Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 13624978.9223 | 13777121.7588 | -152142.8365 | 208754.8066 | 2065790.2734 | -1857035.4668 |
Total P&L (%) | 13624.9789 | 13777.1218 | -152.1428 | 208.7548 | 2065.7903 | -1857.0355 |
Avg Daily Profit (%) | 6.0031 | 6.0701 | -0.067 | 0.0497 | 0.1356 | 0 |
Buy And Hold Return (%) | 9201.4578 | 9201.4578 | 9201.4578 | 9201.4578 | 9201.4578 | 9201.4578 |
Max Trade Drawdown | -241210 | -148092 | -182029 | -7510224 | -5264409 | -2509433 |
Profit Factor | 20.9745 | 38.3511 | 0.5143 | 1.0192 | 1.2974 | 0.5265 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 41.25 | 42.5 | 40 | 41.25 | 42.5 | 40 |
Ratio Avg Win / Avg Loss | 29.8728 | 51.8867 | 0.7715 | 1.4516 | 1.7553 | 0.7897 |
Largest Winning Trade | 13788078 | 13788078 | 32864 | 7040788 | 7040788 | 626704 |
Largest Losing Trade | -48144 | -40280 | -48144 | -2775664 | -2775664 | -1013042 |
Avg Bars in Trades | 161 | 186 | 136 | 161 | 186 | 136 |
Avg Bars in Winners | 210 | 260 | 156 | 210 | 260 | 156 |
Avg Bars in Losers | 126 | 131 | 123 | 126 | 131 | 123 |
Bars Traded | 12906 | 7443 | 5463 | 12906 | 7443 | 5463 |
Profit Streak | 0 | 223.3511 | 0 | 0 | 223.3511 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18922 | 399778 | -584638 | -518916 | -178498 | -584638 |
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13618, "evaluation_days": 2269.67, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1564891200000, "last_datapoint_time": 1758441600000, "evaluation_time": 1758443136114, "expiration_time": 1764324576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 179, "offset": 0, "scalar": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 129, "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": [ [ 13624978.92232088, 13777121.758838877, -152142.8365179983, 208754.8066074257, 2065790.2734037559, -1857035.46679633 ], [ 13624.978922, 13777.121759, -152.142837, 208.754807, 2065.790273, -1857.035467 ], [ 6.003066, 6.070099, -0.067033, 0.049684, 0.13559, 0 ], [ 9201.457767, 9201.457767, 9201.457767, 9201.457767, 9201.457767, 9201.457767 ], [ -241210, -148092, -182029, -7510224, -5264409, -2509433 ], [ 20.974538, 38.351073, 0.514328, 1.019209, 1.297419, 0.526455 ], [ 80, 40, 40, 80, 40, 40 ], [ 33, 17, 16, 33, 17, 16 ], [ 47, 23, 24, 47, 23, 24 ], [ 41.25, 42.5, 40, 41.25, 42.5, 40 ], [ 29.872827, 51.886746, 0.771492, 1.451601, 1.755331, 0.789683 ], [ 13788078, 13788078, 32864, 7040788, 7040788, 626704 ], [ -48144, -40280, -48144, -2775664, -2775664, -1013042 ], [ 161, 186, 136, 161, 186, 136 ], [ 210, 260, 156, 210, 260, 156 ], [ 126, 131, 123, 126, 131, 123 ], [ 12906, 7443, 5463, 12906, 7443, 5463 ], [ 0, 223.351112, 0, 0, 223.351112, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -18922, 399778, -584638, -518916, -178498, -584638 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13618, "evaluation_days": 2269.67, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1564891200000, "last_datapoint_time": 1758441600000, "evaluation_time": 1758443136114, "expiration_time": 1764324576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 179, "offset": 0, "scalar": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 129, "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) |
---|