Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218184.1422 | 165541.698 | 52642.4442 | 335403.2306 | 203426.1526 | 131977.078 |
Total P&L (%) | 218.1841 | 165.5417 | 52.6424 | 335.4032 | 203.4262 | 131.9771 |
Avg Daily Profit (%) | 0.4189 | 0.3178 | 0.1011 | 0.2829 | 0.2133 | 0.1617 |
Buy And Hold Return (%) | 45.3061 | 45.3061 | 45.3061 | 45.3061 | 45.3061 | 45.3061 |
Max Trade Drawdown | -78793 | -43535 | -72522 | -150341 | -131900 | -106557 |
Profit Factor | 1.4254 | 1.6358 | 1.2084 | 1.2592 | 1.2886 | 1.2239 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 108 | 53 | 55 | 108 | 53 | 55 |
Losing Trades | 125 | 64 | 61 | 125 | 64 | 61 |
Profitability (%) | 46.3519 | 45.2991 | 47.4138 | 46.3519 | 45.2991 | 47.4138 |
Ratio Avg Win / Avg Loss | 1.6497 | 1.9753 | 1.3403 | 1.4574 | 1.5561 | 1.3574 |
Largest Winning Trade | 59665 | 59665 | 19576 | 97845 | 97845 | 58943 |
Largest Losing Trade | -22716 | -19699 | -22716 | -77349 | -77349 | -41650 |
Avg Bars in Trades | 105 | 106 | 105 | 105 | 106 | 105 |
Avg Bars in Winners | 133 | 136 | 129 | 133 | 136 | 129 |
Avg Bars in Losers | 82 | 80 | 83 | 82 | 80 | 83 |
Bars Traded | 24618 | 12404 | 12214 | 24618 | 12404 | 12214 |
Profit Streak | 3.4747 | 6.3288 | 0 | 3.4747 | 6.3288 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305407 | 260933 | -175737 | 240871 | 184550 | 68531 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712547000000, "first_datapoint_time": 1712973600000, "last_datapoint_time": 1757545200000, "evaluation_time": 1757546610231, "expiration_time": 1764025200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 223, "offset": 10, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 238, "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": [ [ 218184.1421823041, 165541.6979653235, 52642.4442169805, 335403.2305934664, 203426.1525680862, 131977.0780253806 ], [ 218.184142, 165.541698, 52.642444, 335.403231, 203.426153, 131.977078 ], [ 0.418916, 0.317842, 0.101074, 0.282853, 0.213342, 0.161694 ], [ 45.306098, 45.306098, 45.306098, 45.306098, 45.306098, 45.306098 ], [ -78793, -43535, -72522, -150341, -131900, -106557 ], [ 1.425366, 1.635812, 1.208427, 1.259157, 1.288639, 1.223906 ], [ 233, 117, 116, 233, 117, 116 ], [ 108, 53, 55, 108, 53, 55 ], [ 125, 64, 61, 125, 64, 61 ], [ 46.351931, 45.299145, 47.413793, 46.351931, 45.299145, 47.413793 ], [ 1.649729, 1.97532, 1.340256, 1.457357, 1.556092, 1.357423 ], [ 59665, 59665, 19576, 97845, 97845, 58943 ], [ -22716, -19699, -22716, -77349, -77349, -41650 ], [ 105, 106, 105, 105, 106, 105 ], [ 133, 136, 129, 133, 136, 129 ], [ 82, 80, 83, 82, 80, 83 ], [ 24618, 12404, 12214, 24618, 12404, 12214 ], [ 3.474655, 6.328822, 0, 3.474655, 6.328822, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 305407, 260933, -175737, 240871, 184550, 68531 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712547000000, "first_datapoint_time": 1712973600000, "last_datapoint_time": 1757545200000, "evaluation_time": 1757546610231, "expiration_time": 1764025200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 223, "offset": 10, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 238, "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) |
---|