Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -260932.9225 | 477396.4814 | -738329.4039 | 81307897.9425 | 48509970.4954 | 32797927.4472 |
Total P&L (%) | -260.9329 | 477.3965 | -738.3294 | 81307.8979 | 48509.9705 | 32797.9274 |
Avg Daily Profit (%) | -0.1156 | 0.2116 | -0.3272 | 0.2975 | 0.2746 | 0.2572 |
Buy And Hold Return (%) | 8447.259 | 8447.259 | 8447.259 | 8447.259 | 8447.259 | 8447.259 |
Max Trade Drawdown | -920397 | -56149 | -975728 | -17866185 | -17269608 | -14267898 |
Profit Factor | 0.7888 | 4.3114 | 0.3235 | 2.9336 | 3.2478 | 2.6023 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 47 | 24 | 23 | 47 | 23 | 24 |
Losing Trades | 27 | 13 | 14 | 27 | 14 | 13 |
Profitability (%) | 63.5135 | 64.8649 | 62.1622 | 63.5135 | 62.1622 | 64.8649 |
Ratio Avg Win / Avg Loss | 0.4532 | 2.3354 | 0.1969 | 1.6852 | 1.9769 | 1.4096 |
Largest Winning Trade | 127954 | 127954 | 45644 | 21475772 | 18602248 | 21475772 |
Largest Losing Trade | -479834 | -28888 | -479834 | -8726675 | -8726675 | -7753204 |
Avg Bars in Trades | 114 | 126 | 103 | 114 | 126 | 103 |
Avg Bars in Winners | 125 | 135 | 115 | 130 | 140 | 121 |
Avg Bars in Losers | 95 | 108 | 83 | 87 | 103 | 70 |
Bars Traded | 8494 | 4675 | 3819 | 8494 | 4675 | 3819 |
Profit Streak | 94.013 | 94.013 | 189.763 | 94.013 | 94.013 | 189.763 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -646566 | -148276 | -578607 | -51316 | 582707 | 452614 |
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9025, "evaluation_days": 2256.25, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1567533600000, "last_datapoint_time": 1757246400000, "evaluation_time": 1757247521508, "expiration_time": 1763094600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 50, "offset": 65 } }, "second_band": { "type": "rma", "factors": { "length": 242, "offset": 0 } } }
{ "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": [ [ -260932.9225450621, 477396.4814012049, -738329.403946267, 81307897.94254416, 48509970.49537309, 32797927.44717107 ], [ -260.932923, 477.396481, -738.329404, 81307.897943, 48509.970495, 32797.927447 ], [ -0.115649, 0.211588, -0.327237, 0.297486, 0.274566, 0.257216 ], [ 8447.259016, 8447.259016, 8447.259016, 8447.259016, 8447.259016, 8447.259016 ], [ -920397, -56149, -975728, -17866185, -17269608, -14267898 ], [ 0.788824, 4.311435, 0.323535, 2.933561, 3.247778, 2.602278 ], [ 74, 37, 37, 74, 37, 37 ], [ 47, 24, 23, 47, 23, 24 ], [ 27, 13, 14, 27, 14, 13 ], [ 63.513514, 64.864865, 62.162162, 63.513514, 62.162162, 64.864865 ], [ 0.453154, 2.33536, 0.196935, 1.685237, 1.976908, 1.409567 ], [ 127954, 127954, 45644, 21475772, 18602248, 21475772 ], [ -479834, -28888, -479834, -8726675, -8726675, -7753204 ], [ 114, 126, 103, 114, 126, 103 ], [ 125, 135, 115, 130, 140, 121 ], [ 95, 108, 83, 87, 103, 70 ], [ 8494, 4675, 3819, 8494, 4675, 3819 ], [ 94.01298, 94.01298, 189.76298, 94.01298, 94.01298, 189.76298 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -646566, -148276, -578607, -51316, 582707, 452614 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9025, "evaluation_days": 2256.25, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1567533600000, "last_datapoint_time": 1757246400000, "evaluation_time": 1757247521508, "expiration_time": 1763094600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 50, "offset": 65 } }, "second_band": { "type": "rma", "factors": { "length": 242, "offset": 0 } } }
# | 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) |
---|