Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192212.4292 | 150221.6075 | 41990.8217 | 274630.7368 | 209155.2724 | 65475.4644 |
Total P&L (%) | 192.2124 | 150.2216 | 41.9908 | 274.6307 | 209.1553 | 65.4755 |
Avg Daily Profit (%) | 0.3691 | 0.2884 | 0.0806 | 0.2539 | 0.2169 | 0.0967 |
Buy And Hold Return (%) | 48.0471 | 48.0471 | 48.0471 | 48.0471 | 48.0471 | 48.0471 |
Max Trade Drawdown | -67003 | -58552 | -58715 | -303799 | -155341 | -211296 |
Profit Factor | 1.2106 | 1.3539 | 1.086 | 1.1287 | 1.2062 | 1.0585 |
Total Trades | 719 | 359 | 360 | 719 | 359 | 360 |
Winning Trades | 382 | 196 | 186 | 382 | 196 | 186 |
Losing Trades | 337 | 163 | 174 | 337 | 163 | 174 |
Profitability (%) | 53.1293 | 54.5961 | 51.6667 | 53.1293 | 54.5961 | 51.6667 |
Ratio Avg Win / Avg Loss | 1.068 | 1.1259 | 1.0159 | 0.9957 | 1.0031 | 0.9902 |
Largest Winning Trade | 18619 | 18619 | 14450 | 47751 | 47751 | 41099 |
Largest Losing Trade | -29933 | -14435 | -29933 | -63520 | -51968 | -63520 |
Avg Bars in Trades | 34 | 35 | 33 | 34 | 35 | 33 |
Avg Bars in Winners | 30 | 28 | 33 | 30 | 28 | 33 |
Avg Bars in Losers | 38 | 43 | 34 | 38 | 43 | 34 |
Bars Traded | 24807 | 12684 | 12122 | 24807 | 12684 | 12122 |
Profit Streak | 3.2693 | 0 | 9.2485 | 3.2693 | 0 | 9.2485 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326888 | 257026 | -374465 | -70704 | 241802 | -272047 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713567600000, "first_datapoint_time": 1713769200000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758592670449, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 100, "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": [ [ 192212.4291575754, 150221.6074701927, 41990.821687383, 274630.7368004814, 209155.2723842641, 65475.4644162175 ], [ 192.212429, 150.221607, 41.990822, 274.630737, 209.155272, 65.475464 ], [ 0.36905, 0.288427, 0.080623, 0.253911, 0.216942, 0.096749 ], [ 48.047117, 48.047117, 48.047117, 48.047117, 48.047117, 48.047117 ], [ -67003, -58552, -58715, -303799, -155341, -211296 ], [ 1.21056, 1.353865, 1.085986, 1.128695, 1.206233, 1.058471 ], [ 719, 359, 360, 719, 359, 360 ], [ 382, 196, 186, 382, 196, 186 ], [ 337, 163, 174, 337, 163, 174 ], [ 53.129346, 54.5961, 51.666667, 53.129346, 54.5961, 51.666667 ], [ 1.067955, 1.125918, 1.015922, 0.995734, 1.003143, 0.990183 ], [ 18619, 18619, 14450, 47751, 47751, 41099 ], [ -29933, -14435, -29933, -63520, -51968, -63520 ], [ 34, 35, 33, 34, 35, 33 ], [ 30, 28, 33, 30, 28, 33 ], [ 38, 43, 34, 38, 43, 34 ], [ 24807, 12684, 12122, 24807, 12684, 12122 ], [ 3.269334, 0, 9.2485, 3.269334, 0, 9.248501 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 326888, 257026, -374465, -70704, 241802, -272047 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713567600000, "first_datapoint_time": 1713769200000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758592670449, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 100, "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) |
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