Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315826.6708 | 218845.517 | 96981.1538 | 894436.4797 | 460709.252 | 433727.2277 |
Total P&L (%) | 315.8267 | 218.8455 | 96.9812 | 894.4365 | 460.7093 | 433.7272 |
Avg Daily Profit (%) | 0.6064 | 0.4202 | 0.1862 | 0.442 | 0.3316 | 0.3221 |
Buy And Hold Return (%) | 40.8037 | 40.8037 | 40.8037 | 40.8037 | 40.8037 | 40.8037 |
Max Trade Drawdown | -47827 | -62264 | -25239 | -542754 | -660930 | -232664 |
Profit Factor | 1.8439 | 1.8482 | 1.8344 | 1.3896 | 1.2882 | 1.6219 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Losing Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Profitability (%) | 44.3038 | 45.5696 | 43.038 | 44.3038 | 45.5696 | 43.038 |
Ratio Avg Win / Avg Loss | 2.318 | 2.2075 | 2.4278 | 1.7469 | 1.5387 | 2.1467 |
Largest Winning Trade | 92890 | 92890 | 23436 | 274898 | 274898 | 203373 |
Largest Losing Trade | -24000 | -24000 | -7597 | -276021 | -276021 | -82881 |
Avg Bars in Trades | 156 | 260 | 52 | 156 | 260 | 52 |
Avg Bars in Winners | 216 | 346 | 78 | 216 | 346 | 78 |
Avg Bars in Losers | 108 | 189 | 32 | 108 | 189 | 32 |
Bars Traded | 24727 | 20602 | 4125 | 24727 | 20602 | 4125 |
Profit Streak | 16.2636 | 16.2636 | 25.4511 | 16.2636 | 16.2636 | 25.4511 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493435 | -16754 | -23085 | 394625 | -18805 | -17956 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712502000000, "first_datapoint_time": 1712948400000, "last_datapoint_time": 1757500200000, "evaluation_time": 1757501376481, "expiration_time": 1763980200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 39, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 315826.6708281384, 218845.517018205, 96981.1538099332, 894436.4796992497, 460709.2519624163, 433727.2277368333 ], [ 315.826671, 218.845517, 96.981154, 894.43648, 460.709252, 433.727228 ], [ 0.606391, 0.420186, 0.186205, 0.442002, 0.331565, 0.322065 ], [ 40.803655, 40.803655, 40.803655, 40.803655, 40.803655, 40.803655 ], [ -47827, -62264, -25239, -542754, -660930, -232664 ], [ 1.84388, 1.848172, 1.834354, 1.389607, 1.288237, 1.621945 ], [ 158, 79, 79, 158, 79, 79 ], [ 70, 36, 34, 70, 36, 34 ], [ 88, 43, 45, 88, 43, 45 ], [ 44.303797, 45.56962, 43.037975, 44.303797, 45.56962, 43.037975 ], [ 2.318021, 2.207539, 2.427821, 1.746935, 1.538728, 2.146692 ], [ 92890, 92890, 23436, 274898, 274898, 203373 ], [ -24000, -24000, -7597, -276021, -276021, -82881 ], [ 156, 260, 52, 156, 260, 52 ], [ 216, 346, 78, 216, 346, 78 ], [ 108, 189, 32, 108, 189, 32 ], [ 24727, 20602, 4125, 24727, 20602, 4125 ], [ 16.263617, 16.263617, 25.451117, 16.263617, 16.263617, 25.451117 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 493435, -16754, -23085, 394625, -18805, -17956 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712502000000, "first_datapoint_time": 1712948400000, "last_datapoint_time": 1757500200000, "evaluation_time": 1757501376481, "expiration_time": 1763980200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 39, "offset": 0, "scalar": 2 } } }
# | 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) |
---|