Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297471.9557 | 219190.6719 | 78281.2837 | 714811.2293 | 409792.5052 | 305018.724 |
Total P&L (%) | 297.472 | 219.1907 | 78.2813 | 714.8112 | 409.7925 | 305.0187 |
Avg Daily Profit (%) | 0.5712 | 0.4208 | 0.1503 | 0.4036 | 0.3132 | 0.2689 |
Buy And Hold Return (%) | 57.5265 | 57.5265 | 57.5265 | 57.5265 | 57.5265 | 57.5265 |
Max Trade Drawdown | -47960 | -41405 | -30308 | -417669 | -359190 | -217005 |
Profit Factor | 1.4695 | 1.6745 | 1.2537 | 1.2247 | 1.2367 | 1.2103 |
Total Trades | 381 | 190 | 191 | 381 | 190 | 191 |
Winning Trades | 182 | 89 | 93 | 182 | 89 | 93 |
Losing Trades | 199 | 101 | 98 | 199 | 101 | 98 |
Profitability (%) | 47.769 | 46.8421 | 48.6911 | 47.769 | 46.8421 | 48.6911 |
Ratio Avg Win / Avg Loss | 1.6068 | 1.9003 | 1.3211 | 1.3391 | 1.4035 | 1.2753 |
Largest Winning Trade | 86111 | 86111 | 29741 | 214462 | 207362 | 214462 |
Largest Losing Trade | -18077 | -18077 | -13819 | -149493 | -149493 | -103790 |
Avg Bars in Trades | 65 | 66 | 63 | 65 | 66 | 63 |
Avg Bars in Winners | 74 | 72 | 75 | 74 | 72 | 75 |
Avg Bars in Losers | 56 | 60 | 52 | 56 | 60 | 52 |
Bars Traded | 24810 | 12625 | 12185 | 24810 | 12625 | 12185 |
Profit Streak | 2.3478 | 0 | 4.1603 | 2.3478 | 0 | 4.1603 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381738 | 321565 | -47240 | 295204 | 249427 | 212752 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713519000000, "first_datapoint_time": 1713726000000, "last_datapoint_time": 1758517200000, "evaluation_time": 1758518448152, "expiration_time": 1764997200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 116, "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": [ [ 297471.9556739194, 219190.6719316022, 78281.2837423175, 714811.2292638823, 409792.505223175, 305018.7240407066 ], [ 297.471956, 219.190672, 78.281284, 714.811229, 409.792505, 305.018724 ], [ 0.57115, 0.420849, 0.150301, 0.40359, 0.313228, 0.268925 ], [ 57.526506, 57.526506, 57.526506, 57.526506, 57.526506, 57.526506 ], [ -47960, -41405, -30308, -417669, -359190, -217005 ], [ 1.469544, 1.674543, 1.253677, 1.224672, 1.23674, 1.210272 ], [ 381, 190, 191, 381, 190, 191 ], [ 182, 89, 93, 182, 89, 93 ], [ 199, 101, 98, 199, 101, 98 ], [ 47.769029, 46.842105, 48.691099, 47.769029, 46.842105, 48.691099 ], [ 1.606809, 1.900324, 1.321078, 1.339065, 1.403491, 1.275341 ], [ 86111, 86111, 29741, 214462, 207362, 214462 ], [ -18077, -18077, -13819, -149493, -149493, -103790 ], [ 65, 66, 63, 65, 66, 63 ], [ 74, 72, 75, 74, 72, 75 ], [ 56, 60, 52, 56, 60, 52 ], [ 24810, 12625, 12185, 24810, 12625, 12185 ], [ 2.347779, 0, 4.160279, 2.34778, 0, 4.16028 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 381738, 321565, -47240, 295204, 249427, 212752 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713519000000, "first_datapoint_time": 1713726000000, "last_datapoint_time": 1758517200000, "evaluation_time": 1758518448152, "expiration_time": 1764997200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 116, "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) |
---|