Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -697192.0888 | 321288.6484 | -1018480.7373 | 56624663.1273 | -14589154.1347 | 71213817.262 |
Total P&L (%) | -697.1921 | 321.2886 | -1018.4807 | 56624.6631 | -14589.1541 | 71213.8173 |
Avg Daily Profit (%) | -0.3077 | 0.1418 | -0.4495 | 0.2803 | 0 | 0.2904 |
Buy And Hold Return (%) | 10300.4199 | 10300.4199 | 10300.4199 | 10300.4199 | 10300.4199 | 10300.4199 |
Max Trade Drawdown | -1055669 | -48214 | -1091363 | -65322368 | -37667942 | -32459534 |
Profit Factor | 0.5425 | 2.8859 | 0.2476 | 1.5976 | 0.7365 | 2.8074 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 39 | 19 | 20 | 31 | 18 | 13 |
Losing Trades | 26 | 14 | 12 | 34 | 15 | 19 |
Profitability (%) | 60 | 57.5758 | 62.5 | 47.6923 | 54.5455 | 40.625 |
Ratio Avg Win / Avg Loss | 0.3617 | 2.1264 | 0.1486 | 1.7522 | 0.6137 | 4.1031 |
Largest Winning Trade | 95579 | 95579 | 36720 | 83833798 | 11631628 | 83833798 |
Largest Losing Trade | -521380 | -25985 | -521380 | -22539291 | -22539291 | -12219798 |
Avg Bars in Trades | 101 | 105 | 97 | 101 | 105 | 97 |
Avg Bars in Winners | 103 | 111 | 95 | 97 | 102 | 89 |
Avg Bars in Losers | 99 | 97 | 101 | 106 | 109 | 103 |
Bars Traded | 6620 | 3490 | 3130 | 6620 | 3490 | 3130 |
Profit Streak | 16.4684 | 120.1351 | 0 | 16.4684 | 120.1351 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -714907 | -162082 | -579190 | -125587 | -579255 | 375583 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6797, "evaluation_days": 2265.67, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1566979200000, "last_datapoint_time": 1758038400000, "evaluation_time": 1758050070517, "expiration_time": 1763911008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 163, "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": [ [ -697192.088834214, 321288.6484412518, -1018480.7372754657, 56624663.127255976, -14589154.134732181, 71213817.26198815 ], [ -697.192089, 321.288648, -1018.480737, 56624.663127, -14589.154135, 71213.817262 ], [ -0.30772, 0.141807, -0.449527, 0.280256, 0, 0.290387 ], [ 10300.419858, 10300.419858, 10300.419858, 10300.419858, 10300.419858, 10300.419858 ], [ -1055669, -48214, -1091363, -65322368, -37667942, -32459534 ], [ 0.542541, 2.885886, 0.247625, 1.597559, 0.73646, 2.807388 ], [ 65, 33, 32, 65, 33, 32 ], [ 39, 19, 20, 31, 18, 13 ], [ 26, 14, 12, 34, 15, 19 ], [ 60, 57.575758, 62.5, 47.692308, 54.545455, 40.625 ], [ 0.361694, 2.126442, 0.148575, 1.752162, 0.613717, 4.103106 ], [ 95579, 95579, 36720, 83833798, 11631628, 83833798 ], [ -521380, -25985, -521380, -22539291, -22539291, -12219798 ], [ 101, 105, 97, 101, 105, 97 ], [ 103, 111, 95, 97, 102, 89 ], [ 99, 97, 101, 106, 109, 103 ], [ 6620, 3490, 3130, 6620, 3490, 3130 ], [ 16.468409, 120.135075, 0, 16.468409, 120.135075, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -714907, -162082, -579190, -125587, -579255, 375583 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6797, "evaluation_days": 2265.67, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1566979200000, "last_datapoint_time": 1758038400000, "evaluation_time": 1758050070517, "expiration_time": 1763911008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 163, "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) |
---|