Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1868083.2617 | 282291.2267 | -2150374.4884 | -122772756.4379 | 224324549.1557 | -347097305.5936 |
Total P&L (%) | -1868.0833 | 282.2912 | -2150.3745 | -122772.7564 | 224324.5492 | -347097.3056 |
Avg Daily Profit (%) | -0.8229 | 0.1244 | -0.9473 | 0 | 0.3405 | 0 |
Buy And Hold Return (%) | 10470.6106 | 10470.6106 | 10470.6106 | 10470.6106 | 10470.6106 | 10470.6106 |
Max Trade Drawdown | -2198437 | -58832 | -2218538 | -555003198 | -46621087 | -551595398 |
Profit Factor | 0.2686 | 3.1737 | 0.113 | 0.8266 | 2.7048 | 0.3978 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 37 | 18 | 19 | 38 | 17 | 21 |
Losing Trades | 21 | 11 | 10 | 20 | 12 | 8 |
Profitability (%) | 63.7931 | 62.069 | 65.5172 | 65.5172 | 58.6207 | 72.4138 |
Ratio Avg Win / Avg Loss | 0.1525 | 1.9395 | 0.0595 | 0.435 | 1.9092 | 0.1515 |
Largest Winning Trade | 67258 | 67258 | 40879 | 115635846 | 115635846 | 47801789 |
Largest Losing Trade | -1861251 | -47499 | -1861251 | -405762263 | -45615808 | -405762263 |
Avg Bars in Trades | 144 | 156 | 133 | 144 | 156 | 133 |
Avg Bars in Winners | 110 | 125 | 96 | 127 | 151 | 107 |
Avg Bars in Losers | 205 | 205 | 204 | 178 | 163 | 201 |
Bars Traded | 8400 | 4529 | 3871 | 8400 | 4529 | 3871 |
Profit Streak | 93.7811 | 138.2811 | 0 | 0 | 0 | 254.5311 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757930 | -184629 | -578821 | -758266 | 556605 | -577337 |
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9080, "evaluation_days": 2270, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1567490400000, "last_datapoint_time": 1758434400000, "evaluation_time": 1758437085000, "expiration_time": 1764318240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 27, "offset": 213 } } }
{ "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": [ [ -1868083.2617264374, 282291.2267029275, -2150374.4884293647, -122772756.43792781, 224324549.1556953, -347097305.59362316 ], [ -1868.083262, 282.291227, -2150.374488, -122772.756438, 224324.549156, -347097.305594 ], [ -0.822944, 0.124357, -0.947302, 0, 0.340496, 0 ], [ 10470.610612, 10470.610612, 10470.610612, 10470.610612, 10470.610612, 10470.610612 ], [ -2198437, -58832, -2218538, -555003198, -46621087, -551595398 ], [ 0.26864, 3.173688, 0.113025, 0.826575, 2.70476, 0.39776 ], [ 58, 29, 29, 58, 29, 29 ], [ 37, 18, 19, 38, 17, 21 ], [ 21, 11, 10, 20, 12, 8 ], [ 63.793103, 62.068966, 65.517241, 65.517241, 58.62069, 72.413793 ], [ 0.152471, 1.939476, 0.059487, 0.43504, 1.909242, 0.151528 ], [ 67258, 67258, 40879, 115635846, 115635846, 47801789 ], [ -1861251, -47499, -1861251, -405762263, -45615808, -405762263 ], [ 144, 156, 133, 144, 156, 133 ], [ 110, 125, 96, 127, 151, 107 ], [ 205, 205, 204, 178, 163, 201 ], [ 8400, 4529, 3871, 8400, 4529, 3871 ], [ 93.781076, 138.281076, 0, 0, 0, 254.531076 ], [ 1, 1, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -757930, -184629, -578821, -758266, 556605, -577337 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9080, "evaluation_days": 2270, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1567490400000, "last_datapoint_time": 1758434400000, "evaluation_time": 1758437085000, "expiration_time": 1764318240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 27, "offset": 213 } } }
# | 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) |
---|