Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1512507.9812 | 1487323.958 | 25184.0231 | 13935253.569 | 25632751.5542 | -11697497.9851 |
Total P&L (%) | 1512.508 | 1487.324 | 25.184 | 13935.2536 | 25632.7516 | -11697.498 |
Avg Daily Profit (%) | 0.6674 | 0.6563 | 0.0111 | 0.2184 | 0.2452 | 0 |
Buy And Hold Return (%) | 10203.1794 | 10203.1794 | 10203.1794 | 10203.1794 | 10203.1794 | 10203.1794 |
Max Trade Drawdown | -130921 | -97371 | -35596 | -20808534 | -13809850 | -13606558 |
Profit Factor | 5.2232 | 7.0359 | 1.2254 | 1.2646 | 1.7869 | 0.4176 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 53.7313 | 51.5152 | 55.8824 | 53.7313 | 51.5152 | 55.8824 |
Ratio Avg Win / Avg Loss | 4.4978 | 6.622 | 0.9674 | 1.089 | 1.6818 | 0.3297 |
Largest Winning Trade | 548257 | 548257 | 18557 | 23201278 | 23201278 | 1483092 |
Largest Losing Trade | -76994 | -76994 | -31032 | -9426638 | -9426638 | -7064678 |
Avg Bars in Trades | 188 | 360 | 20 | 188 | 360 | 20 |
Avg Bars in Winners | 158 | 311 | 20 | 158 | 311 | 20 |
Avg Bars in Losers | 223 | 413 | 21 | 223 | 413 | 21 |
Bars Traded | 12623 | 11911 | 712 | 12623 | 11911 | 712 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -266302 | -145140 | -344782 | -164434 | 303847 | -579754 |
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13597, "evaluation_days": 2266.17, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1565856000000, "last_datapoint_time": 1758139200000, "evaluation_time": 1758144239863, "expiration_time": 1764013104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 38, "offset": 0, "std": 2.40367 } } }
{ "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": [ [ 1512507.981167624, 1487323.9580242615, 25184.0231433632, 13935253.569029083, 25632751.55417869, -11697497.985149613 ], [ 1512.507981, 1487.323958, 25.184023, 13935.253569, 25632.751554, -11697.497985 ], [ 0.667429, 0.656316, 0.011113, 0.218411, 0.245222, 0 ], [ 10203.17941, 10203.17941, 10203.17941, 10203.17941, 10203.17941, 10203.17941 ], [ -130921, -97371, -35596, -20808534, -13809850, -13606558 ], [ 5.223196, 7.035891, 1.225401, 1.264633, 1.786936, 0.41763 ], [ 67, 33, 34, 67, 33, 34 ], [ 36, 17, 19, 36, 17, 19 ], [ 31, 16, 15, 31, 16, 15 ], [ 53.731343, 51.515152, 55.882353, 53.731343, 51.515152, 55.882353 ], [ 4.497752, 6.622015, 0.967422, 1.088989, 1.681822, 0.329708 ], [ 548257, 548257, 18557, 23201278, 23201278, 1483092 ], [ -76994, -76994, -31032, -9426638, -9426638, -7064678 ], [ 188, 360, 20, 188, 360, 20 ], [ 158, 311, 20, 158, 311, 20 ], [ 223, 413, 21, 223, 413, 21 ], [ 12623, 11911, 712, 12623, 11911, 712 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -266302, -145140, -344782, -164434, 303847, -579754 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13597, "evaluation_days": 2266.17, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1565856000000, "last_datapoint_time": 1758139200000, "evaluation_time": 1758144239863, "expiration_time": 1764013104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 38, "offset": 0, "std": 2.40367 } } }
# | 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) |
---|