Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9927428.222 | 87032.5991 | -10014460.8211 | 80736175.5492 | 3296584.3228 | 77439591.2264 |
Total P&L (%) | -9927.4282 | 87.0326 | -10014.4608 | 80736.1755 | 3296.5843 | 77439.5912 |
Avg Daily Profit (%) | -4.3854 | 0.0384 | -4.4238 | 0.2962 | 0.1559 | 0.2943 |
Buy And Hold Return (%) | 9590.8152 | 9590.8152 | 9590.8152 | 9590.8152 | 9590.8152 | 9590.8152 |
Max Trade Drawdown | -10105775 | -47970 | -10149268 | -54171169 | -21359768 | -52790468 |
Profit Factor | 0.0621 | 1.6659 | 0.042 | 1.5457 | 1.0652 | 1.7952 |
Total Trades | 227 | 114 | 113 | 227 | 114 | 113 |
Winning Trades | 189 | 96 | 93 | 107 | 54 | 53 |
Losing Trades | 38 | 18 | 20 | 120 | 60 | 60 |
Profitability (%) | 83.2599 | 84.2105 | 82.3009 | 47.1366 | 47.3684 | 46.9027 |
Ratio Avg Win / Avg Loss | 0.0125 | 0.3124 | 0.009 | 1.7335 | 1.1836 | 2.0323 |
Largest Winning Trade | 22112 | 9379 | 22112 | 58155252 | 14154135 | 58155252 |
Largest Losing Trade | -9971263 | -27653 | -9971263 | -10778340 | -8052227 | -10778340 |
Avg Bars in Trades | 37 | 11 | 64 | 37 | 11 | 64 |
Avg Bars in Winners | 13 | 7 | 20 | 40 | 12 | 68 |
Avg Bars in Losers | 159 | 37 | 268 | 35 | 11 | 60 |
Bars Traded | 8592 | 1355 | 7236 | 8592 | 1355 | 7236 |
Profit Streak | 83.0129 | 83.0129 | 106.7629 | 83.0129 | 83.0129 | 106.7629 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573973 | -301380 | -575173 | 469506 | -306958 | 441323 |
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9055, "evaluation_days": 2263.75, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1564876800000, "last_datapoint_time": 1757894400000, "evaluation_time": 1757895514175, "expiration_time": 1763762040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 119, "offset": 0, "scalar": 3 } } }
{ "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": [ [ -9927428.222042928, 87032.5990836814, -10014460.821126621, 80736175.54923254, 3296584.3227841295, 77439591.22644842 ], [ -9927.428222, 87.032599, -10014.460821, 80736.175549, 3296.584323, 77439.591226 ], [ -4.385391, 0.038446, -4.423837, 0.296186, 0.155852, 0.294342 ], [ 9590.815187, 9590.815187, 9590.815187, 9590.815187, 9590.815187, 9590.815187 ], [ -10105775, -47970, -10149268, -54171169, -21359768, -52790468 ], [ 0.06208, 1.665873, 0.042028, 1.545708, 1.065201, 1.795175 ], [ 227, 114, 113, 227, 114, 113 ], [ 189, 96, 93, 107, 54, 53 ], [ 38, 18, 20, 120, 60, 60 ], [ 83.259912, 84.210526, 82.300885, 47.136564, 47.368421, 46.902655 ], [ 0.012482, 0.312351, 0.009038, 1.733505, 1.183556, 2.032274 ], [ 22112, 9379, 22112, 58155252, 14154135, 58155252 ], [ -9971263, -27653, -9971263, -10778340, -8052227, -10778340 ], [ 37, 11, 64, 37, 11, 64 ], [ 13, 7, 20, 40, 12, 68 ], [ 159, 37, 268, 35, 11, 60 ], [ 8592, 1355, 7236, 8592, 1355, 7236 ], [ 83.012895, 83.012895, 106.762895, 83.012895, 83.012896, 106.762896 ], [ 4, 2, 6, 4, 2, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -573973, -301380, -575173, 469506, -306958, 441323 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9055, "evaluation_days": 2263.75, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1564876800000, "last_datapoint_time": 1757894400000, "evaluation_time": 1757895514175, "expiration_time": 1763762040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 119, "offset": 0, "scalar": 3 } } }
# | 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) |
---|