Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 11608311.2937 | 11582776.0475 | 25535.2462 | 11602011.3988 | 11217585.9298 | 384425.4691 |
Total P&L (%) | 11608.3113 | 11582.776 | 25.5352 | 11602.0114 | 11217.5859 | 384.4255 |
Avg Daily Profit (%) | 5.1115 | 5.1003 | 0.0112 | 0.2099 | 0.2084 | 0.0695 |
Buy And Hold Return (%) | 7737.829 | 7737.829 | 7737.829 | 7737.829 | 7737.829 | 7737.829 |
Max Trade Drawdown | -133636 | -134240 | -36699 | -9747090 | -9301119 | -3290476 |
Profit Factor | 17.6814 | 24.8732 | 1.1212 | 1.2669 | 1.3602 | 1.0312 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 101 | 47 | 54 | 101 | 47 | 54 |
Losing Trades | 117 | 62 | 55 | 117 | 62 | 55 |
Profitability (%) | 46.3303 | 43.1193 | 49.5413 | 46.3303 | 43.1193 | 49.5413 |
Ratio Avg Win / Avg Loss | 20.4824 | 32.8114 | 1.142 | 1.4676 | 1.7943 | 1.0503 |
Largest Winning Trade | 11402933 | 11402933 | 23424 | 10833892 | 10833892 | 1225200 |
Largest Losing Trade | -26207 | -26207 | -18926 | -3910655 | -3910655 | -1652293 |
Avg Bars in Trades | 60 | 101 | 19 | 60 | 101 | 19 |
Avg Bars in Winners | 83 | 153 | 23 | 83 | 153 | 23 |
Avg Bars in Losers | 40 | 62 | 16 | 40 | 62 | 16 |
Bars Traded | 13244 | 11096 | 2148 | 13244 | 11096 | 2148 |
Profit Streak | 0 | 96.3472 | 0 | 0 | 96.3472 | 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 | 502742 | 421350 | -430976 | -2694 | -17777 | -452326 |
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13626, "evaluation_days": 2271, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1563508800000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758601200708, "expiration_time": 1764443232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 83, "offset": 0, "scalar": 2 } }, "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": [ [ 11608311.293650625, 11582776.047478016, 25535.24617261, 11602011.398816144, 11217585.929755546, 384425.4690606055 ], [ 11608.311294, 11582.776047, 25.535246, 11602.011399, 11217.58593, 384.425469 ], [ 5.111542, 5.100298, 0.011244, 0.209923, 0.208449, 0.0695 ], [ 7737.828969, 7737.828969, 7737.828969, 7737.828969, 7737.828969, 7737.828969 ], [ -133636, -134240, -36699, -9747090, -9301119, -3290476 ], [ 17.681363, 24.873165, 1.121189, 1.266866, 1.360229, 1.031166 ], [ 218, 109, 109, 218, 109, 109 ], [ 101, 47, 54, 101, 47, 54 ], [ 117, 62, 55, 117, 62, 55 ], [ 46.330275, 43.119266, 49.541284, 46.330275, 43.119266, 49.541284 ], [ 20.48237, 32.811409, 1.141952, 1.467558, 1.794345, 1.050261 ], [ 11402933, 11402933, 23424, 10833892, 10833892, 1225200 ], [ -26207, -26207, -18926, -3910655, -3910655, -1652293 ], [ 60, 101, 19, 60, 101, 19 ], [ 83, 153, 23, 83, 153, 23 ], [ 40, 62, 16, 40, 62, 16 ], [ 13244, 11096, 2148, 13244, 11096, 2148 ], [ 0, 96.34723, 0, 0, 96.34723, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 502742, 421350, -430976, -2694, -17777, -452326 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13626, "evaluation_days": 2271, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1563508800000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758601200708, "expiration_time": 1764443232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 83, "offset": 0, "scalar": 2 } }, "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) |
---|