Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2018345.5736 | 250541.8488 | -2268887.4224 | -831286.5235 | 72236471.8475 | -73067758.371 |
Total P&L (%) | -2018.3456 | 250.5418 | -2268.8874 | -831.2865 | 72236.4718 | -73067.7584 |
Avg Daily Profit (%) | -0.8899 | 0.1105 | -1.0003 | 0 | 0.2907 | 0 |
Buy And Hold Return (%) | 9070.7436 | 9070.7436 | 9070.7436 | 9070.7436 | 9070.7436 | 9070.7436 |
Max Trade Drawdown | -2380901 | -48012 | -2376437 | -120374290 | -17838134 | -148606857 |
Profit Factor | 0.3596 | 1.8493 | 0.2058 | 0.997 | 2.209 | 0.662 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 91 | 48 | 43 | 96 | 51 | 45 |
Losing Trades | 86 | 41 | 45 | 81 | 38 | 43 |
Profitability (%) | 51.4124 | 53.9326 | 48.8636 | 54.2373 | 57.3034 | 51.1364 |
Ratio Avg Win / Avg Loss | 0.3398 | 1.5796 | 0.2153 | 0.8412 | 1.6459 | 0.6326 |
Largest Winning Trade | 50929 | 48616 | 50929 | 21100154 | 18207337 | 21100154 |
Largest Losing Trade | -1620897 | -29936 | -1620897 | -85385328 | -9157232 | -85385328 |
Avg Bars in Trades | 74 | 43 | 106 | 74 | 43 | 106 |
Avg Bars in Winners | 69 | 36 | 105 | 70 | 37 | 109 |
Avg Bars in Losers | 80 | 51 | 106 | 79 | 51 | 103 |
Bars Traded | 13229 | 3864 | 9364 | 13229 | 3864 | 9364 |
Profit Streak | 0 | 0 | 0 | 22.6564 | 63.9897 | 22.6564 |
Trades During Streak | 0 | 0 | 0 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579667 | -207601 | -581538 | -577835 | 541208 | -580402 |
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13609, "evaluation_days": 2268.17, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1565395200000, "last_datapoint_time": 1758312000000, "evaluation_time": 1758325511973, "expiration_time": 1764191088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 177, "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": [ [ -2018345.5736425514, 250541.8488030382, -2268887.4224455883, -831286.5235022403, 72236471.84748112, -73067758.3709834 ], [ -2018.345574, 250.541849, -2268.887422, -831.286524, 72236.471847, -73067.758371 ], [ -0.889856, 0.11046, -1.000316, 0, 0.290696, 0 ], [ 9070.743555, 9070.743555, 9070.743555, 9070.743555, 9070.743555, 9070.743555 ], [ -2380901, -48012, -2376437, -120374290, -17838134, -148606857 ], [ 0.359603, 1.849286, 0.205768, 0.996987, 2.208972, 0.661979 ], [ 177, 89, 88, 177, 89, 88 ], [ 91, 48, 43, 96, 51, 45 ], [ 86, 41, 45, 81, 38, 43 ], [ 51.412429, 53.932584, 48.863636, 54.237288, 57.303371, 51.136364 ], [ 0.339845, 1.579599, 0.215339, 0.841208, 1.645901, 0.632558 ], [ 50929, 48616, 50929, 21100154, 18207337, 21100154 ], [ -1620897, -29936, -1620897, -85385328, -9157232, -85385328 ], [ 74, 43, 106, 74, 43, 106 ], [ 69, 36, 105, 70, 37, 109 ], [ 80, 51, 106, 79, 51, 103 ], [ 13229, 3864, 9364, 13229, 3864, 9364 ], [ 0, 0, 0, 22.656389, 63.989722, 22.656389 ], [ 0, 0, 0, 3, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -579667, -207601, -581538, -577835, 541208, -580402 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13609, "evaluation_days": 2268.17, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1565395200000, "last_datapoint_time": 1758312000000, "evaluation_time": 1758325511973, "expiration_time": 1764191088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 177, "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) |
---|