Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332524.061 | 266125.9057 | 66398.1553 | 518614.6566 | 312959.4757 | 205655.1809 |
Total P&L (%) | 332.5241 | 266.1259 | 66.3982 | 518.6147 | 312.9595 | 205.6552 |
Avg Daily Profit (%) | 0.6385 | 0.511 | 0.1275 | 0.3505 | 0.2727 | 0.2148 |
Buy And Hold Return (%) | 66.8647 | 66.8647 | 66.8647 | 66.8647 | 66.8647 | 66.8647 |
Max Trade Drawdown | -57557 | -49137 | -37467 | -287739 | -245999 | -141498 |
Profit Factor | 2.1497 | 2.4792 | 1.6074 | 1.5599 | 1.5387 | 1.5957 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 46.1538 | 46.1538 | 46.1538 | 46.1538 | 46.1538 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.508 | 2.8924 | 1.8753 | 1.8199 | 1.7951 | 1.8616 |
Largest Winning Trade | 213547 | 213547 | 31964 | 227397 | 227397 | 98290 |
Largest Losing Trade | -28157 | -28157 | -16051 | -161052 | -161052 | -44573 |
Avg Bars in Trades | 187 | 257 | 116 | 187 | 257 | 116 |
Avg Bars in Winners | 256 | 344 | 168 | 256 | 344 | 168 |
Avg Bars in Losers | 127 | 182 | 72 | 127 | 182 | 72 |
Bars Traded | 24315 | 16720 | 7595 | 24315 | 16720 | 7595 |
Profit Streak | 1.2393 | 0 | 1.8018 | 1.2393 | 0 | 1.8018 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347403 | -121258 | -321397 | 275656 | -124744 | -128130 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713567600000, "first_datapoint_time": 1714402800000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758584679050, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 235, "offset": 230 } }, "second_band": { "type": "dcu", "factors": { "length": 130, "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": [ [ 332524.0610316688, 266125.9057016249, 66398.1553300438, 518614.6566254697, 312959.47569855, 205655.1809269197 ], [ 332.524061, 266.125906, 66.398155, 518.614657, 312.959476, 205.655181 ], [ 0.63845, 0.510965, 0.127485, 0.350499, 0.272663, 0.214751 ], [ 66.86465, 66.86465, 66.86465, 66.86465, 66.86465, 66.86465 ], [ -57557, -49137, -37467, -287739, -245999, -141498 ], [ 2.149675, 2.479161, 1.607395, 1.559911, 1.538654, 1.595686 ], [ 130, 65, 65, 130, 65, 65 ], [ 60, 30, 30, 60, 30, 30 ], [ 70, 35, 35, 70, 35, 35 ], [ 46.153846, 46.153846, 46.153846, 46.153846, 46.153846, 46.153846 ], [ 2.507954, 2.892354, 1.875294, 1.819897, 1.795096, 1.861633 ], [ 213547, 213547, 31964, 227397, 227397, 98290 ], [ -28157, -28157, -16051, -161052, -161052, -44573 ], [ 187, 257, 116, 187, 257, 116 ], [ 256, 344, 168, 256, 344, 168 ], [ 127, 182, 72, 127, 182, 72 ], [ 24315, 16720, 7595, 24315, 16720, 7595 ], [ 1.239341, 0, 1.801841, 1.239341, 0, 1.801841 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 347403, -121258, -321397, 275656, -124744, -128130 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713567600000, "first_datapoint_time": 1714402800000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758584679050, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 235, "offset": 230 } }, "second_band": { "type": "dcu", "factors": { "length": 130, "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) |
---|