Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314707.2118 | 225518.6456 | 89188.5661 | 875924.154 | 655285.0001 | 220639.1539 |
Total P&L (%) | 314.7072 | 225.5186 | 89.1886 | 875.9242 | 655.285 | 220.6392 |
Avg Daily Profit (%) | 0.6042 | 0.433 | 0.1712 | 0.4384 | 0.389 | 0.224 |
Buy And Hold Return (%) | 47.4438 | 47.4438 | 47.4438 | 47.4438 | 47.4438 | 47.4438 |
Max Trade Drawdown | -39046 | -40069 | -47696 | -379814 | -199769 | -266833 |
Profit Factor | 1.5014 | 1.7559 | 1.2709 | 1.3022 | 1.479 | 1.1442 |
Total Trades | 379 | 190 | 189 | 379 | 190 | 189 |
Winning Trades | 171 | 84 | 87 | 171 | 84 | 87 |
Losing Trades | 208 | 106 | 102 | 208 | 106 | 102 |
Profitability (%) | 45.1187 | 44.2105 | 46.0317 | 45.1187 | 44.2105 | 46.0317 |
Ratio Avg Win / Avg Loss | 1.8263 | 2.2157 | 1.49 | 1.584 | 1.8664 | 1.3415 |
Largest Winning Trade | 85757 | 85757 | 19237 | 187624 | 187624 | 126184 |
Largest Losing Trade | -13466 | -11553 | -13466 | -131346 | -120157 | -131346 |
Avg Bars in Trades | 65 | 65 | 64 | 65 | 65 | 64 |
Avg Bars in Winners | 85 | 84 | 85 | 85 | 84 | 85 |
Avg Bars in Losers | 48 | 50 | 46 | 48 | 50 | 46 |
Bars Traded | 24660 | 12417 | 12242 | 24660 | 12417 | 12242 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459784 | 324292 | -2086 | 388730 | 344195 | -57409 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713567600000, "first_datapoint_time": 1713920400000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758621952957, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 197, "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": [ [ 314707.2117706176, 225518.6456493769, 89188.5661212408, 875924.1539594467, 655285.0000611036, 220639.1538983429 ], [ 314.707212, 225.518646, 89.188566, 875.924154, 655.285, 220.639154 ], [ 0.604242, 0.432999, 0.171243, 0.438378, 0.388967, 0.22396 ], [ 47.443813, 47.443813, 47.443813, 47.443813, 47.443813, 47.443813 ], [ -39046, -40069, -47696, -379814, -199769, -266833 ], [ 1.50143, 1.755872, 1.270873, 1.302244, 1.479041, 1.144194 ], [ 379, 190, 189, 379, 190, 189 ], [ 171, 84, 87, 171, 84, 87 ], [ 208, 106, 102, 208, 106, 102 ], [ 45.118734, 44.210526, 46.031746, 45.118734, 44.210526, 46.031746 ], [ 1.826301, 2.215743, 1.489989, 1.584016, 1.866409, 1.341468 ], [ 85757, 85757, 19237, 187624, 187624, 126184 ], [ -13466, -11553, -13466, -131346, -120157, -131346 ], [ 65, 65, 64, 65, 65, 64 ], [ 85, 84, 85, 85, 84, 85 ], [ 48, 50, 46, 48, 50, 46 ], [ 24660, 12417, 12242, 24660, 12417, 12242 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 459784, 324292, -2086, 388730, 344195, -57409 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713567600000, "first_datapoint_time": 1713920400000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758621952957, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 197, "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) |
---|