Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167945.6756 | 142195.8652 | 25749.8104 | 114077.8729 | 109159.2801 | 4918.5929 |
Total P&L (%) | 167.9457 | 142.1959 | 25.7498 | 114.0779 | 109.1593 | 4.9186 |
Avg Daily Profit (%) | 0.3225 | 0.273 | 0.0494 | 0.1463 | 0.1418 | 0.0092 |
Buy And Hold Return (%) | 31.1331 | 31.1331 | 31.1331 | 31.1331 | 31.1331 | 31.1331 |
Max Trade Drawdown | -81630 | -63452 | -33738 | -152857 | -152110 | -86502 |
Profit Factor | 1.202 | 1.3558 | 1.0596 | 1.0782 | 1.155 | 1.0065 |
Total Trades | 904 | 452 | 452 | 904 | 452 | 452 |
Winning Trades | 381 | 190 | 191 | 381 | 190 | 191 |
Losing Trades | 523 | 262 | 261 | 523 | 262 | 261 |
Profitability (%) | 42.146 | 42.0354 | 42.2566 | 42.146 | 42.0354 | 42.2566 |
Ratio Avg Win / Avg Loss | 1.65 | 1.8696 | 1.448 | 1.4801 | 1.5927 | 1.3754 |
Largest Winning Trade | 108266 | 108266 | 25907 | 138458 | 138458 | 37363 |
Largest Losing Trade | -16107 | -13622 | -16107 | -27967 | -26966 | -27967 |
Avg Bars in Trades | 27 | 25 | 29 | 27 | 25 | 29 |
Avg Bars in Winners | 39 | 36 | 41 | 39 | 36 | 41 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 24866 | 11750 | 13116 | 24866 | 11750 | 13116 |
Profit Streak | 0 | 5.0876 | 0 | 0 | 5.0876 | 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 | 344503 | 275948 | -449074 | -133442 | -55709 | -561142 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712667600000, "first_datapoint_time": 1712797200000, "last_datapoint_time": 1757665800000, "evaluation_time": 1757666164915, "expiration_time": 1764145800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 72 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 167945.6755598886, 142195.8651605359, 25749.8103993527, 114077.8729146091, 109159.280062463, 4918.5928521459 ], [ 167.945676, 142.195865, 25.74981, 114.077873, 109.15928, 4.918593 ], [ 0.322458, 0.273018, 0.04944, 0.146252, 0.141783, 0.009219 ], [ 31.133124, 31.133124, 31.133124, 31.133124, 31.133124, 31.133124 ], [ -81630, -63452, -33738, -152857, -152110, -86502 ], [ 1.20202, 1.355812, 1.059648, 1.078212, 1.155026, 1.00652 ], [ 904, 452, 452, 904, 452, 452 ], [ 381, 190, 191, 381, 190, 191 ], [ 523, 262, 261, 523, 262, 261 ], [ 42.146018, 42.035398, 42.256637, 42.146018, 42.035398, 42.256637 ], [ 1.650017, 1.869593, 1.448001, 1.480065, 1.59272, 1.375401 ], [ 108266, 108266, 25907, 138458, 138458, 37363 ], [ -16107, -13622, -16107, -27967, -26966, -27967 ], [ 27, 25, 29, 27, 25, 29 ], [ 39, 36, 41, 39, 36, 41 ], [ 19, 18, 20, 19, 18, 20 ], [ 24866, 11750, 13116, 24866, 11750, 13116 ], [ 0, 5.087557, 0, 0, 5.087557, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 344503, 275948, -449074, -133442, -55709, -561142 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712667600000, "first_datapoint_time": 1712797200000, "last_datapoint_time": 1757665800000, "evaluation_time": 1757666164915, "expiration_time": 1764145800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 72 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|