Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 208252.5323 | 190027.133 | 18225.3993 | 154655.5253 | 139209.5149 | 15446.0103 |
Total P&L (%) | 208.2525 | 190.0271 | 18.2254 | 154.6555 | 139.2095 | 15.446 |
Avg Daily Profit (%) | 0.3998 | 0.3649 | 0.035 | 0.1796 | 0.1676 | 0.0276 |
Buy And Hold Return (%) | 64.6872 | 64.6872 | 64.6872 | 64.6872 | 64.6872 | 64.6872 |
Max Trade Drawdown | -66255 | -58213 | -11253 | -178757 | -160417 | -28086 |
Profit Factor | 2.0451 | 2.2273 | 1.4101 | 1.3599 | 1.413 | 1.1666 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Profitability (%) | 49.0196 | 41.1765 | 56.8627 | 49.0196 | 41.1765 | 56.8627 |
Ratio Avg Win / Avg Loss | 2.1269 | 3.1819 | 1.0697 | 1.4143 | 2.0186 | 0.885 |
Largest Winning Trade | 187659 | 187659 | 5629 | 183026 | 183026 | 16321 |
Largest Losing Trade | -38657 | -38657 | -5778 | -123764 | -123764 | -11602 |
Avg Bars in Trades | 240 | 465 | 15 | 240 | 465 | 15 |
Avg Bars in Winners | 296 | 683 | 16 | 296 | 683 | 16 |
Avg Bars in Losers | 187 | 313 | 14 | 187 | 313 | 14 |
Bars Traded | 24558 | 23758 | 800 | 24558 | 23758 | 800 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346380 | -173953 | -490626 | 105648 | -180701 | -540203 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 185, "offset": 0, "std": 4.73856 } } }
{ "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": [ [ 208252.5323442371, 190027.1330053618, 18225.3993388753, 154655.525274442, 139209.5149416912, 15446.0103327507 ], [ 208.252532, 190.027133, 18.225399, 154.655525, 139.209515, 15.44601 ], [ 0.399847, 0.364854, 0.034993, 0.179633, 0.167598, 0.027581 ], [ 64.687175, 64.687175, 64.687175, 64.687175, 64.687175, 64.687175 ], [ -66255, -58213, -11253, -178757, -160417, -28086 ], [ 2.045065, 2.227344, 1.410073, 1.359859, 1.41302, 1.166597 ], [ 102, 51, 51, 102, 51, 51 ], [ 50, 21, 29, 50, 21, 29 ], [ 52, 30, 22, 52, 30, 22 ], [ 49.019608, 41.176471, 56.862745, 49.019608, 41.176471, 56.862745 ], [ 2.126868, 3.181919, 1.069711, 1.414253, 2.0186, 0.885004 ], [ 187659, 187659, 5629, 183026, 183026, 16321 ], [ -38657, -38657, -5778, -123764, -123764, -11602 ], [ 240, 465, 15, 240, 465, 15 ], [ 296, 683, 16, 296, 683, 16 ], [ 187, 313, 14, 187, 313, 14 ], [ 24558, 23758, 800, 24558, 23758, 800 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 346380, -173953, -490626, 105648, -180701, -540203 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713438000000, "first_datapoint_time": 1713681000000, "last_datapoint_time": 1758436200000, "evaluation_time": 1758437225361, "expiration_time": 1764916200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 185, "offset": 0, "std": 4.73856 } } }
# | 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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