Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7495117.3548 | 91531.7562 | -7586649.111 | 50354561.3663 | -22461233.6004 | 72815794.9668 |
Total P&L (%) | -7495.1174 | 91.5318 | -7586.6491 | 50354.5614 | -22461.2336 | 72815.795 |
Avg Daily Profit (%) | -3.3069 | 0.0404 | -3.3473 | 0.275 | 0 | 0.2913 |
Buy And Hold Return (%) | 11292.497 | 11292.497 | 11292.497 | 11292.497 | 11292.497 | 11292.497 |
Max Trade Drawdown | -7655226 | -35669 | -7704684 | -66327625 | -33355226 | -49057440 |
Profit Factor | 0.064 | 1.7927 | 0.0387 | 1.4355 | 0.5941 | 2.2077 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 53 | 23 | 30 | 37 | 21 | 16 |
Losing Trades | 27 | 17 | 10 | 43 | 19 | 24 |
Profitability (%) | 66.25 | 57.5 | 75 | 46.25 | 52.5 | 40 |
Ratio Avg Win / Avg Loss | 0.0326 | 1.3251 | 0.0129 | 1.6682 | 0.5376 | 3.3115 |
Largest Winning Trade | 28886 | 27672 | 28886 | 61394312 | 5951688 | 61394312 |
Largest Losing Trade | -7504292 | -26243 | -7504292 | -12865652 | -12638902 | -12865652 |
Avg Bars in Trades | 158 | 60 | 256 | 158 | 60 | 256 |
Avg Bars in Winners | 96 | 45 | 136 | 181 | 69 | 328 |
Avg Bars in Losers | 279 | 81 | 616 | 138 | 51 | 208 |
Bars Traded | 12686 | 2438 | 10248 | 12686 | 2438 | 10248 |
Profit Streak | 159.5321 | 159.5321 | 194.8655 | 159.5321 | 159.5321 | 194.8655 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -601206 | -300870 | -576533 | -15383 | -579848 | 351552 |
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13599, "evaluation_days": 2266.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1567699200000, "last_datapoint_time": 1758168000000, "evaluation_time": 1758170776938, "expiration_time": 1764042768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 183, "offset": 190 } } }
{ "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": [ [ -7495117.354755826, 91531.7562189768, -7586649.1109748045, 50354561.366323516, -22461233.600427832, 72815794.96675135 ], [ -7495.117355, 91.531756, -7586.649111, 50354.561366, -22461.2336, 72815.794967 ], [ -3.306913, 0.040385, -3.347297, 0.274971, 0, 0.291263 ], [ 11292.496975, 11292.496975, 11292.496975, 11292.496975, 11292.496975, 11292.496975 ], [ -7655226, -35669, -7704684, -66327625, -33355226, -49057440 ], [ 0.064025, 1.792731, 0.038734, 1.43545, 0.594147, 2.207667 ], [ 80, 40, 40, 80, 40, 40 ], [ 53, 23, 30, 37, 21, 16 ], [ 27, 17, 10, 43, 19, 24 ], [ 66.25, 57.5, 75, 46.25, 52.5, 40 ], [ 0.032616, 1.325062, 0.012911, 1.668226, 0.537562, 3.311501 ], [ 28886, 27672, 28886, 61394312, 5951688, 61394312 ], [ -7504292, -26243, -7504292, -12865652, -12638902, -12865652 ], [ 158, 60, 256, 158, 60, 256 ], [ 96, 45, 136, 181, 69, 328 ], [ 279, 81, 616, 138, 51, 208 ], [ 12686, 2438, 10248, 12686, 2438, 10248 ], [ 159.53214, 159.53214, 194.865474, 159.53214, 159.53214, 194.865474 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -601206, -300870, -576533, -15383, -579848, 351552 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13599, "evaluation_days": 2266.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1567699200000, "last_datapoint_time": 1758168000000, "evaluation_time": 1758170776938, "expiration_time": 1764042768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 183, "offset": 190 } } }
# | 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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