Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130481.5773 | 149886.0215 | -19404.4443 | -17515.1049 | 3762.2959 | -21277.4008 |
Total P&L (%) | 130.4816 | 149.886 | -19.4044 | -17.5151 | 3.7623 | -21.2774 |
Avg Daily Profit (%) | 0.2505 | 0.2878 | -0.0373 | -0.037 | 0.0071 | -0.0459 |
Buy And Hold Return (%) | 27.872 | 27.872 | 27.872 | 27.872 | 27.872 | 27.872 |
Max Trade Drawdown | -103417 | -91066 | -36904 | -129528 | -111458 | -32762 |
Profit Factor | 1.4377 | 1.6324 | 0.6824 | 0.9381 | 1.0165 | 0.6072 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 48.1928 | 43.9024 | 52.381 | 48.1928 | 43.9024 | 52.381 |
Ratio Avg Win / Avg Loss | 1.5455 | 2.0859 | 0.6204 | 1.0084 | 1.2988 | 0.552 |
Largest Winning Trade | 237367 | 237367 | 15125 | 130426 | 130426 | 9914 |
Largest Losing Trade | -20991 | -20991 | -11688 | -23104 | -23104 | -16937 |
Avg Bars in Trades | 289 | 567 | 17 | 289 | 567 | 17 |
Avg Bars in Winners | 420 | 913 | 17 | 420 | 913 | 17 |
Avg Bars in Losers | 167 | 296 | 18 | 167 | 296 | 18 |
Bars Traded | 24016 | 23271 | 745 | 24016 | 23271 | 745 |
Profit Streak | 79.3345 | 79.5428 | 79.3345 | 79.3345 | 79.5428 | 79.3345 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 247931 | 303819 | -580159 | -580697 | -553492 | -580159 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712494800000, "first_datapoint_time": 1712687400000, "last_datapoint_time": 1757493000000, "evaluation_time": 1757493101839, "expiration_time": 1763973000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 108, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 130481.5772979925, 149886.0215490023, -19404.4442510098, -17515.1048818368, 3762.2959277241, -21277.400809561 ], [ 130.481577, 149.886022, -19.404444, -17.515105, 3.762296, -21.277401 ], [ 0.250526, 0.287783, -0.037257, -0.036964, 0.007091, -0.045924 ], [ 27.87198, 27.87198, 27.87198, 27.87198, 27.87198, 27.87198 ], [ -103417, -91066, -36904, -129528, -111458, -32762 ], [ 1.437701, 1.632405, 0.6824, 0.938055, 1.016459, 0.6072 ], [ 83, 41, 42, 83, 41, 42 ], [ 40, 18, 22, 40, 18, 22 ], [ 43, 23, 20, 43, 23, 20 ], [ 48.192771, 43.902439, 52.380952, 48.192771, 43.902439, 52.380952 ], [ 1.545529, 2.085851, 0.620363, 1.008409, 1.298809, 0.552 ], [ 237367, 237367, 15125, 130426, 130426, 9914 ], [ -20991, -20991, -11688, -23104, -23104, -16937 ], [ 289, 567, 17, 289, 567, 17 ], [ 420, 913, 17, 420, 913, 17 ], [ 167, 296, 18, 167, 296, 18 ], [ 24016, 23271, 745, 24016, 23271, 745 ], [ 79.334512, 79.542845, 79.334512, 79.334512, 79.542845, 79.334512 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 247931, 303819, -580159, -580697, -553492, -580159 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712494800000, "first_datapoint_time": 1712687400000, "last_datapoint_time": 1757493000000, "evaluation_time": 1757493101839, "expiration_time": 1763973000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 108, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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