Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142430.9011 | 132838.5325 | 9592.3686 | 108274.0311 | 148588.2414 | -40314.2103 |
Total P&L (%) | 142.4309 | 132.8385 | 9.5924 | 108.274 | 148.5882 | -40.3142 |
Avg Daily Profit (%) | 0.2735 | 0.2551 | 0.0184 | 0.141 | 0.175 | -0.099 |
Buy And Hold Return (%) | 42.7217 | 42.7217 | 42.7217 | 42.7217 | 42.7217 | 42.7217 |
Max Trade Drawdown | -63593 | -22653 | -90395 | -166195 | -35107 | -153826 |
Profit Factor | 1.2579 | 1.7253 | 1.026 | 1.1116 | 1.4684 | 0.9383 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 158 | 83 | 75 | 158 | 83 | 75 |
Losing Trades | 204 | 98 | 106 | 204 | 98 | 106 |
Profitability (%) | 43.6464 | 45.8564 | 41.4365 | 43.6464 | 45.8564 | 41.4365 |
Ratio Avg Win / Avg Loss | 1.6241 | 2.0371 | 1.4501 | 1.4352 | 1.7337 | 1.3261 |
Largest Winning Trade | 75712 | 75712 | 35944 | 62784 | 62784 | 47943 |
Largest Losing Trade | -18010 | -6144 | -18010 | -34881 | -13324 | -34881 |
Avg Bars in Trades | 67 | 20 | 114 | 67 | 20 | 114 |
Avg Bars in Winners | 104 | 26 | 189 | 104 | 26 | 189 |
Avg Bars in Losers | 39 | 15 | 60 | 39 | 15 | 60 |
Bars Traded | 24444 | 3788 | 20656 | 24444 | 3788 | 20656 |
Profit Streak | 0 | 8.8395 | 0 | 0 | 8.8395 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 188109 | 303537 | -529477 | -107325 | 253036 | -582618 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712732400000, "first_datapoint_time": 1712885400000, "last_datapoint_time": 1757730600000, "evaluation_time": 1757731132706, "expiration_time": 1764210600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 86, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 22, "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": [ [ 142430.9011456062, 132838.5325112607, 9592.3686343456, 108274.0310551245, 148588.2413844805, -40314.2103293562 ], [ 142.430901, 132.838533, 9.592369, 108.274031, 148.588241, -40.31421 ], [ 0.273469, 0.255052, 0.018417, 0.140968, 0.174995, -0.099038 ], [ 42.72173, 42.72173, 42.72173, 42.72173, 42.72173, 42.72173 ], [ -63593, -22653, -90395, -166195, -35107, -153826 ], [ 1.25789, 1.725273, 1.025986, 1.111566, 1.46835, 0.938286 ], [ 362, 181, 181, 362, 181, 181 ], [ 158, 83, 75, 158, 83, 75 ], [ 204, 98, 106, 204, 98, 106 ], [ 43.646409, 45.856354, 41.436464, 43.646409, 45.856354, 41.436464 ], [ 1.624111, 2.037069, 1.45006, 1.435186, 1.733715, 1.32611 ], [ 75712, 75712, 35944, 62784, 62784, 47943 ], [ -18010, -6144, -18010, -34881, -13324, -34881 ], [ 67, 20, 114, 67, 20, 114 ], [ 104, 26, 189, 104, 26, 189 ], [ 39, 15, 60, 39, 15, 60 ], [ 24444, 3788, 20656, 24444, 3788, 20656 ], [ 0, 8.839499, 0, 0, 8.839499, 0 ], [ 0, 4, 0, 0, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 188109, 303537, -529477, -107325, 253036, -582618 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712732400000, "first_datapoint_time": 1712885400000, "last_datapoint_time": 1757730600000, "evaluation_time": 1757731132706, "expiration_time": 1764210600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 86, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 22, "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) |
---|