Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251213.613 | 172699.3955 | 78514.2175 | 632572.8721 | 411396.5889 | 221176.2832 |
Total P&L (%) | 251.2136 | 172.6994 | 78.5142 | 632.5729 | 411.3966 | 221.1763 |
Avg Daily Profit (%) | 0.4823 | 0.3316 | 0.1507 | 0.3831 | 0.3138 | 0.2243 |
Buy And Hold Return (%) | 48.2861 | 48.2861 | 48.2861 | 48.2861 | 48.2861 | 48.2861 |
Max Trade Drawdown | -39079 | -34662 | -35471 | -281907 | -163542 | -157775 |
Profit Factor | 1.5453 | 1.7639 | 1.3346 | 1.3671 | 1.4573 | 1.2685 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 131 | 71 | 60 | 131 | 71 | 60 |
Losing Trades | 135 | 62 | 73 | 135 | 62 | 73 |
Profitability (%) | 49.2481 | 53.3835 | 45.1128 | 49.2481 | 53.3835 | 45.1128 |
Ratio Avg Win / Avg Loss | 1.5925 | 1.5403 | 1.6238 | 1.4088 | 1.2726 | 1.5434 |
Largest Winning Trade | 29247 | 28323 | 29247 | 125448 | 125448 | 92067 |
Largest Losing Trade | -12877 | -10918 | -12877 | -66766 | -66766 | -62970 |
Avg Bars in Trades | 93 | 99 | 87 | 93 | 99 | 87 |
Avg Bars in Winners | 97 | 101 | 91 | 97 | 101 | 91 |
Avg Bars in Losers | 89 | 96 | 83 | 89 | 96 | 83 |
Bars Traded | 24794 | 13168 | 11626 | 24794 | 13168 | 11626 |
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 | 434164 | 329762 | -3446 | 382560 | 335064 | 160355 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713567600000, "first_datapoint_time": 1713898800000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758664181877, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 137, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 251213.6129750501, 172699.3954512629, 78514.2175237873, 632572.8721356798, 411396.5888928466, 221176.2832428335 ], [ 251.213613, 172.699395, 78.514218, 632.572872, 411.396589, 221.176283 ], [ 0.482333, 0.331585, 0.150748, 0.383082, 0.313833, 0.224282 ], [ 48.28614, 48.28614, 48.28614, 48.28614, 48.28614, 48.28614 ], [ -39079, -34662, -35471, -281907, -163542, -157775 ], [ 1.545278, 1.7639, 1.334627, 1.367078, 1.457281, 1.268546 ], [ 266, 133, 133, 266, 133, 133 ], [ 131, 71, 60, 131, 71, 60 ], [ 135, 62, 73, 135, 62, 73 ], [ 49.24812, 53.383459, 45.112782, 49.24812, 53.383459, 45.112782 ], [ 1.592462, 1.540307, 1.623797, 1.408821, 1.272555, 1.543397 ], [ 29247, 28323, 29247, 125448, 125448, 92067 ], [ -12877, -10918, -12877, -66766, -66766, -62970 ], [ 93, 99, 87, 93, 99, 87 ], [ 97, 101, 91, 97, 101, 91 ], [ 89, 96, 83, 89, 96, 83 ], [ 24794, 13168, 11626, 24794, 13168, 11626 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 434164, 329762, -3446, 382560, 335064, 160355 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713567600000, "first_datapoint_time": 1713898800000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758664181877, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 137, "offset": 0, "scalar": 4 } } }
# | 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) |
---|