Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 12597709.8103 | 12616966.9166 | -19257.1063 | 5743020.9861 | 5901635.5881 | -158614.602 |
Total P&L (%) | 12597.7098 | 12616.9669 | -19.2571 | 5743.021 | 5901.6356 | -158.6146 |
Avg Daily Profit (%) | 5.5775 | 5.586 | -0.0085 | 0.1803 | 0.1814 | 0 |
Buy And Hold Return (%) | 7744.645 | 7744.645 | 7744.645 | 7744.645 | 7744.645 | 7744.645 |
Max Trade Drawdown | -144779 | -92345 | -132736 | -9169798 | -5183024 | -8362451 |
Profit Factor | 30.5425 | 68.6204 | 0.9197 | 1.3029 | 1.7196 | 0.9853 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 39.3939 | 39.3939 | 39.3939 | 39.3939 | 39.3939 | 39.3939 |
Ratio Avg Win / Avg Loss | 46.9885 | 105.5698 | 1.4149 | 2.0045 | 2.6455 | 1.5158 |
Largest Winning Trade | 12468517 | 12468517 | 49067 | 6407915 | 6407915 | 3381010 |
Largest Losing Trade | -60036 | -32033 | -60036 | -2733261 | -1548663 | -2733261 |
Avg Bars in Trades | 195 | 187 | 203 | 195 | 187 | 203 |
Avg Bars in Winners | 329 | 323 | 334 | 329 | 323 | 334 |
Avg Bars in Losers | 109 | 99 | 118 | 109 | 99 | 118 |
Bars Traded | 12927 | 6197 | 6730 | 12927 | 6197 | 6730 |
Profit Streak | 0 | 220.6347 | 0 | 0 | 220.6347 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117808 | 443463 | -583260 | -289598 | -157431 | -582149 |
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13552, "evaluation_days": 2258.67, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1564992000000, "last_datapoint_time": 1757491200000, "evaluation_time": 1757502836480, "expiration_time": 1763345664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 165, "offset": 0, "std": 2.80686 } }, "second_band": { "type": "zlma", "factors": { "length": 186, "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": [ [ 12597709.810302235, 12616966.916594267, -19257.1062920343, 5743020.986082264, 5901635.588059685, -158614.6019774207 ], [ 12597.70981, 12616.966917, -19.257106, 5743.020986, 5901.635588, -158.614602 ], [ 5.57749, 5.586016, -0.008526, 0.180261, 0.181449, 0 ], [ 7744.64501, 7744.64501, 7744.64501, 7744.64501, 7744.64501, 7744.64501 ], [ -144779, -92345, -132736, -9169798, -5183024, -8362451 ], [ 30.542492, 68.620378, 0.919709, 1.302933, 1.719558, 0.985254 ], [ 66, 33, 33, 66, 33, 33 ], [ 26, 13, 13, 26, 13, 13 ], [ 40, 20, 20, 40, 20, 20 ], [ 39.393939, 39.393939, 39.393939, 39.393939, 39.393939, 39.393939 ], [ 46.98845, 105.569813, 1.414937, 2.004512, 2.645474, 1.515775 ], [ 12468517, 12468517, 49067, 6407915, 6407915, 3381010 ], [ -60036, -32033, -60036, -2733261, -1548663, -2733261 ], [ 195, 187, 203, 195, 187, 203 ], [ 329, 323, 334, 329, 323, 334 ], [ 109, 99, 118, 109, 99, 118 ], [ 12927, 6197, 6730, 12927, 6197, 6730 ], [ 0, 220.634681, 0, 0, 220.634681, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -117808, 443463, -583260, -289598, -157431, -582149 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13552, "evaluation_days": 2258.67, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1564992000000, "last_datapoint_time": 1757491200000, "evaluation_time": 1757502836480, "expiration_time": 1763345664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 165, "offset": 0, "std": 2.80686 } }, "second_band": { "type": "zlma", "factors": { "length": 186, "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) |
---|