Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 207879.7251 | 167631.4443 | 40248.2808 | 189676.3657 | 160489.2572 | 29187.1086 |
Total P&L (%) | 207.8797 | 167.6314 | 40.2483 | 189.6764 | 160.4893 | 29.1871 |
Avg Daily Profit (%) | 0.3991 | 0.3219 | 0.0773 | 0.2044 | 0.184 | 0.0492 |
Buy And Hold Return (%) | 32.5518 | 32.5518 | 32.5518 | 32.5518 | 32.5518 | 32.5518 |
Max Trade Drawdown | -110024 | -87107 | -26489 | -422201 | -316088 | -112309 |
Profit Factor | 1.4395 | 1.559 | 1.2326 | 1.1642 | 1.2221 | 1.0675 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 110 | 51 | 59 | 110 | 51 | 59 |
Losing Trades | 129 | 68 | 61 | 129 | 68 | 61 |
Profitability (%) | 46.0251 | 42.8571 | 49.1667 | 46.0251 | 42.8571 | 49.1667 |
Ratio Avg Win / Avg Loss | 1.6882 | 2.0786 | 1.2743 | 1.3653 | 1.6295 | 1.1037 |
Largest Winning Trade | 134663 | 134663 | 15066 | 188303 | 188303 | 57969 |
Largest Losing Trade | -34829 | -34829 | -12292 | -173408 | -173408 | -69782 |
Avg Bars in Trades | 100 | 177 | 24 | 100 | 177 | 24 |
Avg Bars in Winners | 121 | 231 | 26 | 121 | 231 | 26 |
Avg Bars in Losers | 82 | 137 | 22 | 82 | 137 | 22 |
Bars Traded | 24027 | 21122 | 2905 | 24027 | 21122 | 2905 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363507 | 238390 | -183168 | -33857 | 116045 | -440143 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712656800000, "first_datapoint_time": 1712905200000, "last_datapoint_time": 1757655000000, "evaluation_time": 1757656236490, "expiration_time": 1764135000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 139, "offset": 0, "a": 0.77892 } }, "second_band": { "type": "bbu", "factors": { "length": 197, "offset": 0, "std": 4.61569 } } }
{ "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": [ [ 207879.7250711066, 167631.4442607033, 40248.2808104034, 189676.3657473357, 160489.2571680269, 29187.1085793088 ], [ 207.879725, 167.631444, 40.248281, 189.676366, 160.489257, 29.187109 ], [ 0.399132, 0.321854, 0.077277, 0.20442, 0.183989, 0.049182 ], [ 32.551821, 32.551821, 32.551821, 32.551821, 32.551821, 32.551821 ], [ -110024, -87107, -26489, -422201, -316088, -112309 ], [ 1.439523, 1.558967, 1.232552, 1.164234, 1.222141, 1.067493 ], [ 239, 119, 120, 239, 119, 120 ], [ 110, 51, 59, 110, 51, 59 ], [ 129, 68, 61, 129, 68, 61 ], [ 46.025105, 42.857143, 49.166667, 46.025105, 42.857143, 49.166667 ], [ 1.688168, 2.078623, 1.274334, 1.365329, 1.629521, 1.103679 ], [ 134663, 134663, 15066, 188303, 188303, 57969 ], [ -34829, -34829, -12292, -173408, -173408, -69782 ], [ 100, 177, 24, 100, 177, 24 ], [ 121, 231, 26, 121, 231, 26 ], [ 82, 137, 22, 82, 137, 22 ], [ 24027, 21122, 2905, 24027, 21122, 2905 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 363507, 238390, -183168, -33857, 116045, -440143 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712656800000, "first_datapoint_time": 1712905200000, "last_datapoint_time": 1757655000000, "evaluation_time": 1757656236490, "expiration_time": 1764135000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 139, "offset": 0, "a": 0.77892 } }, "second_band": { "type": "bbu", "factors": { "length": 197, "offset": 0, "std": 4.61569 } } }
# | 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) |
---|