Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154477.5145 | 138752.6145 | 15724.9 | 81228.1077 | 54397.2736 | 26830.8341 |
Total P&L (%) | 154.4775 | 138.7526 | 15.7249 | 81.2281 | 54.3973 | 26.8308 |
Avg Daily Profit (%) | 0.2966 | 0.2664 | 0.0302 | 0.1142 | 0.0834 | 0.0456 |
Buy And Hold Return (%) | 21.4131 | 21.4131 | 21.4131 | 21.4131 | 21.4131 | 21.4131 |
Max Trade Drawdown | -78854 | -64754 | -26943 | -78150 | -105757 | -25861 |
Profit Factor | 1.4776 | 1.5419 | 1.2334 | 1.2054 | 1.1685 | 1.3697 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 124 | 61 | 63 | 124 | 61 | 63 |
Losing Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Profitability (%) | 56.1086 | 55.4545 | 56.7568 | 56.1086 | 55.4545 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.1559 | 1.2386 | 0.9397 | 0.943 | 0.9386 | 1.0436 |
Largest Winning Trade | 135043 | 135043 | 9073 | 102381 | 102381 | 12668 |
Largest Losing Trade | -29218 | -29218 | -13394 | -42504 | -42504 | -12561 |
Avg Bars in Trades | 110 | 206 | 13 | 110 | 206 | 13 |
Avg Bars in Winners | 99 | 187 | 14 | 99 | 187 | 14 |
Avg Bars in Losers | 123 | 230 | 13 | 123 | 230 | 13 |
Bars Traded | 24321 | 22769 | 1552 | 24321 | 22769 | 1552 |
Profit Streak | 6.4967 | 6.5175 | 6.4967 | 6.4967 | 6.5175 | 6.4967 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437754 | 358941 | -319301 | -42527 | -121363 | -217482 |
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712489400000, "first_datapoint_time": 1712923200000, "last_datapoint_time": 1757487600000, "evaluation_time": 1757489113678, "expiration_time": 1763967600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 15, "offset": 0, "scalar": 5 } }, "second_band": { "type": "jma", "factors": { "length": 242, "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": [ [ 154477.5145048708, 138752.614529486, 15724.8999753847, 81228.1076982323, 54397.2735813286, 26830.8341169035 ], [ 154.477515, 138.752615, 15.7249, 81.228108, 54.397274, 26.830834 ], [ 0.296599, 0.266407, 0.030192, 0.114226, 0.083432, 0.045646 ], [ 21.413093, 21.413093, 21.413093, 21.413093, 21.413093, 21.413093 ], [ -78854, -64754, -26943, -78150, -105757, -25861 ], [ 1.477604, 1.541879, 1.233362, 1.205424, 1.168497, 1.369671 ], [ 221, 110, 111, 221, 110, 111 ], [ 124, 61, 63, 124, 61, 63 ], [ 97, 49, 48, 97, 49, 48 ], [ 56.108597, 55.454545, 56.756757, 56.108597, 55.454545, 56.756757 ], [ 1.155868, 1.238559, 0.939704, 0.942952, 0.938629, 1.043559 ], [ 135043, 135043, 9073, 102381, 102381, 12668 ], [ -29218, -29218, -13394, -42504, -42504, -12561 ], [ 110, 206, 13, 110, 206, 13 ], [ 99, 187, 14, 99, 187, 14 ], [ 123, 230, 13, 123, 230, 13 ], [ 24321, 22769, 1552, 24321, 22769, 1552 ], [ 6.496686, 6.517519, 6.496686, 6.496686, 6.517519, 6.496686 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 437754, 358941, -319301, -42527, -121363, -217482 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712489400000, "first_datapoint_time": 1712923200000, "last_datapoint_time": 1757487600000, "evaluation_time": 1757489113678, "expiration_time": 1763967600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 15, "offset": 0, "scalar": 5 } }, "second_band": { "type": "jma", "factors": { "length": 242, "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) |
---|