Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 12775887.3679 | 12861758.2377 | -85870.8699 | 1013273.3686 | 3190273.1198 | -2176999.7511 |
Total P&L (%) | 12775.8874 | 12861.7582 | -85.8709 | 1013.2734 | 3190.2731 | -2176.9998 |
Avg Daily Profit (%) | 5.6244 | 5.6622 | -0.0378 | 0.1061 | 0.1539 | 0 |
Buy And Hold Return (%) | 7983.6237 | 7983.6237 | 7983.6237 | 7983.6237 | 7983.6237 | 7983.6237 |
Max Trade Drawdown | -170875 | -114047 | -141655 | -4633357 | -2916029 | -5258508 |
Profit Factor | 21.7864 | 53.6334 | 0.7681 | 1.0727 | 1.6316 | 0.7548 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 41.5094 | 33.9623 | 49.0566 | 41.5094 | 33.9623 | 49.0566 |
Ratio Avg Win / Avg Loss | 30.6991 | 104.2871 | 0.7976 | 1.5116 | 3.1726 | 0.7838 |
Largest Winning Trade | 12790389 | 12790389 | 46664 | 3839916 | 3839916 | 1528165 |
Largest Losing Trade | -66102 | -23232 | -66102 | -1592024 | -680758 | -1592024 |
Avg Bars in Trades | 83 | 70 | 96 | 83 | 70 | 96 |
Avg Bars in Winners | 128 | 111 | 140 | 128 | 111 | 140 |
Avg Bars in Losers | 52 | 49 | 55 | 52 | 49 | 55 |
Bars Traded | 8893 | 3758 | 5135 | 8893 | 3758 | 5135 |
Profit Streak | 0 | 19.379 | 0 | 0 | 19.379 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428337 | -171022 | -761200 | -359050 | -341056 | -761200 |
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9086, "evaluation_days": 2271.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1564790400000, "last_datapoint_time": 1758564000000, "evaluation_time": 1758575148139, "expiration_time": 1764451728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 12775887.367876964, 12861758.237735633, -85870.8698586713, 1013273.3686454894, 3190273.1197940847, -2176999.7511485936 ], [ 12775.887368, 12861.758238, -85.87087, 1013.273369, 3190.27312, -2176.999751 ], [ 5.624428, 5.662231, -0.037804, 0.106149, 0.153918, 0 ], [ 7983.623693, 7983.623693, 7983.623693, 7983.623693, 7983.623693, 7983.623693 ], [ -170875, -114047, -141655, -4633357, -2916029, -5258508 ], [ 21.786436, 53.633371, 0.76808, 1.072746, 1.631627, 0.754789 ], [ 106, 53, 53, 106, 53, 53 ], [ 44, 18, 26, 44, 18, 26 ], [ 62, 35, 27, 62, 35, 27 ], [ 41.509434, 33.962264, 49.056604, 41.509434, 33.962264, 49.056604 ], [ 30.699069, 104.287111, 0.797622, 1.511596, 3.172608, 0.783819 ], [ 12790389, 12790389, 46664, 3839916, 3839916, 1528165 ], [ -66102, -23232, -66102, -1592024, -680758, -1592024 ], [ 83, 70, 96, 83, 70, 96 ], [ 128, 111, 140, 128, 111, 140 ], [ 52, 49, 55, 52, 49, 55 ], [ 8893, 3758, 5135, 8893, 3758, 5135 ], [ 0, 19.379029, 0, 0, 19.379029, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 428337, -171022, -761200, -359050, -341056, -761200 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9086, "evaluation_days": 2271.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1564790400000, "last_datapoint_time": 1758564000000, "evaluation_time": 1758575148139, "expiration_time": 1764451728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|