Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 183568.9114 | 186735.1938 | -3166.2824 | 64851.1104 | 72947.1906 | -8096.0802 |
Total P&L (%) | 183.5689 | 186.7352 | -3.1663 | 64.8511 | 72.9472 | -8.0961 |
Avg Daily Profit (%) | 0.3525 | 0.3585 | -0.0061 | 0.096 | 0.1052 | -0.0162 |
Buy And Hold Return (%) | 51.0819 | 51.0819 | 51.0819 | 51.0819 | 51.0819 | 51.0819 |
Max Trade Drawdown | -71335 | -78802 | -18474 | -129444 | -132041 | -28146 |
Profit Factor | 1.6044 | 1.7532 | 0.9432 | 1.1638 | 1.2232 | 0.8828 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 51.2 | 46.7742 | 55.5556 | 51.2 | 46.7742 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.5292 | 1.995 | 0.7546 | 1.1092 | 1.3919 | 0.7062 |
Largest Winning Trade | 193165 | 193165 | 7791 | 153986 | 153986 | 10910 |
Largest Losing Trade | -26824 | -26824 | -5626 | -43350 | -43350 | -12684 |
Avg Bars in Trades | 196 | 368 | 26 | 196 | 368 | 26 |
Avg Bars in Winners | 221 | 464 | 20 | 221 | 464 | 20 |
Avg Bars in Losers | 169 | 285 | 32 | 169 | 285 | 32 |
Bars Traded | 24519 | 22874 | 1645 | 24519 | 22874 | 1645 |
Profit Streak | 24.235 | 24.235 | 24.2766 | 24.235 | 24.235 | 24.2766 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390300 | -145202 | -725564 | -185577 | -240458 | -725564 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713567600000, "first_datapoint_time": 1713848400000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758708501174, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 31, "offset": 0, "scalar": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 157, "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": [ [ 183568.9114089818, 186735.1938198158, -3166.2824108343, 64851.1104391365, 72947.1906101855, -8096.0801710489 ], [ 183.568911, 186.735194, -3.166282, 64.85111, 72.947191, -8.09608 ], [ 0.352455, 0.358534, -0.006079, 0.096022, 0.105237, -0.016209 ], [ 51.081868, 51.081868, 51.081868, 51.081868, 51.081868, 51.081868 ], [ -71335, -78802, -18474, -129444, -132041, -28146 ], [ 1.604433, 1.753173, 0.943229, 1.1638, 1.223192, 0.882805 ], [ 125, 62, 63, 125, 62, 63 ], [ 64, 29, 35, 64, 29, 35 ], [ 61, 33, 28, 61, 33, 28 ], [ 51.2, 46.774194, 55.555556, 51.2, 46.774194, 55.555556 ], [ 1.529225, 1.99499, 0.754583, 1.109246, 1.391909, 0.706244 ], [ 193165, 193165, 7791, 153986, 153986, 10910 ], [ -26824, -26824, -5626, -43350, -43350, -12684 ], [ 196, 368, 26, 196, 368, 26 ], [ 221, 464, 20, 221, 464, 20 ], [ 169, 285, 32, 169, 285, 32 ], [ 24519, 22874, 1645, 24519, 22874, 1645 ], [ 24.234967, 24.234967, 24.276634, 24.234967, 24.234967, 24.276634 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 390300, -145202, -725564, -185577, -240458, -725564 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713567600000, "first_datapoint_time": 1713848400000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758708501174, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 31, "offset": 0, "scalar": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 157, "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) |
---|