Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1995259.6892 | 265185.4484 | -2260445.1376 | -69507870.2474 | 113270582.7805 | -182778453.028 |
Total P&L (%) | -1995.2597 | 265.1854 | -2260.4451 | -69507.8702 | 113270.5828 | -182778.453 |
Avg Daily Profit (%) | -0.8801 | 0.117 | -0.9971 | 0 | 0.3107 | 0 |
Buy And Hold Return (%) | 10546.0342 | 10546.0342 | 10546.0342 | 10546.0342 | 10546.0342 | 10546.0342 |
Max Trade Drawdown | -2285582 | -74063 | -2365832 | -349251285 | -31337806 | -364650827 |
Profit Factor | 0.2855 | 2.5938 | 0.1392 | 0.861 | 2.4132 | 0.5648 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 48 | 24 | 24 | 49 | 21 | 28 |
Losing Trades | 34 | 17 | 17 | 33 | 20 | 13 |
Profitability (%) | 58.5366 | 58.5366 | 58.5366 | 59.7561 | 51.2195 | 68.2927 |
Ratio Avg Win / Avg Loss | 0.2022 | 1.8373 | 0.0986 | 0.5799 | 2.2982 | 0.2622 |
Largest Winning Trade | 118838 | 118838 | 42128 | 51305940 | 51305940 | 37769278 |
Largest Losing Trade | -1764558 | -32158 | -1764558 | -191984234 | -17185874 | -191984234 |
Avg Bars in Trades | 107 | 109 | 105 | 107 | 109 | 105 |
Avg Bars in Winners | 88 | 87 | 89 | 91 | 113 | 75 |
Avg Bars in Losers | 134 | 141 | 127 | 130 | 105 | 170 |
Bars Traded | 8819 | 4495 | 4324 | 8819 | 4495 | 4324 |
Profit Streak | 59.5069 | 136.5069 | 59.5069 | 0 | 0 | 0 |
Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -586776 | -195144 | -579075 | -588013 | 495917 | -578370 |
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9068, "evaluation_days": 2267, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1566756000000, "last_datapoint_time": 1758175200000, "evaluation_time": 1758175792995, "expiration_time": 1764051264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 151, "offset": 0, "poles": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 184 } } }
{ "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": [ [ -1995259.689177921, 265185.4483786535, -2260445.137556574, -69507870.24744613, 113270582.7805187, -182778453.02796477 ], [ -1995.259689, 265.185448, -2260.445138, -69507.870247, 113270.582781, -182778.453028 ], [ -0.880132, 0.116976, -0.997109, 0, 0.310726, 0 ], [ 10546.034226, 10546.034226, 10546.034226, 10546.034226, 10546.034226, 10546.034226 ], [ -2285582, -74063, -2365832, -349251285, -31337806, -364650827 ], [ 0.285452, 2.593826, 0.139191, 0.861012, 2.413153, 0.564756 ], [ 82, 41, 41, 82, 41, 41 ], [ 48, 24, 24, 49, 21, 28 ], [ 34, 17, 17, 33, 20, 13 ], [ 58.536585, 58.536585, 58.536585, 59.756098, 51.219512, 68.292683 ], [ 0.202195, 1.837293, 0.098594, 0.579865, 2.298241, 0.262208 ], [ 118838, 118838, 42128, 51305940, 51305940, 37769278 ], [ -1764558, -32158, -1764558, -191984234, -17185874, -191984234 ], [ 107, 109, 105, 107, 109, 105 ], [ 88, 87, 89, 91, 113, 75 ], [ 134, 141, 127, 130, 105, 170 ], [ 8819, 4495, 4324, 8819, 4495, 4324 ], [ 59.506863, 136.506863, 59.506863, 0, 0, 0 ], [ 3, 4, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -586776, -195144, -579075, -588013, 495917, -578370 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9068, "evaluation_days": 2267, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1566756000000, "last_datapoint_time": 1758175200000, "evaluation_time": 1758175792995, "expiration_time": 1764051264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 151, "offset": 0, "poles": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 184 } } }
# | 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) |
---|