Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3157363.6285 | 3038941.5695 | 118422.059 | 83563247.9313 | 51440553.7104 | 32122694.2209 |
Total P&L (%) | 3157.3636 | 3038.9416 | 118.4221 | 83563.2479 | 51440.5537 | 32122.6942 |
Avg Daily Profit (%) | 1.3988 | 1.3463 | 0.0525 | 0.2986 | 0.277 | 0.2562 |
Buy And Hold Return (%) | 9401.059 | 9401.059 | 9401.059 | 9401.059 | 9401.059 | 9401.059 |
Max Trade Drawdown | -107578 | -58849 | -68686 | -21244646 | -27409611 | -4829542 |
Profit Factor | 9.1053 | 13.198 | 1.8434 | 2.4245 | 2.0359 | 4.5684 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 43 | 14 | 29 | 43 | 14 | 29 |
Losing Trades | 32 | 23 | 9 | 32 | 23 | 9 |
Profitability (%) | 57.3333 | 37.8378 | 76.3158 | 57.3333 | 37.8378 | 76.3158 |
Ratio Avg Win / Avg Loss | 6.7761 | 21.6825 | 0.5721 | 1.8043 | 3.3447 | 1.4178 |
Largest Winning Trade | 2025992 | 2025992 | 57562 | 48960211 | 48960211 | 11401484 |
Largest Losing Trade | -68686 | -29705 | -68686 | -21244646 | -21244646 | -3834233 |
Avg Bars in Trades | 116 | 169 | 64 | 116 | 169 | 64 |
Avg Bars in Winners | 137 | 280 | 68 | 137 | 280 | 68 |
Avg Bars in Losers | 88 | 102 | 53 | 88 | 102 | 53 |
Bars Traded | 8743 | 6278 | 2465 | 8743 | 6278 | 2465 |
Profit Streak | 172.5087 | 172.5087 | 477.5087 | 172.5087 | 172.5087 | 477.5087 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -202201 | -147365 | -283081 | -45138 | 280484 | 611166 |
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9029, "evaluation_days": 2257.25, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1567252800000, "last_datapoint_time": 1757332800000, "evaluation_time": 1757333552678, "expiration_time": 1763183592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 95, "offset": 126 } }, "second_band": { "type": "kcu", "factors": { "length": 212, "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": [ [ 3157363.628530401, 3038941.569512661, 118422.0590177387, 83563247.93126592, 51440553.710399285, 32122694.22086665 ], [ 3157.363629, 3038.94157, 118.422059, 83563.247931, 51440.55371, 32122.694221 ], [ 1.398766, 1.346303, 0.052463, 0.298568, 0.277045, 0.256181 ], [ 9401.058977, 9401.058977, 9401.058977, 9401.058977, 9401.058977, 9401.058977 ], [ -107578, -58849, -68686, -21244646, -27409611, -4829542 ], [ 9.105336, 13.198045, 1.843415, 2.424527, 2.035891, 4.568357 ], [ 75, 37, 38, 75, 37, 38 ], [ 43, 14, 29, 43, 14, 29 ], [ 32, 23, 9, 32, 23, 9 ], [ 57.333333, 37.837838, 76.315789, 57.333333, 37.837838, 76.315789 ], [ 6.776064, 21.682502, 0.572094, 1.804299, 3.344678, 1.417766 ], [ 2025992, 2025992, 57562, 48960211, 48960211, 11401484 ], [ -68686, -29705, -68686, -21244646, -21244646, -3834233 ], [ 116, 169, 64, 116, 169, 64 ], [ 137, 280, 68, 137, 280, 68 ], [ 88, 102, 53, 88, 102, 53 ], [ 8743, 6278, 2465, 8743, 6278, 2465 ], [ 172.508711, 172.508711, 477.508711, 172.508712, 172.508712, 477.508712 ], [ 5, 2, 7, 5, 2, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -202201, -147365, -283081, -45138, 280484, 611166 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9029, "evaluation_days": 2257.25, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1567252800000, "last_datapoint_time": 1757332800000, "evaluation_time": 1757333552678, "expiration_time": 1763183592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 95, "offset": 126 } }, "second_band": { "type": "kcu", "factors": { "length": 212, "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) |
---|