Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1915150.2158 | 375723.5579 | -2290873.7737 | 80959804.871 | -59921052.3373 | 140880857.2082 |
Total P&L (%) | -1915.1502 | 375.7236 | -2290.8738 | 80959.8049 | -59921.0523 | 140880.8572 |
Avg Daily Profit (%) | -0.8465 | 0.1661 | -1.0125 | 0.2965 | 0 | 0.321 |
Buy And Hold Return (%) | 11203.0564 | 11203.0564 | 11203.0564 | 11203.0564 | 11203.0564 | 11203.0564 |
Max Trade Drawdown | -2183734 | -73889 | -2398415 | -91109268 | -88098295 | -57850376 |
Profit Factor | 0.3005 | 3.9787 | 0.1229 | 1.402 | 0.493 | 2.6933 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 37 | 16 | 21 | 29 | 15 | 14 |
Losing Trades | 21 | 13 | 8 | 29 | 14 | 15 |
Profitability (%) | 63.7931 | 55.1724 | 72.4138 | 50 | 51.7241 | 48.2759 |
Ratio Avg Win / Avg Loss | 0.1706 | 3.2327 | 0.0468 | 1.402 | 0.4602 | 2.8857 |
Largest Winning Trade | 131500 | 131500 | 44630 | 123125229 | 27919462 | 123125229 |
Largest Losing Trade | -2181860 | -32706 | -2181860 | -25432042 | -25432042 | -12714251 |
Avg Bars in Trades | 145 | 98 | 191 | 145 | 98 | 191 |
Avg Bars in Winners | 127 | 85 | 160 | 157 | 103 | 214 |
Avg Bars in Losers | 175 | 115 | 273 | 133 | 93 | 170 |
Bars Traded | 8419 | 2865 | 5554 | 8419 | 2865 | 5554 |
Profit Streak | 128.98 | 128.98 | 240.48 | 128.98 | 128.98 | 379.73 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757530 | -150218 | -576955 | -168971 | -580042 | 534430 |
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9050, "evaluation_days": 2262.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1569045600000, "last_datapoint_time": 1757786400000, "evaluation_time": 1757806269318, "expiration_time": 1763650800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 124, "offset": 0, "std": 1.83504 } }, "second_band": { "type": "linreg", "factors": { "length": 73, "offset": 239 } } }
{ "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": [ [ -1915150.2158127232, 375723.5579284189, -2290873.773741142, 80959804.87095954, -59921052.33725083, 140880857.20821035 ], [ -1915.150216, 375.723558, -2290.873774, 80959.804871, -59921.052337, 140880.857208 ], [ -0.846475, 0.166066, -1.012541, 0.296473, 0, 0.32101 ], [ 11203.056359, 11203.056359, 11203.056359, 11203.056359, 11203.056359, 11203.056359 ], [ -2183734, -73889, -2398415, -91109268, -88098295, -57850376 ], [ 0.300538, 3.978731, 0.122909, 1.402002, 0.493031, 2.693345 ], [ 58, 29, 29, 58, 29, 29 ], [ 37, 16, 21, 29, 15, 14 ], [ 21, 13, 8, 29, 14, 15 ], [ 63.793103, 55.172414, 72.413793, 50, 51.724138, 48.275862 ], [ 0.170576, 3.232719, 0.046822, 1.402002, 0.460162, 2.885727 ], [ 131500, 131500, 44630, 123125229, 27919462, 123125229 ], [ -2181860, -32706, -2181860, -25432042, -25432042, -12714251 ], [ 145, 98, 191, 145, 98, 191 ], [ 127, 85, 160, 157, 103, 214 ], [ 175, 115, 273, 133, 93, 170 ], [ 8419, 2865, 5554, 8419, 2865, 5554 ], [ 128.979969, 128.979969, 240.479969, 128.979969, 128.979969, 379.729969 ], [ 2, 1, 2, 2, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -757530, -150218, -576955, -168971, -580042, 534430 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9050, "evaluation_days": 2262.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1569045600000, "last_datapoint_time": 1757786400000, "evaluation_time": 1757806269318, "expiration_time": 1763650800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 124, "offset": 0, "std": 1.83504 } }, "second_band": { "type": "linreg", "factors": { "length": 73, "offset": 239 } } }
# | 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) |
---|