Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8750850.5745 | 134318.9223 | -8885169.4968 | 129592891.3429 | 22483291.2856 | 107109600.0573 |
Total P&L (%) | -8750.8506 | 134.3189 | -8885.1695 | 129592.8913 | 22483.2913 | 107109.6001 |
Avg Daily Profit (%) | -3.8652 | 0.0593 | -3.9245 | 0.3171 | 0.2397 | 0.3087 |
Buy And Hold Return (%) | 8442.6794 | 8442.6794 | 8442.6794 | 8442.6794 | 8442.6794 | 8442.6794 |
Max Trade Drawdown | -8959516 | -48527 | -9026447 | -83192374 | -29108431 | -68695109 |
Profit Factor | 0.0764 | 2.1226 | 0.0502 | 1.6977 | 1.3498 | 1.8818 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 189 | 90 | 99 | 85 | 47 | 38 |
Losing Trades | 40 | 25 | 15 | 144 | 68 | 76 |
Profitability (%) | 82.5328 | 78.2609 | 86.8421 | 37.1179 | 40.8696 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.0162 | 0.5896 | 0.0076 | 2.8762 | 1.9529 | 3.7636 |
Largest Winning Trade | 27882 | 27882 | 26518 | 57424840 | 17570730 | 57424840 |
Largest Losing Trade | -8858908 | -21443 | -8858908 | -11176564 | -8836832 | -11176564 |
Avg Bars in Trades | 56 | 8 | 103 | 56 | 8 | 103 |
Avg Bars in Winners | 23 | 4 | 40 | 66 | 13 | 132 |
Avg Bars in Losers | 209 | 23 | 519 | 49 | 6 | 88 |
Bars Traded | 12833 | 1034 | 11799 | 12833 | 1034 | 11799 |
Profit Streak | 102.145 | 184.3117 | 102.145 | 102.145 | 184.3117 | 102.145 |
Trades During Streak | 3 | 9 | 1 | 3 | 9 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574088 | -272731 | -575636 | 352798 | 160690 | 229200 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.84347, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "kcl", "factors": { "length": 188, "offset": 0, "scalar": 5 } } }
{ "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": [ [ -8750850.574510138, 134318.922305571, -8885169.496815708, 129592891.34290144, 22483291.285557263, 107109600.05734415 ], [ -8750.850575, 134.318922, -8885.169497, 129592.891343, 22483.291286, 107109.600057 ], [ -3.865217, 0.059328, -3.924545, 0.317099, 0.239677, 0.308663 ], [ 8442.67937, 8442.67937, 8442.67937, 8442.67937, 8442.67937, 8442.67937 ], [ -8959516, -48527, -9026447, -83192374, -29108431, -68695109 ], [ 0.076416, 2.122612, 0.050246, 1.697729, 1.34983, 1.881806 ], [ 229, 115, 114, 229, 115, 114 ], [ 189, 90, 99, 85, 47, 38 ], [ 40, 25, 15, 144, 68, 76 ], [ 82.532751, 78.26087, 86.842105, 37.117904, 40.869565, 33.333333 ], [ 0.016173, 0.589614, 0.007613, 2.876152, 1.952946, 3.763612 ], [ 27882, 27882, 26518, 57424840, 17570730, 57424840 ], [ -8858908, -21443, -8858908, -11176564, -8836832, -11176564 ], [ 56, 8, 103, 56, 8, 103 ], [ 23, 4, 40, 66, 13, 132 ], [ 209, 23, 519, 49, 6, 88 ], [ 12833, 1034, 11799, 12833, 1034, 11799 ], [ 102.145028, 184.311694, 102.145028, 102.145028, 184.311694, 102.145028 ], [ 3, 9, 1, 3, 9, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574088, -272731, -575636, 352798, 160690, 229200 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13584, "evaluation_days": 2264, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1565020800000, "last_datapoint_time": 1757952000000, "evaluation_time": 1757964530398, "expiration_time": 1763820288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.84347, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "kcl", "factors": { "length": 188, "offset": 0, "scalar": 5 } } }
# | 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) |
---|