Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5547079.0727 | 310826.3618 | -5857905.4345 | 13273682.4828 | -182568605.6895 | 195842288.1723 |
Total P&L (%) | -5547.0791 | 310.8264 | -5857.9054 | 13273.6825 | -182568.6057 | 195842.2882 |
Avg Daily Profit (%) | -2.4418 | 0.1368 | -2.5786 | 0.2157 | 0 | 0.3342 |
Buy And Hold Return (%) | 8894.1115 | 8894.1115 | 8894.1115 | 8894.1115 | 8894.1115 | 8894.1115 |
Max Trade Drawdown | -5924479 | -26317 | -5938564 | -427451980 | -199883631 | -260403928 |
Profit Factor | 0.1198 | 3.6117 | 0.0526 | 1.0193 | 0.3326 | 1.4735 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 50 | 24 | 26 | 34 | 16 | 18 |
Losing Trades | 25 | 14 | 11 | 41 | 22 | 19 |
Profitability (%) | 66.6667 | 63.1579 | 70.2703 | 45.3333 | 42.1053 | 48.6486 |
Ratio Avg Win / Avg Loss | 0.0599 | 2.1068 | 0.0223 | 1.2292 | 0.4573 | 1.5554 |
Largest Winning Trade | 77244 | 77244 | 48463 | 531974350 | 30483931 | 531974350 |
Largest Losing Trade | -5924479 | -19594 | -5924479 | -110720562 | -45760414 | -110720562 |
Avg Bars in Trades | 114 | 95 | 134 | 114 | 95 | 134 |
Avg Bars in Winners | 81 | 97 | 66 | 117 | 132 | 103 |
Avg Bars in Losers | 182 | 93 | 295 | 112 | 68 | 164 |
Bars Traded | 8620 | 3636 | 4984 | 8620 | 3636 | 4984 |
Profit Streak | 114.935 | 114.935 | 120.185 | 114.935 | 114.935 | 120.185 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -638659 | -167095 | -577186 | -265822 | -583271 | 427641 |
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9087, "evaluation_days": 2271.75, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1565827200000, "last_datapoint_time": 1758585600000, "evaluation_time": 1758601583202, "expiration_time": 1764473976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 160, "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": [ [ -5547079.072686183, 310826.3617903013, -5857905.434476485, 13273682.48280204, -182568605.6894634, 195842288.17226538 ], [ -5547.079073, 310.826362, -5857.905434, 13273.682483, -182568.605689, 195842.288172 ], [ -2.441765, 0.136822, -2.578587, 0.215744, 0, 0.334239 ], [ 8894.111509, 8894.111509, 8894.111509, 8894.111509, 8894.111509, 8894.111509 ], [ -5924479, -26317, -5938564, -427451980, -199883631, -260403928 ], [ 0.119841, 3.611695, 0.052632, 1.019318, 0.332601, 1.473549 ], [ 75, 38, 37, 75, 38, 37 ], [ 50, 24, 26, 34, 16, 18 ], [ 25, 14, 11, 41, 22, 19 ], [ 66.666667, 63.157895, 70.27027, 45.333333, 42.105263, 48.648649 ], [ 0.05992, 2.106822, 0.022267, 1.229178, 0.457326, 1.555413 ], [ 77244, 77244, 48463, 531974350, 30483931, 531974350 ], [ -5924479, -19594, -5924479, -110720562, -45760414, -110720562 ], [ 114, 95, 134, 114, 95, 134 ], [ 81, 97, 66, 117, 132, 103 ], [ 182, 93, 295, 112, 68, 164 ], [ 8620, 3636, 4984, 8620, 3636, 4984 ], [ 114.934991, 114.934991, 120.184991, 114.934991, 114.934991, 120.184991 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -638659, -167095, -577186, -265822, -583271, 427641 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9087, "evaluation_days": 2271.75, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1565827200000, "last_datapoint_time": 1758585600000, "evaluation_time": 1758601583202, "expiration_time": 1764473976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 160, "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) |
---|