Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1826515.2891 | 281475.5599 | -2107990.849 | -164006024.5293 | 159383270.2372 | -323389294.7665 |
Total P&L (%) | -1826.5153 | 281.4756 | -2107.9908 | -164006.0245 | 159383.2702 | -323389.2948 |
Avg Daily Profit (%) | -0.8072 | 0.1244 | -0.9316 | 0 | 0.3264 | 0 |
Buy And Hold Return (%) | 10828.9576 | 10828.9576 | 10828.9576 | 10828.9576 | 10828.9576 | 10828.9576 |
Max Trade Drawdown | -2174695 | -64639 | -2234739 | -589783263 | -79868901 | -630135404 |
Profit Factor | 0.2962 | 3.1356 | 0.1443 | 0.8162 | 1.9272 | 0.5511 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 46 | 22 | 24 | 44 | 22 | 22 |
Losing Trades | 19 | 10 | 9 | 21 | 10 | 11 |
Profitability (%) | 70.7692 | 68.75 | 72.7273 | 67.6923 | 68.75 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.1224 | 1.4253 | 0.0541 | 0.3896 | 0.876 | 0.2756 |
Largest Winning Trade | 94471 | 94471 | 41240 | 71805716 | 66338879 | 71805716 |
Largest Losing Trade | -1750944 | -43849 | -1750944 | -305151882 | -53249067 | -305151882 |
Avg Bars in Trades | 135 | 142 | 128 | 135 | 142 | 128 |
Avg Bars in Winners | 100 | 118 | 83 | 108 | 134 | 83 |
Avg Bars in Losers | 221 | 196 | 249 | 191 | 161 | 218 |
Bars Traded | 8809 | 4572 | 4237 | 8809 | 4572 | 4237 |
Profit Streak | 131.4397 | 131.4397 | 256.1897 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -712734 | -184877 | -576504 | -714484 | 446350 | -578642 |
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9051, "evaluation_days": 2262.75, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1566540000000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757824390578, "expiration_time": 1763673048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 24, "offset": 195, "poles": 2 } } }
{ "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": [ [ -1826515.2891194026, 281475.5598957341, -2107990.849015137, -164006024.52928382, 159383270.23722684, -323389294.7665106 ], [ -1826.515289, 281.47556, -2107.990849, -164006.024529, 159383.270237, -323389.294767 ], [ -0.80721, 0.124395, -0.931606, 0, 0.326441, 0 ], [ 10828.957588, 10828.957588, 10828.957588, 10828.957588, 10828.957588, 10828.957588 ], [ -2174695, -64639, -2234739, -589783263, -79868901, -630135404 ], [ 0.29624, 3.135551, 0.144333, 0.8162, 1.927212, 0.551104 ], [ 65, 32, 33, 65, 32, 33 ], [ 46, 22, 24, 44, 22, 22 ], [ 19, 10, 9, 21, 10, 11 ], [ 70.769231, 68.75, 72.727273, 67.692308, 68.75, 66.666667 ], [ 0.12236, 1.42525, 0.054125, 0.38955, 0.876006, 0.275552 ], [ 94471, 94471, 41240, 71805716, 66338879, 71805716 ], [ -1750944, -43849, -1750944, -305151882, -53249067, -305151882 ], [ 135, 142, 128, 135, 142, 128 ], [ 100, 118, 83, 108, 134, 83 ], [ 221, 196, 249, 191, 161, 218 ], [ 8809, 4572, 4237, 8809, 4572, 4237 ], [ 131.439706, 131.439706, 256.189706, 0, 0, 0 ], [ 3, 1, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -712734, -184877, -576504, -714484, 446350, -578642 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9051, "evaluation_days": 2262.75, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1566540000000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757824390578, "expiration_time": 1763673048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 24, "offset": 195, "poles": 2 } } }
# | 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) |
---|