Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477285.9985 | 885433.7526 | -408147.7541 | -97785.8088 | 34542851.2889 | -34640637.0978 |
Total P&L (%) | 477.286 | 885.4338 | -408.1478 | -97.7858 | 34542.8513 | -34640.6371 |
Avg Daily Profit (%) | 0.2292 | 0.4252 | -0.196 | -0.1828 | 0.2812 | 0 |
Buy And Hold Return (%) | 11884.9558 | 11884.9558 | 11884.9558 | 11884.9558 | 11884.9558 | 11884.9558 |
Max Trade Drawdown | -704059 | -290652 | -546024 | -40458992 | -9538202 | -46534458 |
Profit Factor | 1.1459 | 1.5812 | 0.7663 | 0.999 | 2.2431 | 0.5028 |
Total Trades | 1383 | 691 | 692 | 1383 | 691 | 692 |
Winning Trades | 616 | 299 | 317 | 616 | 299 | 317 |
Losing Trades | 767 | 392 | 375 | 767 | 392 | 375 |
Profitability (%) | 44.5409 | 43.2706 | 45.8092 | 44.5409 | 43.2706 | 45.8092 |
Ratio Avg Win / Avg Loss | 1.4269 | 2.073 | 0.9066 | 1.2439 | 2.9408 | 0.5948 |
Largest Winning Trade | 572744 | 572744 | 43304 | 8799589 | 8799589 | 2908727 |
Largest Losing Trade | -64736 | -26381 | -64736 | -16184698 | -2080251 | -16184698 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 17 | 18 | 17 | 17 | 18 | 17 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 24665 | 12426 | 12239 | 24665 | 12426 | 12239 |
Profit Streak | 0 | 14.2849 | 0 | 0 | 14.2849 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -212951 | -150632 | -579070 | -574168 | 434744 | -579070 |
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{ "first_band": { "type": "bbl", "factors": { "length": 79, "offset": 0, "std": 4.89865 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 240, "na": 0.2, "nb": 0.1, "nc": 0.36306 } } }
{ "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": [ [ 477285.9984627941, 885433.7525869743, -408147.7541241789, -97785.8088248144, 34542851.288931824, -34640637.09775653 ], [ 477.285998, 885.433753, -408.147754, -97.785809, 34542.851289, -34640.637098 ], [ 0.22918, 0.425162, -0.195982, -0.182792, 0.281185, 0 ], [ 11884.955752, 11884.955752, 11884.955752, 11884.955752, 11884.955752, 11884.955752 ], [ -704059, -290652, -546024, -40458992, -9538202, -46534458 ], [ 1.145946, 1.58119, 0.766346, 0.998997, 2.243136, 0.502821 ], [ 1383, 691, 692, 1383, 691, 692 ], [ 616, 299, 317, 616, 299, 317 ], [ 767, 392, 375, 767, 392, 375 ], [ 44.540853, 43.270622, 45.809249, 44.540853, 43.270622, 45.809249 ], [ 1.426852, 2.072998, 0.906561, 1.243881, 2.940834, 0.59482 ], [ 572744, 572744, 43304, 8799589, 8799589, 2908727 ], [ -64736, -26381, -64736, -16184698, -2080251, -16184698 ], [ 17, 17, 17, 17, 17, 17 ], [ 17, 18, 17, 17, 18, 17 ], [ 17, 17, 17, 17, 17, 17 ], [ 24665, 12426, 12239, 24665, 12426, 12239 ], [ 0, 14.284877, 0, 0, 14.284877, 0 ], [ 0, 4, 0, 0, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -212951, -150632, -579070, -574168, 434744, -579070 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24991, "evaluation_days": 2082.58, "actual_first_datapoint_time": 1578283200000, "first_datapoint_time": 1580011200000, "last_datapoint_time": 1758283200000, "evaluation_time": 1758286213382, "expiration_time": 1764760867200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 79, "offset": 0, "std": 4.89865 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 240, "na": 0.2, "nb": 0.1, "nc": 0.36306 } } }
# | 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) |
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