Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198444.3368 | 157927.4773 | 40516.8595 | 319803.2521 | 257696.0872 | 62107.1649 |
Total P&L (%) | 198.4443 | 157.9275 | 40.5169 | 319.8033 | 257.6961 | 62.1072 |
Avg Daily Profit (%) | 0.381 | 0.3032 | 0.0778 | 0.2758 | 0.245 | 0.0928 |
Buy And Hold Return (%) | 72.0242 | 72.0242 | 72.0242 | 72.0242 | 72.0242 | 72.0242 |
Max Trade Drawdown | -80254 | -55217 | -55067 | -297833 | -197529 | -290866 |
Profit Factor | 1.2432 | 1.4044 | 1.0953 | 1.1214 | 1.1975 | 1.0467 |
Total Trades | 624 | 312 | 312 | 624 | 312 | 312 |
Winning Trades | 341 | 181 | 160 | 341 | 181 | 160 |
Losing Trades | 283 | 131 | 152 | 283 | 131 | 152 |
Profitability (%) | 54.6474 | 58.0128 | 51.2821 | 54.6474 | 58.0128 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.0318 | 1.0165 | 1.0405 | 0.9307 | 0.8667 | 0.9944 |
Largest Winning Trade | 20700 | 20700 | 16905 | 98166 | 98166 | 61953 |
Largest Losing Trade | -27711 | -10764 | -27711 | -54717 | -50866 | -54717 |
Avg Bars in Trades | 39 | 41 | 37 | 39 | 41 | 37 |
Avg Bars in Winners | 36 | 35 | 36 | 36 | 35 | 36 |
Avg Bars in Losers | 43 | 49 | 38 | 43 | 49 | 38 |
Bars Traded | 24771 | 12980 | 11791 | 24771 | 12980 | 11791 |
Profit Streak | 0 | 0 | 3.3612 | 0 | 0 | 3.3612 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319328 | 186019 | -369856 | -78908 | 71225 | -404900 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713015000000, "first_datapoint_time": 1713247200000, "last_datapoint_time": 1758013200000, "evaluation_time": 1758013807835, "expiration_time": 1764493200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 104, "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": [ [ 198444.3368420008, 157927.4773403628, 40516.8595016379, 319803.2521189986, 257696.0871693004, 62107.1649496983 ], [ 198.444337, 157.927477, 40.51686, 319.803252, 257.696087, 62.107165 ], [ 0.381016, 0.303223, 0.077793, 0.275828, 0.245008, 0.092796 ], [ 72.024193, 72.024193, 72.024193, 72.024193, 72.024193, 72.024193 ], [ -80254, -55217, -55067, -297833, -197529, -290866 ], [ 1.243247, 1.404446, 1.095258, 1.121412, 1.197471, 1.04673 ], [ 624, 312, 312, 624, 312, 312 ], [ 341, 181, 160, 341, 181, 160 ], [ 283, 131, 152, 283, 131, 152 ], [ 54.647436, 58.012821, 51.282051, 54.647436, 58.012821, 51.282051 ], [ 1.031786, 1.016477, 1.040496, 0.930673, 0.866678, 0.994394 ], [ 20700, 20700, 16905, 98166, 98166, 61953 ], [ -27711, -10764, -27711, -54717, -50866, -54717 ], [ 39, 41, 37, 39, 41, 37 ], [ 36, 35, 36, 36, 35, 36 ], [ 43, 49, 38, 43, 49, 38 ], [ 24771, 12980, 11791, 24771, 12980, 11791 ], [ 0, 0, 3.361202, 0, 0, 3.361202 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319328, 186019, -369856, -78908, 71225, -404900 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713015000000, "first_datapoint_time": 1713247200000, "last_datapoint_time": 1758013200000, "evaluation_time": 1758013807835, "expiration_time": 1764493200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 104, "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) |
---|