Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295408.0914 | 193735.874 | 101672.2173 | 729698.1537 | 444013.5059 | 285684.6478 |
Total P&L (%) | 295.4081 | 193.7359 | 101.6722 | 729.6982 | 444.0135 | 285.6846 |
Avg Daily Profit (%) | 0.5672 | 0.372 | 0.1952 | 0.4071 | 0.3257 | 0.2595 |
Buy And Hold Return (%) | 17.4737 | 17.4737 | 17.4737 | 17.4737 | 17.4737 | 17.4737 |
Max Trade Drawdown | -46781 | -40158 | -38129 | -437417 | -334041 | -402192 |
Profit Factor | 1.5909 | 1.7357 | 1.4297 | 1.2411 | 1.2881 | 1.1924 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 122 | 55 | 67 | 122 | 55 | 67 |
Losing Trades | 132 | 72 | 60 | 132 | 72 | 60 |
Profitability (%) | 48.0315 | 43.3071 | 52.7559 | 48.0315 | 43.3071 | 52.7559 |
Ratio Avg Win / Avg Loss | 1.7213 | 2.2723 | 1.2803 | 1.3429 | 1.6863 | 1.0678 |
Largest Winning Trade | 91217 | 91217 | 23153 | 391648 | 391648 | 135897 |
Largest Losing Trade | -11511 | -11511 | -11195 | -112303 | -94238 | -112303 |
Avg Bars in Trades | 97 | 97 | 97 | 97 | 97 | 97 |
Avg Bars in Winners | 121 | 124 | 118 | 121 | 124 | 118 |
Avg Bars in Losers | 75 | 77 | 73 | 75 | 77 | 73 |
Bars Traded | 24771 | 12416 | 12355 | 24771 | 12416 | 12355 |
Profit Streak | 3.1651 | 0 | 4.9151 | 3.1651 | 0 | 4.9151 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458434 | 323729 | 283604 | 307221 | 231458 | -564 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712334600000, "first_datapoint_time": 1712532600000, "last_datapoint_time": 1757332800000, "evaluation_time": 1757334465037, "expiration_time": 1763812800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 192, "offset": 0, "poles": 3 } }, "second_band": { "type": "swma", "factors": { "length": 111, "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": [ [ 295408.0913628157, 193735.8740260672, 101672.2173367487, 729698.1536768745, 444013.5058860097, 285684.6477908648 ], [ 295.408091, 193.735874, 101.672217, 729.698154, 444.013506, 285.684648 ], [ 0.567187, 0.371975, 0.195212, 0.40708, 0.325742, 0.259509 ], [ 17.473727, 17.473727, 17.473727, 17.473727, 17.473727, 17.473727 ], [ -46781, -40158, -38129, -437417, -334041, -402192 ], [ 1.590913, 1.735749, 1.429722, 1.241139, 1.288116, 1.192386 ], [ 254, 127, 127, 254, 127, 127 ], [ 122, 55, 67, 122, 55, 67 ], [ 132, 72, 60, 132, 72, 60 ], [ 48.031496, 43.307087, 52.755906, 48.031496, 43.307087, 52.755906 ], [ 1.721316, 2.272254, 1.280348, 1.342872, 1.686261, 1.067809 ], [ 91217, 91217, 23153, 391648, 391648, 135897 ], [ -11511, -11511, -11195, -112303, -94238, -112303 ], [ 97, 97, 97, 97, 97, 97 ], [ 121, 124, 118, 121, 124, 118 ], [ 75, 77, 73, 75, 77, 73 ], [ 24771, 12416, 12355, 24771, 12416, 12355 ], [ 3.165104, 0, 4.915104, 3.165105, 0, 4.915105 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 458434, 323729, 283604, 307221, 231458, -564 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712334600000, "first_datapoint_time": 1712532600000, "last_datapoint_time": 1757332800000, "evaluation_time": 1757334465037, "expiration_time": 1763812800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 192, "offset": 0, "poles": 3 } }, "second_band": { "type": "swma", "factors": { "length": 111, "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) |
---|