Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7948042.0308 | 110342.0394 | -8058384.0703 | 52766337.4762 | 9446203.8105 | 43320133.6656 |
Total P&L (%) | -7948.042 | 110.342 | -8058.3841 | 52766.3375 | 9446.2038 | 43320.1337 |
Avg Daily Profit (%) | -3.4962 | 0.0485 | -3.5447 | 0.2762 | 0.2007 | 0.2675 |
Buy And Hold Return (%) | 7804.6091 | 7804.6091 | 7804.6091 | 7804.6091 | 7804.6091 | 7804.6091 |
Max Trade Drawdown | -8174144 | -29956 | -8219814 | -43649575 | -11179627 | -41399169 |
Profit Factor | 0.0731 | 2.8831 | 0.0538 | 1.5111 | 1.4185 | 1.537 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 88 | 44 | 44 | 52 | 27 | 25 |
Losing Trades | 29 | 15 | 14 | 65 | 32 | 33 |
Profitability (%) | 75.2137 | 74.5763 | 75.8621 | 44.4444 | 45.7627 | 43.1034 |
Ratio Avg Win / Avg Loss | 0.0241 | 0.9829 | 0.0171 | 1.8889 | 1.6812 | 2.0289 |
Largest Winning Trade | 23844 | 12895 | 23844 | 30099816 | 7109184 | 30099816 |
Largest Losing Trade | -8007678 | -16378 | -8007678 | -14390553 | -3518711 | -14390553 |
Avg Bars in Trades | 54 | 3 | 106 | 54 | 3 | 106 |
Avg Bars in Winners | 24 | 2 | 47 | 64 | 4 | 128 |
Avg Bars in Losers | 145 | 7 | 293 | 47 | 2 | 90 |
Bars Traded | 6415 | 212 | 6203 | 6415 | 212 | 6203 |
Profit Streak | 0 | 0 | 116.4106 | 0 | 0 | 116.4106 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576921 | -464356 | -756522 | 329935 | -268427 | -171487 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6820, "evaluation_days": 2273.33, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1563580800000, "last_datapoint_time": 1758700800000, "evaluation_time": 1758707475183, "expiration_time": 1764593280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 45, "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": [ [ -7948042.030844468, 110342.0394350954, -8058384.070279565, 52766337.47617882, 9446203.810534088, 43320133.66564472 ], [ -7948.042031, 110.342039, -8058.38407, 52766.337476, 9446.203811, 43320.133666 ], [ -3.496211, 0.048538, -3.544749, 0.276203, 0.200732, 0.267521 ], [ 7804.60914, 7804.60914, 7804.60914, 7804.60914, 7804.60914, 7804.60914 ], [ -8174144, -29956, -8219814, -43649575, -11179627, -41399169 ], [ 0.073095, 2.883096, 0.05376, 1.511109, 1.418494, 1.537024 ], [ 117, 59, 58, 117, 59, 58 ], [ 88, 44, 44, 52, 27, 25 ], [ 29, 15, 14, 65, 32, 33 ], [ 75.213675, 74.576271, 75.862069, 44.444444, 45.762712, 43.103448 ], [ 0.024088, 0.982874, 0.017106, 1.888886, 1.681178, 2.028872 ], [ 23844, 12895, 23844, 30099816, 7109184, 30099816 ], [ -8007678, -16378, -8007678, -14390553, -3518711, -14390553 ], [ 54, 3, 106, 54, 3, 106 ], [ 24, 2, 47, 64, 4, 128 ], [ 145, 7, 293, 47, 2, 90 ], [ 6415, 212, 6203, 6415, 212, 6203 ], [ 0, 0, 116.410592, 0, 0, 116.410592 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576921, -464356, -756522, 329935, -268427, -171487 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6820, "evaluation_days": 2273.33, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1563580800000, "last_datapoint_time": 1758700800000, "evaluation_time": 1758707475183, "expiration_time": 1764593280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 45, "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) |
---|