Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272567.5873 | 195443.6426 | 77123.9447 | 579097.2237 | 371511.1706 | 207586.053 |
Total P&L (%) | 272.5676 | 195.4436 | 77.1239 | 579.0972 | 371.5112 | 207.5861 |
Avg Daily Profit (%) | 0.5233 | 0.3753 | 0.1481 | 0.3685 | 0.2982 | 0.216 |
Buy And Hold Return (%) | 72.2389 | 72.2389 | 72.2389 | 72.2389 | 72.2389 | 72.2389 |
Max Trade Drawdown | -38805 | -25958 | -38590 | -189441 | -100243 | -184776 |
Profit Factor | 1.9711 | 2.5189 | 1.5074 | 1.6997 | 1.9988 | 1.4556 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 80 | 44 | 36 | 80 | 44 | 36 |
Losing Trades | 106 | 49 | 57 | 106 | 49 | 57 |
Profitability (%) | 43.0108 | 47.3118 | 38.7097 | 43.0108 | 47.3118 | 38.7097 |
Ratio Avg Win / Avg Loss | 2.6118 | 2.8052 | 2.3867 | 2.2521 | 2.2259 | 2.3046 |
Largest Winning Trade | 134949 | 134949 | 25632 | 214142 | 214142 | 81683 |
Largest Losing Trade | -12894 | -12894 | -9347 | -48498 | -48498 | -34008 |
Avg Bars in Trades | 130 | 77 | 183 | 130 | 77 | 183 |
Avg Bars in Winners | 218 | 99 | 365 | 218 | 99 | 365 |
Avg Bars in Losers | 63 | 58 | 67 | 63 | 58 | 67 |
Bars Traded | 24234 | 7212 | 17023 | 24234 | 7212 | 17023 |
Profit Streak | 28.4264 | 28.4264 | 28.4889 | 28.4264 | 28.4264 | 28.4889 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390868 | 330053 | -141901 | 426620 | 347054 | 87211 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712934000000, "first_datapoint_time": 1713290400000, "last_datapoint_time": 1757932200000, "evaluation_time": 1757933044735, "expiration_time": 1764412200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 218, "offset": 105, "std": 2.05279 } } }
{ "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": [ [ 272567.58730806, 195443.642644522, 77123.944663538, 579097.2236513488, 371511.1706137269, 207586.0530376219 ], [ 272.567587, 195.443643, 77.123945, 579.097224, 371.511171, 207.586053 ], [ 0.523333, 0.375254, 0.148079, 0.368474, 0.298194, 0.215963 ], [ 72.238923, 72.238923, 72.238923, 72.238923, 72.238923, 72.238923 ], [ -38805, -25958, -38590, -189441, -100243, -184776 ], [ 1.971142, 2.518944, 1.507407, 1.699698, 1.998775, 1.45556 ], [ 186, 93, 93, 186, 93, 93 ], [ 80, 44, 36, 80, 44, 36 ], [ 106, 49, 57, 106, 49, 57 ], [ 43.010753, 47.311828, 38.709677, 43.010753, 47.311828, 38.709677 ], [ 2.611764, 2.805187, 2.386728, 2.2521, 2.225909, 2.304637 ], [ 134949, 134949, 25632, 214142, 214142, 81683 ], [ -12894, -12894, -9347, -48498, -48498, -34008 ], [ 130, 77, 183, 130, 77, 183 ], [ 218, 99, 365, 218, 99, 365 ], [ 63, 58, 67, 63, 58, 67 ], [ 24234, 7212, 17023, 24234, 7212, 17023 ], [ 28.426443, 28.426444, 28.488944, 28.426444, 28.426444, 28.488944 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 390868, 330053, -141901, 426620, 347054, 87211 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712934000000, "first_datapoint_time": 1713290400000, "last_datapoint_time": 1757932200000, "evaluation_time": 1757933044735, "expiration_time": 1764412200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 218, "offset": 105, "std": 2.05279 } } }
# | 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) |
---|