Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2156554.6631 | 2053864.6311 | 102690.032 | 79009582.4867 | 80739226.9094 | -1729644.4227 |
Total P&L (%) | 2156.5547 | 2053.8646 | 102.69 | 79009.5825 | 80739.2269 | -1729.6444 |
Avg Daily Profit (%) | 0.9523 | 0.907 | 0.0453 | 0.2951 | 0.2961 | 0 |
Buy And Hold Return (%) | 9398.4179 | 9398.4179 | 9398.4179 | 9398.4179 | 9398.4179 | 9398.4179 |
Max Trade Drawdown | -50098 | -28566 | -45834 | -41026401 | -13826783 | -32463980 |
Profit Factor | 8.3198 | 19.9205 | 1.5519 | 1.8401 | 3.3546 | 0.9711 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 52.6316 | 55.2632 | 50 | 52.6316 | 55.2632 | 50 |
Ratio Avg Win / Avg Loss | 7.4878 | 16.1261 | 1.5519 | 1.6561 | 2.7156 | 0.9711 |
Largest Winning Trade | 1320109 | 1320109 | 50402 | 60882655 | 60882655 | 26242668 |
Largest Losing Trade | -27185 | -17290 | -27185 | -22660061 | -9533145 | -22660061 |
Avg Bars in Trades | 117 | 106 | 127 | 117 | 106 | 127 |
Avg Bars in Winners | 180 | 155 | 209 | 180 | 155 | 209 |
Avg Bars in Losers | 46 | 46 | 45 | 46 | 46 | 45 |
Bars Traded | 8898 | 4053 | 4845 | 8898 | 4053 | 4845 |
Profit Streak | 0 | 232.0817 | 0 | 0 | 232.0817 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -197387 | -141940 | -295372 | -41093 | 623666 | -580764 |
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9058, "evaluation_days": 2264.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1564228800000, "last_datapoint_time": 1757959200000, "evaluation_time": 1757966257779, "expiration_time": 1763828784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 89, "offset": 0, "std": 1.38769 } }, "second_band": { "type": "dema", "factors": { "length": 86, "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": [ [ 2156554.6630706717, 2053864.6310777315, 102690.0319929401, 79009582.48671803, 80739226.90941021, -1729644.4226921843 ], [ 2156.554663, 2053.864631, 102.690032, 79009.582487, 80739.226909, -1729.644423 ], [ 0.952331, 0.906984, 0.045348, 0.295132, 0.29609, 0 ], [ 9398.417949, 9398.417949, 9398.417949, 9398.417949, 9398.417949, 9398.417949 ], [ -50098, -28566, -45834, -41026401, -13826783, -32463980 ], [ 8.319802, 19.920481, 1.551899, 1.840087, 3.354623, 0.971057 ], [ 76, 38, 38, 76, 38, 38 ], [ 40, 21, 19, 40, 21, 19 ], [ 36, 17, 19, 36, 17, 19 ], [ 52.631579, 55.263158, 50, 52.631579, 55.263158, 50 ], [ 7.487821, 16.126104, 1.551899, 1.656078, 2.715648, 0.971057 ], [ 1320109, 1320109, 50402, 60882655, 60882655, 26242668 ], [ -27185, -17290, -27185, -22660061, -9533145, -22660061 ], [ 117, 106, 127, 117, 106, 127 ], [ 180, 155, 209, 180, 155, 209 ], [ 46, 46, 45, 46, 46, 45 ], [ 8898, 4053, 4845, 8898, 4053, 4845 ], [ 0, 232.081687, 0, 0, 232.081687, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -197387, -141940, -295372, -41093, 623666, -580764 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9058, "evaluation_days": 2264.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1564228800000, "last_datapoint_time": 1757959200000, "evaluation_time": 1757966257779, "expiration_time": 1763828784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 89, "offset": 0, "std": 1.38769 } }, "second_band": { "type": "dema", "factors": { "length": 86, "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) |
---|