Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1992648.9948 | 1960744.5253 | 31904.4695 | 21897979.3705 | 28834462.5443 | -6936483.1738 |
Total P&L (%) | 1992.649 | 1960.7445 | 31.9045 | 21897.9794 | 28834.4625 | -6936.4832 |
Avg Daily Profit (%) | 0.8805 | 0.8664 | 0.0141 | 0.2386 | 0.2508 | 0 |
Buy And Hold Return (%) | 9580.9781 | 9580.9781 | 9580.9781 | 9580.9781 | 9580.9781 | 9580.9781 |
Max Trade Drawdown | -58678 | -38805 | -61612 | -16893832 | -11546203 | -17119710 |
Profit Factor | 5.3268 | 11.3369 | 1.1178 | 1.3222 | 2.0651 | 0.8304 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 51.2195 | 53.6585 | 48.7805 | 51.2195 | 53.6585 | 48.7805 |
Ratio Avg Win / Avg Loss | 5.0731 | 9.7909 | 1.1737 | 1.2592 | 1.7835 | 0.8719 |
Largest Winning Trade | 1239066 | 1239066 | 52840 | 22843443 | 22843443 | 12278966 |
Largest Losing Trade | -31754 | -31754 | -26698 | -9466665 | -9466665 | -7970753 |
Avg Bars in Trades | 159 | 136 | 182 | 159 | 136 | 182 |
Avg Bars in Winners | 213 | 198 | 231 | 213 | 198 | 231 |
Avg Bars in Losers | 102 | 65 | 135 | 102 | 65 | 135 |
Bars Traded | 13071 | 5597 | 7474 | 13071 | 5597 | 7474 |
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 | -153126 | -143515 | -431180 | -5017 | 352976 | -581216 |
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13578, "evaluation_days": 2263, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1565611200000, "last_datapoint_time": 1757865600000, "evaluation_time": 1757869761528, "expiration_time": 1763731296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 67, "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": [ [ 1992648.9948244258, 1960744.525289065, 31904.46953536, 21897979.370542645, 28834462.544347625, -6936483.173804992 ], [ 1992.648995, 1960.744525, 31.90447, 21897.979371, 28834.462544, -6936.483174 ], [ 0.880534, 0.866436, 0.014098, 0.23862, 0.250761, 0 ], [ 9580.978146, 9580.978146, 9580.978146, 9580.978146, 9580.978146, 9580.978146 ], [ -58678, -38805, -61612, -16893832, -11546203, -17119710 ], [ 5.326801, 11.336872, 1.117793, 1.322203, 2.065145, 0.830372 ], [ 82, 41, 41, 82, 41, 41 ], [ 42, 22, 20, 42, 22, 20 ], [ 40, 19, 21, 40, 19, 21 ], [ 51.219512, 53.658537, 48.780488, 51.219512, 53.658537, 48.780488 ], [ 5.073144, 9.790935, 1.173683, 1.259241, 1.783535, 0.871891 ], [ 1239066, 1239066, 52840, 22843443, 22843443, 12278966 ], [ -31754, -31754, -26698, -9466665, -9466665, -7970753 ], [ 159, 136, 182, 159, 136, 182 ], [ 213, 198, 231, 213, 198, 231 ], [ 102, 65, 135, 102, 65, 135 ], [ 13071, 5597, 7474, 13071, 5597, 7474 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -153126, -143515, -431180, -5017, 352976, -581216 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13578, "evaluation_days": 2263, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1565611200000, "last_datapoint_time": 1757865600000, "evaluation_time": 1757869761528, "expiration_time": 1763731296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 67, "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) |
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