Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1624651.8694 | 1563453.4434 | 61198.426 | 38829853.1997 | 52966612.3073 | -14136759.1076 |
Total P&L (%) | 1624.6519 | 1563.4534 | 61.1984 | 38829.8532 | 52966.6123 | -14136.7591 |
Avg Daily Profit (%) | 0.7155 | 0.6885 | 0.027 | 0.263 | 0.2767 | 0 |
Buy And Hold Return (%) | 8753.5447 | 8753.5447 | 8753.5447 | 8753.5447 | 8753.5447 | 8753.5447 |
Max Trade Drawdown | -68568 | -91545 | -57835 | -34544089 | -36002907 | -33482013 |
Profit Factor | 4.3647 | 7.0828 | 1.271 | 1.2398 | 1.5802 | 0.8 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 62.2449 | 59.1837 | 65.3061 | 62.2449 | 59.1837 | 65.3061 |
Ratio Avg Win / Avg Loss | 2.6474 | 4.8847 | 0.6752 | 0.752 | 1.0898 | 0.425 |
Largest Winning Trade | 650809 | 650809 | 36460 | 17609247 | 17609247 | 7698753 |
Largest Losing Trade | -52693 | -52693 | -45103 | -23041716 | -23041716 | -18035393 |
Avg Bars in Trades | 84 | 158 | 10 | 84 | 158 | 10 |
Avg Bars in Winners | 45 | 84 | 11 | 45 | 84 | 11 |
Avg Bars in Losers | 147 | 265 | 9 | 147 | 265 | 9 |
Bars Traded | 8262 | 7749 | 513 | 8262 | 7749 | 513 |
Profit Streak | 8.5202 | 70.7702 | 0 | 8.5202 | 70.7702 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143485 | -142372 | -322051 | 263158 | 450750 | -578419 |
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9083, "evaluation_days": 2270.75, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1563840000000, "last_datapoint_time": 1758499200000, "evaluation_time": 1758500947177, "expiration_time": 1764384984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 24, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbl", "factors": { "length": 71, "offset": 0, "std": 1.22158 } } }
{ "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": [ [ 1624651.86944796, 1563453.4434343243, 61198.426013635, 38829853.19968989, 52966612.30725365, -14136759.107563747 ], [ 1624.651869, 1563.453443, 61.198426, 38829.8532, 52966.612307, -14136.759108 ], [ 0.715469, 0.688519, 0.026951, 0.263005, 0.276684, 0 ], [ 8753.544712, 8753.544712, 8753.544712, 8753.544712, 8753.544712, 8753.544712 ], [ -68568, -91545, -57835, -34544089, -36002907, -33482013 ], [ 4.364665, 7.082754, 1.270998, 1.239757, 1.580221, 0.799956 ], [ 98, 49, 49, 98, 49, 49 ], [ 61, 29, 32, 61, 29, 32 ], [ 37, 20, 17, 37, 20, 17 ], [ 62.244898, 59.183673, 65.306122, 62.244898, 59.183673, 65.306122 ], [ 2.647419, 4.884658, 0.675217, 0.751984, 1.089808, 0.424976 ], [ 650809, 650809, 36460, 17609247, 17609247, 7698753 ], [ -52693, -52693, -45103, -23041716, -23041716, -18035393 ], [ 84, 158, 10, 84, 158, 10 ], [ 45, 84, 11, 45, 84, 11 ], [ 147, 265, 9, 147, 265, 9 ], [ 8262, 7749, 513, 8262, 7749, 513 ], [ 8.520222, 70.770222, 0, 8.520222, 70.770222, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -143485, -142372, -322051, 263158, 450750, -578419 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9083, "evaluation_days": 2270.75, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1563840000000, "last_datapoint_time": 1758499200000, "evaluation_time": 1758500947177, "expiration_time": 1764384984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 24, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbl", "factors": { "length": 71, "offset": 0, "std": 1.22158 } } }
# | 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) |
---|