Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2547913.3406 | 2487114.9208 | 60798.4199 | 29474279.1727 | 22260398.8646 | 7213880.3081 |
Total P&L (%) | 2547.9133 | 2487.1149 | 60.7984 | 29474.2792 | 22260.3989 | 7213.8803 |
Avg Daily Profit (%) | 1.1262 | 1.0994 | 0.0269 | 0.2518 | 0.2394 | 0.1899 |
Buy And Hold Return (%) | 10797.1006 | 10797.1006 | 10797.1006 | 10797.1006 | 10797.1006 | 10797.1006 |
Max Trade Drawdown | -90757 | -62244 | -69718 | -6580834 | -7627889 | -5737678 |
Profit Factor | 6.6888 | 13.3828 | 1.2461 | 1.8338 | 2.1762 | 1.4392 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 50 | 46.0317 | 53.9683 | 50 | 46.0317 | 53.9683 |
Ratio Avg Win / Avg Loss | 6.6888 | 15.6901 | 1.0629 | 1.8338 | 2.5514 | 1.2275 |
Largest Winning Trade | 1717805 | 1717805 | 56970 | 17940777 | 17940777 | 9075965 |
Largest Losing Trade | -60463 | -24196 | -60463 | -6237820 | -6237820 | -4214093 |
Avg Bars in Trades | 103 | 98 | 108 | 103 | 98 | 108 |
Avg Bars in Winners | 158 | 158 | 158 | 158 | 158 | 158 |
Avg Bars in Losers | 48 | 47 | 49 | 48 | 47 | 49 |
Bars Traded | 13026 | 6198 | 6828 | 13026 | 6198 | 6828 |
Profit Streak | 26.6612 | 26.6612 | 63.6612 | 26.6612 | 26.6612 | 63.6612 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142001 | -291505 | -467776 | 374661 | -141644 | -301670 |
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13574, "evaluation_days": 2262.33, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1566619200000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757821931637, "expiration_time": 1763671968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 115, "offset": 174 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 2547913.3406354496, 2487114.920761278, 60798.4198741725, 29474279.17271574, 22260398.86462685, 7213880.308088882 ], [ 2547.913341, 2487.114921, 60.79842, 29474.279173, 22260.398865, 7213.880308 ], [ 1.126234, 1.09936, 0.026874, 0.251805, 0.239415, 0.189912 ], [ 10797.100625, 10797.100625, 10797.100625, 10797.100625, 10797.100625, 10797.100625 ], [ -90757, -62244, -69718, -6580834, -7627889, -5737678 ], [ 6.688791, 13.38277, 1.246117, 1.833759, 2.176224, 1.43918 ], [ 126, 63, 63, 126, 63, 63 ], [ 63, 29, 34, 63, 29, 34 ], [ 63, 34, 29, 63, 34, 29 ], [ 50, 46.031746, 53.968254, 50, 46.031746, 53.968254 ], [ 6.688791, 15.690144, 1.062865, 1.833759, 2.551435, 1.227536 ], [ 1717805, 1717805, 56970, 17940777, 17940777, 9075965 ], [ -60463, -24196, -60463, -6237820, -6237820, -4214093 ], [ 103, 98, 108, 103, 98, 108 ], [ 158, 158, 158, 158, 158, 158 ], [ 48, 47, 49, 48, 47, 49 ], [ 13026, 6198, 6828, 13026, 6198, 6828 ], [ 26.661246, 26.661246, 63.661246, 26.661246, 26.661246, 63.661246 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -142001, -291505, -467776, 374661, -141644, -301670 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13574, "evaluation_days": 2262.33, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1566619200000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757821931637, "expiration_time": 1763671968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 115, "offset": 174 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|