Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242484.9499 | 182182.4584 | 60302.4915 | 557284.4644 | 447834.9631 | 109449.5013 |
Total P&L (%) | 242.485 | 182.1825 | 60.3025 | 557.2845 | 447.835 | 109.4495 |
Avg Daily Profit (%) | 0.4656 | 0.3498 | 0.1158 | 0.3622 | 0.3271 | 0.1421 |
Buy And Hold Return (%) | 75.9266 | 75.9266 | 75.9266 | 75.9266 | 75.9266 | 75.9266 |
Max Trade Drawdown | -38010 | -31535 | -32071 | -221690 | -160015 | -213094 |
Profit Factor | 1.6369 | 1.963 | 1.3148 | 1.3534 | 1.5632 | 1.14 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 99 | 53 | 46 | 99 | 53 | 46 |
Losing Trades | 106 | 49 | 57 | 106 | 49 | 57 |
Profitability (%) | 48.2927 | 51.9608 | 44.6602 | 48.2927 | 51.9608 | 44.6602 |
Ratio Avg Win / Avg Loss | 1.7527 | 1.8149 | 1.6292 | 1.4491 | 1.4452 | 1.4127 |
Largest Winning Trade | 43937 | 43937 | 29424 | 116697 | 116697 | 108902 |
Largest Losing Trade | -18337 | -18337 | -10518 | -118255 | -118255 | -59617 |
Avg Bars in Trades | 119 | 114 | 125 | 119 | 114 | 125 |
Avg Bars in Winners | 139 | 121 | 161 | 139 | 121 | 161 |
Avg Bars in Losers | 101 | 107 | 96 | 101 | 107 | 96 |
Bars Traded | 24553 | 11665 | 12888 | 24553 | 11665 | 12888 |
Profit Streak | 0 | 11.3035 | 0 | 0 | 11.3035 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356109 | 335901 | -205847 | 348290 | 381278 | -101230 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713223800000, "first_datapoint_time": 1713641400000, "last_datapoint_time": 1758222000000, "evaluation_time": 1758223025751, "expiration_time": 1764702000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 233, "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": [ [ 242484.9499496524, 182182.458433495, 60302.4915161576, 557284.4643694194, 447834.9630996148, 109449.5012698046 ], [ 242.48495, 182.182458, 60.302492, 557.284464, 447.834963, 109.449501 ], [ 0.465574, 0.349793, 0.115782, 0.362182, 0.32709, 0.14205 ], [ 75.926615, 75.926615, 75.926615, 75.926615, 75.926615, 75.926615 ], [ -38010, -31535, -32071, -221690, -160015, -213094 ], [ 1.636913, 1.963043, 1.31482, 1.353436, 1.563165, 1.140041 ], [ 205, 102, 103, 205, 102, 103 ], [ 99, 53, 46, 99, 53, 46 ], [ 106, 49, 57, 106, 49, 57 ], [ 48.292683, 51.960784, 44.660194, 48.292683, 51.960784, 44.660194 ], [ 1.752654, 1.814889, 1.629234, 1.449133, 1.44519, 1.41266 ], [ 43937, 43937, 29424, 116697, 116697, 108902 ], [ -18337, -18337, -10518, -118255, -118255, -59617 ], [ 119, 114, 125, 119, 114, 125 ], [ 139, 121, 161, 139, 121, 161 ], [ 101, 107, 96, 101, 107, 96 ], [ 24553, 11665, 12888, 24553, 11665, 12888 ], [ 0, 11.303539, 0, 0, 11.303539, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 356109, 335901, -205847, 348290, 381278, -101230 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713223800000, "first_datapoint_time": 1713641400000, "last_datapoint_time": 1758222000000, "evaluation_time": 1758223025751, "expiration_time": 1764702000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 233, "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) |
---|