Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8293629.7421 | 128812.3728 | -8422442.1149 | 98595653.3113 | -669046.2916 | 99264699.6029 |
Total P&L (%) | -8293.6297 | 128.8124 | -8422.4421 | 98595.6533 | -669.0463 | 99264.6996 |
Avg Daily Profit (%) | -3.6722 | 0.057 | -3.7292 | 0.3057 | 0 | 0.306 |
Buy And Hold Return (%) | 8500.4296 | 8500.4296 | 8500.4296 | 8500.4296 | 8500.4296 | 8500.4296 |
Max Trade Drawdown | -8462508 | -16665 | -8552641 | -86126756 | -21385203 | -68070968 |
Profit Factor | 0.0704 | 3.0792 | 0.0494 | 1.5508 | 0.9873 | 1.7866 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 89 | 47 | 42 | 53 | 28 | 25 |
Losing Trades | 28 | 12 | 16 | 64 | 31 | 33 |
Profitability (%) | 76.0684 | 79.661 | 72.4138 | 45.2991 | 47.4576 | 43.1034 |
Ratio Avg Win / Avg Loss | 0.0222 | 0.7862 | 0.0188 | 1.8726 | 1.0931 | 2.3583 |
Largest Winning Trade | 36138 | 36138 | 32819 | 70855679 | 14258823 | 70855679 |
Largest Losing Trade | -8394514 | -16665 | -8394514 | -16403204 | -4944086 | -16403204 |
Avg Bars in Trades | 109 | 10 | 210 | 109 | 10 | 210 |
Avg Bars in Winners | 38 | 7 | 74 | 126 | 12 | 254 |
Avg Bars in Losers | 334 | 25 | 566 | 95 | 9 | 176 |
Bars Traded | 12831 | 643 | 12188 | 12831 | 643 | 12188 |
Profit Streak | 96.2432 | 192.4098 | 96.2432 | 96.2432 | 192.4098 | 96.2432 |
Trades During Streak | 3 | 6 | 1 | 3 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575452 | -450553 | -757368 | 414343 | -755064 | -169845 |
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13551, "evaluation_days": 2258.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1564329600000, "last_datapoint_time": 1757476800000, "evaluation_time": 1757483410590, "expiration_time": 1763330832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 140, "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": [ [ -8293629.742091745, 128812.3727643338, -8422442.114856077, 98595653.3112582, -669046.2916224662, 99264699.60288067 ], [ -8293.629742, 128.812373, -8422.442115, 98595.653311, -669.046292, 99264.699603 ], [ -3.672185, 0.057034, -3.729219, 0.305741, 0, 0.306041 ], [ 8500.429646, 8500.429646, 8500.429646, 8500.429646, 8500.429646, 8500.429646 ], [ -8462508, -16665, -8552641, -86126756, -21385203, -68070968 ], [ 0.070416, 3.079197, 0.049377, 1.55078, 0.987333, 1.786609 ], [ 117, 59, 58, 117, 59, 58 ], [ 89, 47, 42, 53, 28, 25 ], [ 28, 12, 16, 64, 31, 33 ], [ 76.068376, 79.661017, 72.413793, 45.299145, 47.457627, 43.103448 ], [ 0.022153, 0.786178, 0.01881, 1.87264, 1.093119, 2.358324 ], [ 36138, 36138, 32819, 70855679, 14258823, 70855679 ], [ -8394514, -16665, -8394514, -16403204, -4944086, -16403204 ], [ 109, 10, 210, 109, 10, 210 ], [ 38, 7, 74, 126, 12, 254 ], [ 334, 25, 566, 95, 9, 176 ], [ 12831, 643, 12188, 12831, 643, 12188 ], [ 96.243178, 192.409845, 96.243178, 96.243178, 192.409845, 96.243178 ], [ 3, 6, 1, 3, 6, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575452, -450553, -757368, 414343, -755064, -169845 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13551, "evaluation_days": 2258.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1564329600000, "last_datapoint_time": 1757476800000, "evaluation_time": 1757483410590, "expiration_time": 1763330832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 140, "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) |
---|