, 19.680282, 19.680282 ], [ -69241, -46269, -46815, -167444, -153394, -129578 ], [ 1.201418, 1.313204, 1.103421, 1.116894, 1.11787, 1.115955 ], [ 596, 298, 298, 596, 298, 298 ], [ 300, 152, 148, 300, 152, 148 ], [ 296, 146, 150, 296, 146, 150 ], [ 50.33557, 51.006711, 49.66443, 50.33557, 51.006711, 49.66443 ], [ 1.185399, 1.261367, 1.118332, 1.102002, 1.073743, 1.131035 ], [ 34841, 34841, 18559, 45514, 45514, 42755 ], [ -17096, -17096, -13507, -56257, -56257, -29877 ], [ 41, 41, 40, 41, 41, 40 ], [ 34, 32, 36, 34, 32, 36 ], [ 48, 51, 45, 48, 51, 45 ], [ 24725, 12513, 12212, 24725, 12513, 12212 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 390241, 300115, -181342, -81643, -108820, -108273 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712257200000, "first_datapoint_time": 1712448000000, "last_datapoint_time": 1757255400000, "evaluation_time": 1757256422896, "expiration_time": 1763735400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 89, "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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