Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209272.4087 | 177864.1383 | 31408.2703 | 258644.4297 | 191041.9827 | 67602.447 |
Total P&L (%) | 209.2724 | 177.8641 | 31.4083 | 258.6444 | 191.042 | 67.6024 |
Avg Daily Profit (%) | 0.4018 | 0.3415 | 0.0603 | 0.2455 | 0.2053 | 0.0992 |
Buy And Hold Return (%) | 76.5199 | 76.5199 | 76.5199 | 76.5199 | 76.5199 | 76.5199 |
Max Trade Drawdown | -76304 | -71232 | -12692 | -217753 | -203366 | -24934 |
Profit Factor | 1.5774 | 1.6492 | 1.3551 | 1.3542 | 1.3505 | 1.365 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 85 | 39 | 46 | 85 | 39 | 46 |
Losing Trades | 103 | 55 | 48 | 103 | 55 | 48 |
Profitability (%) | 45.2128 | 41.4894 | 48.9362 | 45.2128 | 41.4894 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.9115 | 2.3258 | 1.414 | 1.6409 | 1.9045 | 1.4244 |
Largest Winning Trade | 116687 | 116687 | 9514 | 150747 | 150747 | 25681 |
Largest Losing Trade | -24413 | -24413 | -5541 | -95156 | -95156 | -13412 |
Avg Bars in Trades | 131 | 249 | 13 | 131 | 249 | 13 |
Avg Bars in Winners | 178 | 371 | 14 | 178 | 371 | 14 |
Avg Bars in Losers | 93 | 163 | 13 | 93 | 163 | 13 |
Bars Traded | 24751 | 23441 | 1310 | 24751 | 23441 | 1310 |
Profit Streak | 24.0683 | 24.5267 | 24.0683 | 24.0683 | 24.5267 | 24.0683 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305059 | 129232 | -278221 | 228498 | 70348 | -226295 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713317400000, "first_datapoint_time": 1713378600000, "last_datapoint_time": 1758315600000, "evaluation_time": 1758316104160, "expiration_time": 1764795600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 247, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 176, "offset": 0, "std": 3.55196 } } }
{ "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": [ [ 209272.4086635552, 177864.1383439922, 31408.270319563, 258644.4297397602, 191041.9827168798, 67602.4470228803 ], [ 209.272409, 177.864138, 31.40827, 258.64443, 191.041983, 67.602447 ], [ 0.401806, 0.341501, 0.060304, 0.245517, 0.205325, 0.099203 ], [ 76.519944, 76.519944, 76.519944, 76.519944, 76.519944, 76.519944 ], [ -76304, -71232, -12692, -217753, -203366, -24934 ], [ 1.577429, 1.649215, 1.355084, 1.354157, 1.350472, 1.365003 ], [ 188, 94, 94, 188, 94, 94 ], [ 85, 39, 46, 85, 39, 46 ], [ 103, 55, 48, 103, 55, 48 ], [ 45.212766, 41.489362, 48.93617, 45.212766, 41.489362, 48.93617 ], [ 1.911473, 2.325816, 1.414001, 1.64092, 1.904512, 1.424351 ], [ 116687, 116687, 9514, 150747, 150747, 25681 ], [ -24413, -24413, -5541, -95156, -95156, -13412 ], [ 131, 249, 13, 131, 249, 13 ], [ 178, 371, 14, 178, 371, 14 ], [ 93, 163, 13, 93, 163, 13 ], [ 24751, 23441, 1310, 24751, 23441, 1310 ], [ 24.068335, 24.526668, 24.068335, 24.068335, 24.526669, 24.068335 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 305059, 129232, -278221, 228498, 70348, -226295 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713317400000, "first_datapoint_time": 1713378600000, "last_datapoint_time": 1758315600000, "evaluation_time": 1758316104160, "expiration_time": 1764795600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 247, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 176, "offset": 0, "std": 3.55196 } } }
# | 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) |
---|