Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193814.909 | 142101.2011 | 51713.7079 | 246609.434 | 179144.3075 | 67465.1265 |
Total P&L (%) | 193.8149 | 142.1012 | 51.7137 | 246.6094 | 179.1443 | 67.4651 |
Avg Daily Profit (%) | 0.3721 | 0.2728 | 0.0993 | 0.2389 | 0.1973 | 0.099 |
Buy And Hold Return (%) | 19.4711 | 19.4711 | 19.4711 | 19.4711 | 19.4711 | 19.4711 |
Max Trade Drawdown | -61838 | -35757 | -37936 | -312383 | -187894 | -207378 |
Profit Factor | 1.3253 | 1.4891 | 1.1695 | 1.1214 | 1.183 | 1.0641 |
Total Trades | 349 | 174 | 175 | 349 | 174 | 175 |
Winning Trades | 148 | 70 | 78 | 148 | 70 | 78 |
Losing Trades | 201 | 104 | 97 | 201 | 104 | 97 |
Profitability (%) | 42.4069 | 40.2299 | 44.5714 | 42.4069 | 40.2299 | 44.5714 |
Ratio Avg Win / Avg Loss | 1.8 | 2.2123 | 1.4543 | 1.5229 | 1.7576 | 1.3233 |
Largest Winning Trade | 40388 | 40388 | 35208 | 156139 | 156139 | 125798 |
Largest Losing Trade | -15425 | -12515 | -15425 | -85369 | -73403 | -85369 |
Avg Bars in Trades | 70 | 71 | 70 | 70 | 71 | 70 |
Avg Bars in Winners | 88 | 89 | 87 | 88 | 89 | 87 |
Avg Bars in Losers | 58 | 59 | 56 | 58 | 59 | 56 |
Bars Traded | 24761 | 12503 | 12258 | 24761 | 12503 | 12258 |
Profit Streak | 0 | 2.5264 | 0 | 0 | 2.5264 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314824 | 196939 | -100272 | -79649 | -15660 | -215800 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712403000000, "first_datapoint_time": 1712628000000, "last_datapoint_time": 1757401200000, "evaluation_time": 1757401685022, "expiration_time": 1763881200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 118, "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": [ [ 193814.9089996736, 142101.2010674384, 51713.7079322357, 246609.4340191373, 179144.3075163074, 67465.1265028301 ], [ 193.814909, 142.101201, 51.713708, 246.609434, 179.144308, 67.465127 ], [ 0.372127, 0.272836, 0.099291, 0.238948, 0.197295, 0.099046 ], [ 19.47113, 19.47113, 19.47113, 19.47113, 19.47113, 19.47113 ], [ -61838, -35757, -37936, -312383, -187894, -207378 ], [ 1.325342, 1.489051, 1.169463, 1.121372, 1.182983, 1.06408 ], [ 349, 174, 175, 349, 174, 175 ], [ 148, 70, 78, 148, 70, 78 ], [ 201, 104, 97, 201, 104, 97 ], [ 42.406877, 40.229885, 44.571429, 42.406877, 40.229885, 44.571429 ], [ 1.799957, 2.212304, 1.454332, 1.522944, 1.757575, 1.323279 ], [ 40388, 40388, 35208, 156139, 156139, 125798 ], [ -15425, -12515, -15425, -85369, -73403, -85369 ], [ 70, 71, 70, 70, 71, 70 ], [ 88, 89, 87, 88, 89, 87 ], [ 58, 59, 56, 58, 59, 56 ], [ 24761, 12503, 12258, 24761, 12503, 12258 ], [ 0, 2.526447, 0, 0, 2.526447, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 314824, 196939, -100272, -79649, -15660, -215800 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712403000000, "first_datapoint_time": 1712628000000, "last_datapoint_time": 1757401200000, "evaluation_time": 1757401685022, "expiration_time": 1763881200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 118, "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) |
---|