Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7171183.8083 | 155792.9135 | -7326976.7218 | 77997422.5905 | -9696098.6165 | 87693521.207 |
Total P&L (%) | -7171.1838 | 155.7929 | -7326.9767 | 77997.4226 | -9696.0986 | 87693.5212 |
Avg Daily Profit (%) | -3.164 | 0.0687 | -3.2327 | 0.2943 | 0 | 0.2995 |
Buy And Hold Return (%) | 9124.6699 | 9124.6699 | 9124.6699 | 9124.6699 | 9124.6699 | 9124.6699 |
Max Trade Drawdown | -7359056 | -9870 | -7448894 | -63748246 | -19933619 | -49816075 |
Profit Factor | 0.0683 | 7.1604 | 0.045 | 1.7954 | 0.6595 | 2.2601 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 45 | 25 | 20 | 29 | 15 | 14 |
Losing Trades | 20 | 8 | 12 | 36 | 18 | 18 |
Profitability (%) | 69.2308 | 75.7576 | 62.5 | 44.6154 | 45.4545 | 43.75 |
Ratio Avg Win / Avg Loss | 0.0304 | 2.2913 | 0.027 | 2.2287 | 0.7914 | 2.9059 |
Largest Winning Trade | 48191 | 36616 | 48191 | 67247822 | 5548154 | 67247822 |
Largest Losing Trade | -7316863 | -9870 | -7316863 | -15994189 | -4158038 | -15994189 |
Avg Bars in Trades | 130 | 23 | 241 | 130 | 23 | 241 |
Avg Bars in Winners | 71 | 20 | 134 | 154 | 29 | 287 |
Avg Bars in Losers | 264 | 32 | 419 | 111 | 18 | 205 |
Bars Traded | 8501 | 781 | 7720 | 8501 | 781 | 7720 |
Profit Streak | 0 | 0 | 103.8036 | 0 | 0 | 103.8036 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -714284 | -254814 | -578629 | -126122 | -582292 | 406376 |
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9066, "evaluation_days": 2266.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1563408000000, "last_datapoint_time": 1758132000000, "evaluation_time": 1758136631558, "expiration_time": 1764006768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 51, "offset": 0, "scalar": 2 } } }
{ "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": [ [ -7171183.8082956495, 155792.9135214861, -7326976.721817134, 77997422.5904763, -9696098.616513502, 87693521.20698981 ], [ -7171.183808, 155.792914, -7326.976722, 77997.42259, -9696.098617, 87693.521207 ], [ -3.16399, 0.068737, -3.232727, 0.294301, 0, 0.29948 ], [ 9124.669907, 9124.669907, 9124.669907, 9124.669907, 9124.669907, 9124.669907 ], [ -7359056, -9870, -7448894, -63748246, -19933619, -49816075 ], [ 0.068343, 7.160382, 0.044965, 1.795369, 0.659473, 2.260133 ], [ 65, 33, 32, 65, 33, 32 ], [ 45, 25, 20, 29, 15, 14 ], [ 20, 8, 12, 36, 18, 18 ], [ 69.230769, 75.757576, 62.5, 44.615385, 45.454545, 43.75 ], [ 0.030375, 2.291322, 0.026979, 2.228733, 0.791368, 2.905886 ], [ 48191, 36616, 48191, 67247822, 5548154, 67247822 ], [ -7316863, -9870, -7316863, -15994189, -4158038, -15994189 ], [ 130, 23, 241, 130, 23, 241 ], [ 71, 20, 134, 154, 29, 287 ], [ 264, 32, 419, 111, 18, 205 ], [ 8501, 781, 7720, 8501, 781, 7720 ], [ 0, 0, 103.803606, 0, 0, 103.803606 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -714284, -254814, -578629, -126122, -582292, 406376 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9066, "evaluation_days": 2266.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1563408000000, "last_datapoint_time": 1758132000000, "evaluation_time": 1758136631558, "expiration_time": 1764006768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 51, "offset": 0, "scalar": 2 } } }
# | 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) |
---|