Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1501359.6223 | 1399337.3381 | 102022.2842 | 76526267.4119 | 54418919.4201 | 22107347.9918 |
Total P&L (%) | 1501.3596 | 1399.3373 | 102.0223 | 76526.2674 | 54418.9194 | 22107.348 |
Avg Daily Profit (%) | 0.6608 | 0.6159 | 0.0449 | 0.2927 | 0.2777 | 0.2381 |
Buy And Hold Return (%) | 8275.0957 | 8275.0957 | 8275.0957 | 8275.0957 | 8275.0957 | 8275.0957 |
Max Trade Drawdown | -53108 | -59114 | -143102 | -25376911 | -11914804 | -15995161 |
Profit Factor | 3.0795 | 5.5069 | 1.2479 | 1.907 | 2.3446 | 1.5035 |
Total Trades | 255 | 128 | 127 | 255 | 128 | 127 |
Winning Trades | 90 | 49 | 41 | 90 | 49 | 41 |
Losing Trades | 165 | 79 | 86 | 165 | 79 | 86 |
Profitability (%) | 35.2941 | 38.2813 | 32.2835 | 35.2941 | 38.2813 | 32.2835 |
Ratio Avg Win / Avg Loss | 5.6458 | 8.8785 | 2.6176 | 3.4961 | 3.7801 | 3.1537 |
Largest Winning Trade | 484273 | 484273 | 47353 | 26843155 | 26843155 | 19851589 |
Largest Losing Trade | -40337 | -22798 | -40337 | -8736017 | -7462047 | -8736017 |
Avg Bars in Trades | 17 | 15 | 19 | 17 | 15 | 19 |
Avg Bars in Winners | 36 | 31 | 42 | 36 | 31 | 42 |
Avg Bars in Losers | 7 | 6 | 8 | 7 | 6 | 8 |
Bars Traded | 4488 | 2031 | 2457 | 4488 | 2031 | 2457 |
Profit Streak | 16.0145 | 29.5145 | 0 | 16.0145 | 29.5145 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151447 | -149972 | -304664 | 321187 | 321515 | 20512 |
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4544, "evaluation_days": 2272, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1563840000000, "last_datapoint_time": 1758585600000, "evaluation_time": 1758630049155, "expiration_time": 1764474624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 36, "offset": 0, "std": 4.167 } }, "second_band": { "type": "hl2", "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": [ [ 1501359.622265503, 1399337.3380581872, 102022.2842073154, 76526267.41187915, 54418919.420073405, 22107347.991805725 ], [ 1501.359622, 1399.337338, 102.022284, 76526.267412, 54418.91942, 22107.347992 ], [ 0.66081, 0.615906, 0.044904, 0.292748, 0.277724, 0.238091 ], [ 8275.095705, 8275.095705, 8275.095705, 8275.095705, 8275.095705, 8275.095705 ], [ -53108, -59114, -143102, -25376911, -11914804, -15995161 ], [ 3.079528, 5.50694, 1.247936, 1.906951, 2.344643, 1.503508 ], [ 255, 128, 127, 255, 128, 127 ], [ 90, 49, 41, 90, 49, 41 ], [ 165, 79, 86, 165, 79, 86 ], [ 35.294118, 38.28125, 32.283465, 35.294118, 38.28125, 32.283465 ], [ 5.645802, 8.878535, 2.617622, 3.496077, 3.780139, 3.1537 ], [ 484273, 484273, 47353, 26843155, 26843155, 19851589 ], [ -40337, -22798, -40337, -8736017, -7462047, -8736017 ], [ 17, 15, 19, 17, 15, 19 ], [ 36, 31, 42, 36, 31, 42 ], [ 7, 6, 8, 7, 6, 8 ], [ 4488, 2031, 2457, 4488, 2031, 2457 ], [ 16.014458, 29.514458, 0, 16.014458, 29.514458, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -151447, -149972, -304664, 321187, 321515, 20512 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4544, "evaluation_days": 2272, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1563840000000, "last_datapoint_time": 1758585600000, "evaluation_time": 1758630049155, "expiration_time": 1764474624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 36, "offset": 0, "std": 4.167 } }, "second_band": { "type": "hl2", "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) |
---|