Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1574381.8366 | 1495623.255 | 78758.5816 | 53139348.321 | 48961459.9917 | 4177888.3293 |
Total P&L (%) | 1574.3818 | 1495.6233 | 78.7586 | 53139.3483 | 48961.46 | 4177.8883 |
Avg Daily Profit (%) | 0.7559 | 0.7181 | 0.0378 | 0.3019 | 0.2979 | 0.1805 |
Buy And Hold Return (%) | 11803.8299 | 11803.8299 | 11803.8299 | 11803.8299 | 11803.8299 | 11803.8299 |
Max Trade Drawdown | -60062 | -60402 | -77427 | -19222141 | -18475366 | -14170823 |
Profit Factor | 4.3538 | 8.6943 | 1.2863 | 1.6476 | 2.3536 | 1.091 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 49.4737 | 46.8085 | 52.0833 | 49.4737 | 46.8085 | 52.0833 |
Ratio Avg Win / Avg Loss | 4.4465 | 9.8799 | 1.1834 | 1.6826 | 2.6746 | 1.0038 |
Largest Winning Trade | 518074 | 518074 | 46459 | 35655531 | 35655531 | 18813159 |
Largest Losing Trade | -45346 | -21095 | -45346 | -13450164 | -10547379 | -13450164 |
Avg Bars in Trades | 258 | 243 | 273 | 258 | 243 | 273 |
Avg Bars in Winners | 394 | 365 | 419 | 394 | 365 | 419 |
Avg Bars in Losers | 125 | 135 | 114 | 125 | 135 | 114 |
Bars Traded | 24577 | 11441 | 13136 | 24577 | 11441 | 13136 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145618 | -145943 | -307803 | 370835 | 363842 | -277922 |
{ "trading_pair": "DOGE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24992, "evaluation_days": 2082.67, "actual_first_datapoint_time": 1578412800000, "first_datapoint_time": 1579960800000, "last_datapoint_time": 1758420000000, "evaluation_time": 1758421738084, "expiration_time": 1764897926400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 215, "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": [ [ 1574381.836601997, 1495623.2550127646, 78758.5815892326, 53139348.32098729, 48961459.99165163, 4177888.3293356597 ], [ 1574.381837, 1495.623255, 78.758582, 53139.348321, 48961.459992, 4177.888329 ], [ 0.755944, 0.718128, 0.037816, 0.301865, 0.297929, 0.18051 ], [ 11803.829901, 11803.829901, 11803.829901, 11803.829901, 11803.829901, 11803.829901 ], [ -60062, -60402, -77427, -19222141, -18475366, -14170823 ], [ 4.35384, 8.69428, 1.286347, 1.647591, 2.353647, 1.091048 ], [ 95, 47, 48, 95, 47, 48 ], [ 47, 22, 25, 47, 22, 25 ], [ 48, 25, 23, 48, 25, 23 ], [ 49.473684, 46.808511, 52.083333, 49.473684, 46.808511, 52.083333 ], [ 4.446475, 9.879864, 1.18344, 1.682647, 2.674599, 1.003764 ], [ 518074, 518074, 46459, 35655531, 35655531, 18813159 ], [ -45346, -21095, -45346, -13450164, -10547379, -13450164 ], [ 258, 243, 273, 258, 243, 273 ], [ 394, 365, 419, 394, 365, 419 ], [ 125, 135, 114, 125, 135, 114 ], [ 24577, 11441, 13136, 24577, 11441, 13136 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -145618, -145943, -307803, 370835, 363842, -277922 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24992, "evaluation_days": 2082.67, "actual_first_datapoint_time": 1578412800000, "first_datapoint_time": 1579960800000, "last_datapoint_time": 1758420000000, "evaluation_time": 1758421738084, "expiration_time": 1764897926400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 215, "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) |
---|