Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214483.9449 | 174647.97 | 39835.9749 | 324879.7651 | 263157.9488 | 61721.8163 |
Total P&L (%) | 214.4839 | 174.648 | 39.836 | 324.8798 | 263.1579 | 61.7218 |
Avg Daily Profit (%) | 0.4118 | 0.3353 | 0.0765 | 0.2781 | 0.2479 | 0.0923 |
Buy And Hold Return (%) | 67.3372 | 67.3372 | 67.3372 | 67.3372 | 67.3372 | 67.3372 |
Max Trade Drawdown | -45236 | -33380 | -44707 | -255844 | -194785 | -242916 |
Profit Factor | 1.7094 | 2.1957 | 1.2549 | 1.2592 | 1.4012 | 1.1033 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Losing Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Profitability (%) | 46.9799 | 47.2973 | 46.6667 | 46.9799 | 47.2973 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.9292 | 2.4466 | 1.4342 | 1.4211 | 1.5613 | 1.2609 |
Largest Winning Trade | 111169 | 111169 | 22838 | 209514 | 209514 | 87787 |
Largest Losing Trade | -15426 | -15426 | -9807 | -97524 | -97524 | -58615 |
Avg Bars in Trades | 164 | 159 | 169 | 164 | 159 | 169 |
Avg Bars in Winners | 243 | 239 | 247 | 243 | 239 | 247 |
Avg Bars in Losers | 95 | 88 | 101 | 95 | 88 | 101 |
Bars Traded | 24554 | 11824 | 12729 | 24554 | 11824 | 12729 |
Profit Streak | 0 | 13.8703 | 0 | 0 | 13.8703 | 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 | 301510 | -55996 | -315617 | 190261 | -57940 | -401181 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713402000000, "first_datapoint_time": 1713839400000, "last_datapoint_time": 1758400200000, "evaluation_time": 1758401593952, "expiration_time": 1764880200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 75, "offset": 140 } }, "second_band": { "type": "zlma", "factors": { "length": 244, "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": [ [ 214483.9449321171, 174647.9699902833, 39835.9749418338, 324879.7651061689, 263157.9487656605, 61721.8163405086 ], [ 214.483945, 174.64797, 39.835975, 324.879765, 263.157949, 61.721816 ], [ 0.411812, 0.335326, 0.076486, 0.278142, 0.247925, 0.092339 ], [ 67.337219, 67.337219, 67.337219, 67.337219, 67.337219, 67.337219 ], [ -45236, -33380, -44707, -255844, -194785, -242916 ], [ 1.70942, 2.195656, 1.254921, 1.259185, 1.401163, 1.103304 ], [ 149, 74, 75, 149, 74, 75 ], [ 70, 35, 35, 70, 35, 35 ], [ 79, 39, 40, 79, 39, 40 ], [ 46.979866, 47.297297, 46.666667, 46.979866, 47.297297, 46.666667 ], [ 1.929203, 2.446588, 1.434195, 1.42108, 1.561296, 1.260918 ], [ 111169, 111169, 22838, 209514, 209514, 87787 ], [ -15426, -15426, -9807, -97524, -97524, -58615 ], [ 164, 159, 169, 164, 159, 169 ], [ 243, 239, 247, 243, 239, 247 ], [ 95, 88, 101, 95, 88, 101 ], [ 24554, 11824, 12729, 24554, 11824, 12729 ], [ 0, 13.8703, 0, 0, 13.8703, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 301510, -55996, -315617, 190261, -57940, -401181 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713402000000, "first_datapoint_time": 1713839400000, "last_datapoint_time": 1758400200000, "evaluation_time": 1758401593952, "expiration_time": 1764880200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 75, "offset": 140 } }, "second_band": { "type": "zlma", "factors": { "length": 244, "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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