Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156513.234 | 161349.7736 | -4836.5395 | 46360.5893 | 49393.7553 | -3033.166 |
Total P&L (%) | 156.5132 | 161.3498 | -4.8365 | 46.3606 | 49.3938 | -3.0332 |
Avg Daily Profit (%) | 0.3005 | 0.3098 | -0.0093 | 0.0732 | 0.0771 | -0.0059 |
Buy And Hold Return (%) | 20.8661 | 20.8661 | 20.8661 | 20.8661 | 20.8661 | 20.8661 |
Max Trade Drawdown | -91561 | -90922 | -5450 | -193557 | -193417 | -8600 |
Profit Factor | 1.809 | 1.9111 | 0.7044 | 1.1513 | 1.1726 | 0.8505 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Losing Trades | 28 | 10 | 18 | 28 | 10 | 18 |
Profitability (%) | 54.0984 | 66.6667 | 41.9355 | 54.0984 | 66.6667 | 41.9355 |
Ratio Avg Win / Avg Loss | 1.5349 | 0.9555 | 0.9754 | 0.9769 | 0.5863 | 1.1776 |
Largest Winning Trade | 186400 | 186400 | 3183 | 189921 | 189921 | 4609 |
Largest Losing Trade | -32613 | -32613 | -3327 | -72346 | -72346 | -3517 |
Avg Bars in Trades | 387 | 783 | 4 | 387 | 783 | 4 |
Avg Bars in Winners | 326 | 535 | 5 | 326 | 535 | 5 |
Avg Bars in Losers | 459 | 1280 | 3 | 459 | 1280 | 3 |
Bars Traded | 23644 | 23508 | 136 | 23644 | 23508 | 136 |
Profit Streak | 0 | 19.3101 | 0 | 0 | 19.3101 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154125 | 447334 | -583689 | -322472 | -123737 | -582022 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712404800000, "first_datapoint_time": 1712521800000, "last_datapoint_time": 1757403000000, "evaluation_time": 1757404591069, "expiration_time": 1763883000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 66, "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": [ [ 156513.2340134819, 161349.773557115, -4836.539543633, 46360.5892860082, 49393.7553006184, -3033.1660146102 ], [ 156.513234, 161.349774, -4.83654, 46.360589, 49.393755, -3.033166 ], [ 0.300507, 0.309794, -0.009286, 0.073161, 0.077102, -0.005914 ], [ 20.866062, 20.866062, 20.866062, 20.866062, 20.866062, 20.866062 ], [ -91561, -90922, -5450, -193557, -193417, -8600 ], [ 1.809001, 1.911058, 0.70443, 1.151297, 1.172623, 0.850471 ], [ 61, 30, 31, 61, 30, 31 ], [ 33, 20, 13, 33, 20, 13 ], [ 28, 10, 18, 28, 10, 18 ], [ 54.098361, 66.666667, 41.935484, 54.098361, 66.666667, 41.935484 ], [ 1.53491, 0.955529, 0.975365, 0.976858, 0.586312, 1.177576 ], [ 186400, 186400, 3183, 189921, 189921, 4609 ], [ -32613, -32613, -3327, -72346, -72346, -3517 ], [ 387, 783, 4, 387, 783, 4 ], [ 326, 535, 5, 326, 535, 5 ], [ 459, 1280, 3, 459, 1280, 3 ], [ 23644, 23508, 136, 23644, 23508, 136 ], [ 0, 19.310082, 0, 0, 19.310082, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -154125, 447334, -583689, -322472, -123737, -582022 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712404800000, "first_datapoint_time": 1712521800000, "last_datapoint_time": 1757403000000, "evaluation_time": 1757404591069, "expiration_time": 1763883000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 66, "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) |
---|