Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2870801.0927 | 2773856.1107 | 96944.982 | 77411990.8851 | 66743202.7809 | 10668788.1042 |
Total P&L (%) | 2870.8011 | 2773.8561 | 96.945 | 77411.9909 | 66743.2028 | 10668.7881 |
Avg Daily Profit (%) | 1.3784 | 1.3319 | 0.0465 | 0.32 | 0.3128 | 0.2249 |
Buy And Hold Return (%) | 10008.3805 | 10008.3805 | 10008.3805 | 10008.3805 | 10008.3805 | 10008.3805 |
Max Trade Drawdown | -73967 | -68836 | -40201 | -18500760 | -19808580 | -8888720 |
Profit Factor | 8.7102 | 13.5906 | 1.6377 | 1.8706 | 2.2314 | 1.3073 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 44.7059 | 40.4762 | 48.8372 | 44.7059 | 40.4762 | 48.8372 |
Ratio Avg Win / Avg Loss | 10.7732 | 19.9862 | 1.7157 | 2.3136 | 3.2814 | 1.3696 |
Largest Winning Trade | 2008703 | 2008703 | 51049 | 43634524 | 43634524 | 14328262 |
Largest Losing Trade | -37699 | -27130 | -37699 | -16661080 | -16661080 | -8778195 |
Avg Bars in Trades | 281 | 356 | 209 | 281 | 356 | 209 |
Avg Bars in Winners | 447 | 585 | 335 | 447 | 585 | 335 |
Avg Bars in Losers | 148 | 200 | 88 | 148 | 200 | 88 |
Bars Traded | 23966 | 14970 | 8996 | 23966 | 14970 | 8996 |
Profit Streak | 0 | 70.0188 | 0 | 0 | 70.0188 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145413 | -146724 | -293820 | 388144 | 357326 | -137271 |
{ "trading_pair": "DOGE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24992, "evaluation_days": 2082.67, "actual_first_datapoint_time": 1578182400000, "first_datapoint_time": 1581091200000, "last_datapoint_time": 1758189600000, "evaluation_time": 1758191225607, "expiration_time": 1764667526400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 215, "offset": 190 } }, "second_band": { "type": "dcu", "factors": { "length": 101, "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": [ [ 2870801.092736855, 2773856.1107383817, 96944.9819984724, 77411990.88511762, 66743202.78090462, 10668788.104213003 ], [ 2870.801093, 2773.856111, 96.944982, 77411.990885, 66743.202781, 10668.788104 ], [ 1.378423, 1.331875, 0.046548, 0.319957, 0.312825, 0.224927 ], [ 10008.380455, 10008.380455, 10008.380455, 10008.380455, 10008.380455, 10008.380455 ], [ -73967, -68836, -40201, -18500760, -19808580, -8888720 ], [ 8.710208, 13.590603, 1.637687, 1.870585, 2.231364, 1.307308 ], [ 85, 42, 43, 85, 42, 43 ], [ 38, 17, 21, 38, 17, 21 ], [ 47, 25, 22, 47, 25, 22 ], [ 44.705882, 40.47619, 48.837209, 44.705882, 40.47619, 48.837209 ], [ 10.773152, 19.986182, 1.715672, 2.313618, 3.281418, 1.369561 ], [ 2008703, 2008703, 51049, 43634524, 43634524, 14328262 ], [ -37699, -27130, -37699, -16661080, -16661080, -8778195 ], [ 281, 356, 209, 281, 356, 209 ], [ 447, 585, 335, 447, 585, 335 ], [ 148, 200, 88, 148, 200, 88 ], [ 23966, 14970, 8996, 23966, 14970, 8996 ], [ 0, 70.018815, 0, 0, 70.018815, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -145413, -146724, -293820, 388144, 357326, -137271 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24992, "evaluation_days": 2082.67, "actual_first_datapoint_time": 1578182400000, "first_datapoint_time": 1581091200000, "last_datapoint_time": 1758189600000, "evaluation_time": 1758191225607, "expiration_time": 1764667526400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 215, "offset": 190 } }, "second_band": { "type": "dcu", "factors": { "length": 101, "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) |
---|