Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163971.7728 | 120085.6305 | 43886.1423 | 170832.3159 | 105820.1493 | 65012.1666 |
Total P&L (%) | 163.9718 | 120.0856 | 43.8861 | 170.8323 | 105.8201 | 65.0122 |
Avg Daily Profit (%) | 0.3148 | 0.2306 | 0.0843 | 0.1915 | 0.1387 | 0.0962 |
Buy And Hold Return (%) | 15.5233 | 15.5233 | 15.5233 | 15.5233 | 15.5233 | 15.5233 |
Max Trade Drawdown | -50587 | -53596 | -76905 | -88266 | -95926 | -105674 |
Profit Factor | 1.3198 | 1.47 | 1.1706 | 1.2216 | 1.2693 | 1.172 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 119 | 62 | 57 | 119 | 62 | 57 |
Losing Trades | 137 | 66 | 71 | 137 | 66 | 71 |
Profitability (%) | 46.4844 | 48.4375 | 44.5313 | 46.4844 | 48.4375 | 44.5313 |
Ratio Avg Win / Avg Loss | 1.5194 | 1.5649 | 1.4581 | 1.4064 | 1.3512 | 1.4599 |
Largest Winning Trade | 48333 | 48333 | 15874 | 43925 | 43925 | 25979 |
Largest Losing Trade | -33826 | -19924 | -33826 | -46455 | -28067 | -46455 |
Avg Bars in Trades | 96 | 107 | 85 | 96 | 107 | 85 |
Avg Bars in Winners | 119 | 116 | 122 | 119 | 116 | 122 |
Avg Bars in Losers | 76 | 99 | 55 | 76 | 99 | 55 |
Bars Traded | 24709 | 13774 | 10935 | 24709 | 13774 | 10935 |
Profit Streak | 3.1253 | 3.1253 | 7.5837 | 3.1253 | 3.1253 | 7.5837 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329963 | 277031 | -118398 | 230419 | -10534 | -99639 |
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{ "first_band": { "type": "dema", "factors": { "length": 234, "offset": 28 } }, "second_band": { "type": "midprice", "factors": { "length": 245, "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": [ [ 163971.7728101293, 120085.6305466036, 43886.1422635258, 170832.3158616273, 105820.1492508751, 65012.1666107522 ], [ 163.971773, 120.085631, 43.886142, 170.832316, 105.820149, 65.012167 ], [ 0.314828, 0.230566, 0.084262, 0.19148, 0.138689, 0.09621 ], [ 15.523332, 15.523332, 15.523332, 15.523332, 15.523332, 15.523332 ], [ -50587, -53596, -76905, -88266, -95926, -105674 ], [ 1.319763, 1.470018, 1.170564, 1.221623, 1.269314, 1.172035 ], [ 256, 128, 128, 256, 128, 128 ], [ 119, 62, 57, 119, 62, 57 ], [ 137, 66, 71, 137, 66, 71 ], [ 46.484375, 48.4375, 44.53125, 46.484375, 48.4375, 44.53125 ], [ 1.519391, 1.564858, 1.458071, 1.406406, 1.351206, 1.459903 ], [ 48333, 48333, 15874, 43925, 43925, 25979 ], [ -33826, -19924, -33826, -46455, -28067, -46455 ], [ 96, 107, 85, 96, 107, 85 ], [ 119, 116, 122, 119, 116, 122 ], [ 76, 99, 55, 76, 99, 55 ], [ 24709, 13774, 10935, 24709, 13774, 10935 ], [ 3.125323, 3.125323, 7.583656, 3.125323, 3.125323, 7.583656 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 329963, 277031, -118398, 230419, -10534, -99639 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712255400000, "first_datapoint_time": 1712725200000, "last_datapoint_time": 1757253600000, "evaluation_time": 1757253627913, "expiration_time": 1763733600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 234, "offset": 28 } }, "second_band": { "type": "midprice", "factors": { "length": 245, "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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