Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1393489.4418 | 1264527.8212 | 128961.6206 | 109316150.4563 | 93141575.636 | 16174574.8203 |
Total P&L (%) | 1393.4894 | 1264.5278 | 128.9616 | 109316.1505 | 93141.5756 | 16174.5748 |
Avg Daily Profit (%) | 0.6135 | 0.5568 | 0.0568 | 0.3086 | 0.3015 | 0.2245 |
Buy And Hold Return (%) | 8298.7502 | 8298.7502 | 8298.7502 | 8298.7502 | 8298.7502 | 8298.7502 |
Max Trade Drawdown | -48705 | -34445 | -107108 | -34450777 | -31301906 | -14371038 |
Profit Factor | 5.6245 | 12.3418 | 1.6793 | 2.3392 | 3.157 | 1.4207 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 50.7246 | 51.4286 | 50 | 50.7246 | 51.4286 | 50 |
Ratio Avg Win / Avg Loss | 5.4638 | 11.6561 | 1.6793 | 2.2724 | 2.9816 | 1.4207 |
Largest Winning Trade | 514306 | 514306 | 41209 | 53741225 | 53741225 | 14445962 |
Largest Losing Trade | -37354 | -24409 | -37354 | -21135657 | -21135657 | -12784294 |
Avg Bars in Trades | 128 | 133 | 122 | 128 | 133 | 122 |
Avg Bars in Winners | 194 | 208 | 179 | 194 | 208 | 179 |
Avg Bars in Losers | 60 | 54 | 66 | 60 | 54 | 66 |
Bars Traded | 8847 | 4671 | 4176 | 8847 | 4671 | 4176 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -251858 | -145987 | -279713 | -92485 | 544101 | 65606 |
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9085, "evaluation_days": 2271.25, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1564660800000, "last_datapoint_time": 1758542400000, "evaluation_time": 1758554605863, "expiration_time": 1764429480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 50, "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": [ [ 1393489.4418447476, 1264527.8212170813, 128961.6206276662, 109316150.45630018, 93141575.6360061, 16174574.820294067 ], [ 1393.489442, 1264.527821, 128.961621, 109316.150456, 93141.575636, 16174.57482 ], [ 0.613534, 0.556754, 0.05678, 0.308576, 0.301512, 0.224454 ], [ 8298.750176, 8298.750176, 8298.750176, 8298.750176, 8298.750176, 8298.750176 ], [ -48705, -34445, -107108, -34450777, -31301906, -14371038 ], [ 5.624516, 12.341788, 1.67934, 2.339213, 3.157001, 1.420708 ], [ 69, 35, 34, 69, 35, 34 ], [ 35, 18, 17, 35, 18, 17 ], [ 34, 17, 17, 34, 17, 17 ], [ 50.724638, 51.428571, 50, 50.724638, 51.428571, 50 ], [ 5.463816, 11.656133, 1.67934, 2.272378, 2.981612, 1.420708 ], [ 514306, 514306, 41209, 53741225, 53741225, 14445962 ], [ -37354, -24409, -37354, -21135657, -21135657, -12784294 ], [ 128, 133, 122, 128, 133, 122 ], [ 194, 208, 179, 194, 208, 179 ], [ 60, 54, 66, 60, 54, 66 ], [ 8847, 4671, 4176, 8847, 4671, 4176 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -251858, -145987, -279713, -92485, 544101, 65606 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9085, "evaluation_days": 2271.25, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1564660800000, "last_datapoint_time": 1758542400000, "evaluation_time": 1758554605863, "expiration_time": 1764429480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 50, "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) |
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