Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 12818835.7866 | 12827073.0033 | -8237.2167 | 6632363.0912 | 10975945.489 | -4343582.3978 |
Total P&L (%) | 12818.8358 | 12827.073 | -8.2372 | 6632.3631 | 10975.9455 | -4343.5824 |
Avg Daily Profit (%) | 5.6783 | 5.682 | -0.0036 | 0.1866 | 0.2087 | 0 |
Buy And Hold Return (%) | 7810.3638 | 7810.3638 | 7810.3638 | 7810.3638 | 7810.3638 | 7810.3638 |
Max Trade Drawdown | -93949 | -95953 | -87615 | -9816946 | -7189217 | -7324983 |
Profit Factor | 25.6644 | 51.4317 | 0.969 | 1.1994 | 1.6753 | 0.7447 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 75 | 41 | 34 | 75 | 41 | 34 |
Profitability (%) | 39.5161 | 33.871 | 45.1613 | 39.5161 | 33.871 | 45.1613 |
Ratio Avg Win / Avg Loss | 39.2822 | 100.4142 | 1.1766 | 1.8358 | 3.2708 | 0.9043 |
Largest Winning Trade | 12709141 | 12709141 | 39736 | 11857877 | 11857877 | 2453992 |
Largest Losing Trade | -39091 | -25559 | -39091 | -4798416 | -1910911 | -4798416 |
Avg Bars in Trades | 107 | 91 | 123 | 107 | 91 | 123 |
Avg Bars in Winners | 185 | 146 | 215 | 185 | 146 | 215 |
Avg Bars in Losers | 56 | 63 | 47 | 56 | 63 | 47 |
Bars Traded | 13342 | 5684 | 7658 | 13342 | 5684 | 7658 |
Profit Streak | 0 | 6.0937 | 0 | 0 | 6.0937 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411961 | -144363 | -735173 | -161724 | -187958 | -736840 |
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13545, "evaluation_days": 2257.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1564963200000, "last_datapoint_time": 1757390400000, "evaluation_time": 1757398495324, "expiration_time": 1763241840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 184, "offset": 0 } }, "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": [ [ 12818835.786557307, 12827073.003253814, -8237.2166965155, 6632363.091234145, 10975945.489008147, -4343582.397773999 ], [ 12818.835787, 12827.073003, -8.237217, 6632.363091, 10975.945489, -4343.582398 ], [ 5.678333, 5.681981, -0.003649, 0.186642, 0.208739, 0 ], [ 7810.363775, 7810.363775, 7810.363775, 7810.363775, 7810.363775, 7810.363775 ], [ -93949, -95953, -87615, -9816946, -7189217, -7324983 ], [ 25.664365, 51.431684, 0.968961, 1.199358, 1.675291, 0.744719 ], [ 124, 62, 62, 124, 62, 62 ], [ 49, 21, 28, 49, 21, 28 ], [ 75, 41, 34, 75, 41, 34 ], [ 39.516129, 33.870968, 45.16129, 39.516129, 33.870968, 45.16129 ], [ 39.282192, 100.414241, 1.176596, 1.835753, 3.270806, 0.904301 ], [ 12709141, 12709141, 39736, 11857877, 11857877, 2453992 ], [ -39091, -25559, -39091, -4798416, -1910911, -4798416 ], [ 107, 91, 123, 107, 91, 123 ], [ 185, 146, 215, 185, 146, 215 ], [ 56, 63, 47, 56, 63, 47 ], [ 13342, 5684, 7658, 13342, 5684, 7658 ], [ 0, 6.093696, 0, 0, 6.093696, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 411961, -144363, -735173, -161724, -187958, -736840 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13545, "evaluation_days": 2257.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1564963200000, "last_datapoint_time": 1757390400000, "evaluation_time": 1757398495324, "expiration_time": 1763241840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 184, "offset": 0 } }, "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) |
---|