Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198276.9935 | 194683.809 | 3593.1845 | 60472.9045 | 37318.1983 | 23154.7063 |
Total P&L (%) | 198.277 | 194.6838 | 3.5932 | 60.4729 | 37.3182 | 23.1547 |
Avg Daily Profit (%) | 0.3807 | 0.3738 | 0.0069 | 0.0908 | 0.0609 | 0.04 |
Buy And Hold Return (%) | 25.466 | 25.466 | 25.466 | 25.466 | 25.466 | 25.466 |
Max Trade Drawdown | -81267 | -72276 | -27456 | -195069 | -187503 | -55343 |
Profit Factor | 1.9041 | 2.3244 | 1.0497 | 1.1511 | 1.1296 | 1.2063 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 50.7042 | 45.7143 | 55.5556 | 50.7042 | 45.7143 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.8513 | 2.7602 | 0.8398 | 1.1191 | 1.3414 | 0.965 |
Largest Winning Trade | 253517 | 253517 | 14508 | 194323 | 194323 | 24481 |
Largest Losing Trade | -30806 | -30806 | -13370 | -71256 | -71256 | -24834 |
Avg Bars in Trades | 333 | 524 | 147 | 333 | 524 | 147 |
Avg Bars in Winners | 459 | 832 | 160 | 459 | 832 | 160 |
Avg Bars in Losers | 204 | 265 | 131 | 204 | 265 | 131 |
Bars Traded | 23684 | 18370 | 5314 | 23684 | 18370 | 5314 |
Profit Streak | 0 | 77.8658 | 0 | 0 | 77.8658 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78974 | 441055 | -516763 | -222135 | -211835 | -307262 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712453400000, "first_datapoint_time": 1712862000000, "last_datapoint_time": 1757451600000, "evaluation_time": 1757452601190, "expiration_time": 1763931600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 228, "offset": 0, "a": 0.07759 } }, "second_band": { "type": "dcu", "factors": { "length": 166, "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": [ [ 198276.9934620156, 194683.8089973927, 3593.1844646228, 60472.9045163062, 37318.1982529349, 23154.7062633714 ], [ 198.276993, 194.683809, 3.593184, 60.472905, 37.318198, 23.154706 ], [ 0.380694, 0.373795, 0.006899, 0.090849, 0.060908, 0.039996 ], [ 25.466031, 25.466031, 25.466031, 25.466031, 25.466031, 25.466031 ], [ -81267, -72276, -27456, -195069, -187503, -55343 ], [ 1.904145, 2.324419, 1.049697, 1.151102, 1.129593, 1.20628 ], [ 71, 35, 36, 71, 35, 36 ], [ 36, 16, 20, 36, 16, 20 ], [ 35, 19, 16, 35, 19, 16 ], [ 50.704225, 45.714286, 55.555556, 50.704225, 45.714286, 55.555556 ], [ 1.851252, 2.760248, 0.839757, 1.119127, 1.341392, 0.965024 ], [ 253517, 253517, 14508, 194323, 194323, 24481 ], [ -30806, -30806, -13370, -71256, -71256, -24834 ], [ 333, 524, 147, 333, 524, 147 ], [ 459, 832, 160, 459, 832, 160 ], [ 204, 265, 131, 204, 265, 131 ], [ 23684, 18370, 5314, 23684, 18370, 5314 ], [ 0, 77.865754, 0, 0, 77.865754, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -78974, 441055, -516763, -222135, -211835, -307262 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712453400000, "first_datapoint_time": 1712862000000, "last_datapoint_time": 1757451600000, "evaluation_time": 1757452601190, "expiration_time": 1763931600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 228, "offset": 0, "a": 0.07759 } }, "second_band": { "type": "dcu", "factors": { "length": 166, "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) |
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