Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174246.0711 | 152970.8253 | 21275.2458 | 216278.8283 | 177000.3459 | 39278.4824 |
Total P&L (%) | 174.2461 | 152.9708 | 21.2752 | 216.2788 | 177.0003 | 39.2785 |
Avg Daily Profit (%) | 0.3346 | 0.2937 | 0.0408 | 0.2213 | 0.1958 | 0.0636 |
Buy And Hold Return (%) | 68.4527 | 68.4527 | 68.4527 | 68.4527 | 68.4527 | 68.4527 |
Max Trade Drawdown | -76786 | -73231 | -4990 | -219112 | -205381 | -16042 |
Profit Factor | 1.8319 | 1.8105 | 2.0268 | 1.4898 | 1.4394 | 2.0127 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 70.1031 | 72.9167 | 67.3469 | 70.1031 | 72.9167 | 67.3469 |
Ratio Avg Win / Avg Loss | 0.7812 | 0.6725 | 0.9827 | 0.6353 | 0.5346 | 0.9759 |
Largest Winning Trade | 54205 | 54205 | 4888 | 118295 | 118295 | 16452 |
Largest Losing Trade | -44092 | -44092 | -4990 | -147292 | -147292 | -16042 |
Avg Bars in Trades | 246 | 492 | 4 | 246 | 492 | 4 |
Avg Bars in Winners | 118 | 228 | 2 | 118 | 228 | 2 |
Avg Bars in Losers | 545 | 1204 | 8 | 545 | 1204 | 8 |
Bars Traded | 23889 | 23657 | 232 | 23889 | 23657 | 232 |
Profit Streak | 12.8241 | 12.8241 | 28.7825 | 12.8241 | 12.8241 | 28.7825 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367025 | 279035 | -298933 | 311476 | 265383 | -269140 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713394800000, "first_datapoint_time": 1713715200000, "last_datapoint_time": 1758393000000, "evaluation_time": 1758394006046, "expiration_time": 1764873000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 40, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 174246.0711196161, 152970.8253185341, 21275.245801082, 216278.8282526598, 177000.3458566792, 39278.4823959808 ], [ 174.246071, 152.970825, 21.275246, 216.278828, 177.000346, 39.278482 ], [ 0.334555, 0.293706, 0.040849, 0.221325, 0.195812, 0.063631 ], [ 68.45272, 68.45272, 68.45272, 68.45272, 68.45272, 68.45272 ], [ -76786, -73231, -4990, -219112, -205381, -16042 ], [ 1.831868, 1.810465, 2.026841, 1.489779, 1.439425, 2.012735 ], [ 97, 48, 49, 97, 48, 49 ], [ 68, 35, 33, 68, 35, 33 ], [ 29, 13, 16, 29, 13, 16 ], [ 70.103093, 72.916667, 67.346939, 70.103093, 72.916667, 67.346939 ], [ 0.781238, 0.672459, 0.982711, 0.635347, 0.534644, 0.975871 ], [ 54205, 54205, 4888, 118295, 118295, 16452 ], [ -44092, -44092, -4990, -147292, -147292, -16042 ], [ 246, 492, 4, 246, 492, 4 ], [ 118, 228, 2, 118, 228, 2 ], [ 545, 1204, 8, 545, 1204, 8 ], [ 23889, 23657, 232, 23889, 23657, 232 ], [ 12.824144, 12.824144, 28.782477, 12.824144, 12.824144, 28.782477 ], [ 7, 3, 4, 7, 3, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 367025, 279035, -298933, 311476, 265383, -269140 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713394800000, "first_datapoint_time": 1713715200000, "last_datapoint_time": 1758393000000, "evaluation_time": 1758394006046, "expiration_time": 1764873000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 40, "offset": 0, "scalar": 4 } } }
# | 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) |
---|