Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10336721.7032 | 72297.3693 | -10409019.0725 | 57334241.7158 | -13804892.4455 | 71139134.1613 |
Total P&L (%) | -10336.7217 | 72.2974 | -10409.0191 | 57334.2417 | -13804.8924 | 71139.1342 |
Avg Daily Profit (%) | -4.5546 | 0.0319 | -4.5865 | 0.2803 | 0 | 0.2899 |
Buy And Hold Return (%) | 8745.2755 | 8745.2755 | 8745.2755 | 8745.2755 | 8745.2755 | 8745.2755 |
Max Trade Drawdown | -10460278 | -46488 | -10516604 | -57981287 | -31410045 | -53013892 |
Profit Factor | 0.0587 | 1.5005 | 0.0395 | 1.3679 | 0.7705 | 1.7434 |
Total Trades | 269 | 135 | 134 | 269 | 135 | 134 |
Winning Trades | 206 | 98 | 108 | 116 | 58 | 58 |
Losing Trades | 63 | 37 | 26 | 153 | 77 | 76 |
Profitability (%) | 76.5799 | 72.5926 | 80.597 | 43.1227 | 42.963 | 43.2836 |
Ratio Avg Win / Avg Loss | 0.018 | 0.5665 | 0.0095 | 1.8042 | 1.0229 | 2.2845 |
Largest Winning Trade | 19696 | 9379 | 19696 | 58145362 | 11804913 | 58145362 |
Largest Losing Trade | -10355370 | -25319 | -10355370 | -10328150 | -9561903 | -10328150 |
Avg Bars in Trades | 31 | 10 | 53 | 31 | 10 | 53 |
Avg Bars in Winners | 13 | 6 | 18 | 36 | 11 | 61 |
Avg Bars in Losers | 93 | 21 | 196 | 28 | 10 | 47 |
Bars Traded | 8592 | 1436 | 7155 | 8592 | 1436 | 7155 |
Profit Streak | 88.7397 | 88.7397 | 107.2397 | 88.7397 | 88.7397 | 107.2397 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574520 | -312496 | -575284 | 366337 | -580806 | 387636 |
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9078, "evaluation_days": 2269.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1565049600000, "last_datapoint_time": 1758391200000, "evaluation_time": 1758411910528, "expiration_time": 1764273744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 127, "offset": 0, "scalar": 3 } } }
{ "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": [ [ -10336721.703178825, 72297.3693141342, -10409019.072492963, 57334241.71576107, -13804892.445489591, 71139134.1612507 ], [ -10336.721703, 72.297369, -10409.019072, 57334.241716, -13804.892445, 71139.134161 ], [ -4.554625, 0.031856, -4.586481, 0.280332, 0, 0.28985 ], [ 8745.275525, 8745.275525, 8745.275525, 8745.275525, 8745.275525, 8745.275525 ], [ -10460278, -46488, -10516604, -57981287, -31410045, -53013892 ], [ 0.058734, 1.500459, 0.039516, 1.367905, 0.770499, 1.743447 ], [ 269, 135, 134, 269, 135, 134 ], [ 206, 98, 108, 116, 58, 58 ], [ 63, 37, 26, 153, 77, 76 ], [ 76.579926, 72.592593, 80.597015, 43.122677, 42.962963, 43.283582 ], [ 0.017962, 0.5665, 0.009513, 1.804219, 1.022903, 2.284517 ], [ 19696, 9379, 19696, 58145362, 11804913, 58145362 ], [ -10355370, -25319, -10355370, -10328150, -9561903, -10328150 ], [ 31, 10, 53, 31, 10, 53 ], [ 13, 6, 18, 36, 11, 61 ], [ 93, 21, 196, 28, 10, 47 ], [ 8592, 1436, 7155, 8592, 1436, 7155 ], [ 88.739705, 88.739705, 107.239705, 88.739705, 88.739705, 107.239705 ], [ 4, 2, 6, 4, 2, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574520, -312496, -575284, 366337, -580806, 387636 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9078, "evaluation_days": 2269.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1565049600000, "last_datapoint_time": 1758391200000, "evaluation_time": 1758411910528, "expiration_time": 1764273744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 127, "offset": 0, "scalar": 3 } } }
# | 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) |
---|