Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3353438.8558 | 3228475.8928 | 124962.963 | 129284705.7534 | 120643721.0835 | 8640984.67 |
Total P&L (%) | 3353.4389 | 3228.4759 | 124.963 | 129284.7058 | 120643.7211 | 8640.9847 |
Avg Daily Profit (%) | 1.4814 | 1.4262 | 0.0552 | 0.317 | 0.314 | 0.1977 |
Buy And Hold Return (%) | 9278.9477 | 9278.9477 | 9278.9477 | 9278.9477 | 9278.9477 | 9278.9477 |
Max Trade Drawdown | -99537 | -103930 | -55493 | -159798489 | -64554522 | -98431335 |
Profit Factor | 6.8324 | 10.5894 | 1.5244 | 1.3769 | 1.605 | 1.0602 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 60 | 25 | 35 | 60 | 25 | 35 |
Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Profitability (%) | 54.0541 | 45.4545 | 62.5 | 54.0541 | 45.4545 | 62.5 |
Ratio Avg Win / Avg Loss | 5.8076 | 12.7073 | 0.9146 | 1.1704 | 1.926 | 0.6361 |
Largest Winning Trade | 2480490 | 2480490 | 41891 | 106759631 | 106759631 | 51657476 |
Largest Losing Trade | -43591 | -27597 | -43591 | -85622206 | -53234022 | -85622206 |
Avg Bars in Trades | 120 | 116 | 123 | 120 | 116 | 123 |
Avg Bars in Winners | 143 | 144 | 141 | 143 | 144 | 141 |
Avg Bars in Losers | 93 | 92 | 93 | 93 | 92 | 93 |
Bars Traded | 13333 | 6399 | 6934 | 13333 | 6399 | 6934 |
Profit Streak | 32.9861 | 32.9861 | 55.3195 | 32.9861 | 32.9861 | 55.3195 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141221 | -324822 | -462642 | 427058 | -169232 | -491210 |
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13582, "evaluation_days": 2263.67, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1565726400000, "last_datapoint_time": 1757923200000, "evaluation_time": 1757936402487, "expiration_time": 1763790624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 237, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcl", "factors": { "length": 76, "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": [ [ 3353438.8558228686, 3228475.8928149454, 124962.9630079219, 129284705.75343125, 120643721.08346067, 8640984.66997058 ], [ 3353.438856, 3228.475893, 124.962963, 129284.705753, 120643.721083, 8640.98467 ], [ 1.481417, 1.426213, 0.055204, 0.317039, 0.313976, 0.197689 ], [ 9278.94774, 9278.94774, 9278.94774, 9278.94774, 9278.94774, 9278.94774 ], [ -99537, -103930, -55493, -159798489, -64554522, -98431335 ], [ 6.832414, 10.589414, 1.524405, 1.37693, 1.605022, 1.060178 ], [ 111, 55, 56, 111, 55, 56 ], [ 60, 25, 35, 60, 25, 35 ], [ 51, 30, 21, 51, 30, 21 ], [ 54.054054, 45.454545, 62.5, 54.054054, 45.454545, 62.5 ], [ 5.807552, 12.707296, 0.914643, 1.17039, 1.926027, 0.636107 ], [ 2480490, 2480490, 41891, 106759631, 106759631, 51657476 ], [ -43591, -27597, -43591, -85622206, -53234022, -85622206 ], [ 120, 116, 123, 120, 116, 123 ], [ 143, 144, 141, 143, 144, 141 ], [ 93, 92, 93, 93, 92, 93 ], [ 13333, 6399, 6934, 13333, 6399, 6934 ], [ 32.98614, 32.98614, 55.319473, 32.98614, 32.98614, 55.319473 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -141221, -324822, -462642, 427058, -169232, -491210 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13582, "evaluation_days": 2263.67, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1565726400000, "last_datapoint_time": 1757923200000, "evaluation_time": 1757936402487, "expiration_time": 1763790624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 237, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcl", "factors": { "length": 76, "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) |
---|