Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129931.4111 | 128790.6476 | 1140.7634 | 102914.9476 | 111816.7603 | -8901.8128 |
Total P&L (%) | 129.9314 | 128.7906 | 1.1408 | 102.9149 | 111.8168 | -8.9018 |
Avg Daily Profit (%) | 0.2495 | 0.2473 | 0.0022 | 0.136 | 0.1442 | -0.0179 |
Buy And Hold Return (%) | 48.489 | 48.489 | 48.489 | 48.489 | 48.489 | 48.489 |
Max Trade Drawdown | -85099 | -11011 | -106035 | -77286 | -14484 | -94067 |
Profit Factor | 1.5333 | 3.4632 | 1.006 | 1.3736 | 2.903 | 0.9589 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 44.2623 | 48.3871 | 40 | 44.2623 | 48.3871 | 40 |
Ratio Avg Win / Avg Loss | 1.9309 | 3.6941 | 1.5089 | 1.7297 | 3.0966 | 1.4384 |
Largest Winning Trade | 74296 | 74296 | 43308 | 37810 | 37237 | 37810 |
Largest Losing Trade | -20994 | -11011 | -20994 | -31316 | -7599 | -31316 |
Avg Bars in Trades | 392 | 95 | 699 | 392 | 95 | 699 |
Avg Bars in Winners | 623 | 148 | 1216 | 623 | 148 | 1216 |
Avg Bars in Losers | 208 | 45 | 354 | 208 | 45 | 354 |
Bars Traded | 23930 | 2954 | 20976 | 23930 | 2954 | 20976 |
Profit Streak | 11.358 | 29.2955 | 0 | 11.358 | 29.2955 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160896 | 396060 | -573027 | -184125 | -61 | -583616 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713558600000, "first_datapoint_time": 1713893400000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758557132311, "expiration_time": 1765036800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 187, "offset": 0, "scalar": 5 } }, "second_band": { "type": "zlma", "factors": { "length": 119, "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": [ [ 129931.4110528038, 128790.6476048723, 1140.7634479314, 102914.9475584523, 111816.7603438834, -8901.8127854312 ], [ 129.931411, 128.790648, 1.140763, 102.914948, 111.81676, -8.901813 ], [ 0.24947, 0.24728, 0.00219, 0.135956, 0.144211, -0.017899 ], [ 48.48896, 48.48896, 48.48896, 48.48896, 48.48896, 48.48896 ], [ -85099, -11011, -106035, -77286, -14484, -94067 ], [ 1.533328, 3.463199, 1.005962, 1.373553, 2.903028, 0.95893 ], [ 61, 31, 30, 61, 31, 30 ], [ 27, 15, 12, 27, 15, 12 ], [ 34, 16, 18, 34, 16, 18 ], [ 44.262295, 48.387097, 40, 44.262295, 48.387097, 40 ], [ 1.930858, 3.694078, 1.508943, 1.72966, 3.096563, 1.438394 ], [ 74296, 74296, 43308, 37810, 37237, 37810 ], [ -20994, -11011, -20994, -31316, -7599, -31316 ], [ 392, 95, 699, 392, 95, 699 ], [ 623, 148, 1216, 623, 148, 1216 ], [ 208, 45, 354, 208, 45, 354 ], [ 23930, 2954, 20976, 23930, 2954, 20976 ], [ 11.358013, 29.295513, 0, 11.358013, 29.295513, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -160896, 396060, -573027, -184125, -61, -583616 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713558600000, "first_datapoint_time": 1713893400000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758557132311, "expiration_time": 1765036800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 187, "offset": 0, "scalar": 5 } }, "second_band": { "type": "zlma", "factors": { "length": 119, "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) |
---|