Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2900990.1825 | 2815628.5492 | 85361.6333 | 44721583.1385 | 48817404.9092 | -4095821.7707 |
Total P&L (%) | 2900.9902 | 2815.6285 | 85.3616 | 44721.5831 | 48817.4049 | -4095.8218 |
Avg Daily Profit (%) | 1.2785 | 1.2409 | 0.0376 | 0.2694 | 0.2733 | 0 |
Buy And Hold Return (%) | 9459.7686 | 9459.7686 | 9459.7686 | 9459.7686 | 9459.7686 | 9459.7686 |
Max Trade Drawdown | -77923 | -64174 | -72368 | -34829212 | -21391372 | -18035323 |
Profit Factor | 7.8568 | 13.3221 | 1.4387 | 1.48 | 1.9287 | 0.8991 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 51.8987 | 48.7179 | 55 | 51.8987 | 48.7179 | 55 |
Ratio Avg Win / Avg Loss | 7.2819 | 14.0233 | 1.1771 | 1.3717 | 2.0302 | 0.7357 |
Largest Winning Trade | 2084168 | 2084168 | 48648 | 45452825 | 45452825 | 9748855 |
Largest Losing Trade | -36363 | -36363 | -29417 | -18851777 | -18851777 | -15977434 |
Avg Bars in Trades | 163 | 219 | 109 | 163 | 219 | 109 |
Avg Bars in Winners | 194 | 275 | 124 | 194 | 275 | 124 |
Avg Bars in Losers | 130 | 166 | 91 | 130 | 166 | 91 |
Bars Traded | 12942 | 8568 | 4374 | 12942 | 8568 | 4374 |
Profit Streak | 0 | 167.4008 | 0 | 0 | 167.4008 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -174699 | -143211 | -306815 | -22791 | 417231 | -580101 |
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13614, "evaluation_days": 2269, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1565755200000, "last_datapoint_time": 1758384000000, "evaluation_time": 1758389830209, "expiration_time": 1764265248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 172, "offset": 0, "std": 2.67918 } } }
{ "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": [ [ 2900990.182466686, 2815628.549204134, 85361.6332625506, 44721583.138534255, 48817404.90919664, -4095821.770662374 ], [ 2900.990182, 2815.628549, 85.361633, 44721.583139, 48817.404909, -4095.821771 ], [ 1.278532, 1.240912, 0.037621, 0.269436, 0.2733, 0 ], [ 9459.768638, 9459.768638, 9459.768638, 9459.768638, 9459.768638, 9459.768638 ], [ -77923, -64174, -72368, -34829212, -21391372, -18035323 ], [ 7.856773, 13.322129, 1.438692, 1.479993, 1.928696, 0.899132 ], [ 79, 39, 40, 79, 39, 40 ], [ 41, 19, 22, 41, 19, 22 ], [ 38, 20, 18, 38, 20, 18 ], [ 51.898734, 48.717949, 55, 51.898734, 48.717949, 55 ], [ 7.281887, 14.023293, 1.177112, 1.371701, 2.030206, 0.735654 ], [ 2084168, 2084168, 48648, 45452825, 45452825, 9748855 ], [ -36363, -36363, -29417, -18851777, -18851777, -15977434 ], [ 163, 219, 109, 163, 219, 109 ], [ 194, 275, 124, 194, 275, 124 ], [ 130, 166, 91, 130, 166, 91 ], [ 12942, 8568, 4374, 12942, 8568, 4374 ], [ 0, 167.400813, 0, 0, 167.400813, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -174699, -143211, -306815, -22791, 417231, -580101 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13614, "evaluation_days": 2269, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1565755200000, "last_datapoint_time": 1758384000000, "evaluation_time": 1758389830209, "expiration_time": 1764265248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 172, "offset": 0, "std": 2.67918 } } }
# | 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) |
---|