Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -751122.8347 | 746324.5932 | -1497447.4279 | 96573076.8847 | -94324417.295 | 190897494.1797 |
Total P&L (%) | -751.1228 | 746.3246 | -1497.4474 | 96573.0769 | -94324.4173 | 190897.4942 |
Avg Daily Profit (%) | -0.3328 | 0.3307 | -0.6636 | 0.3051 | 0 | 0.3353 |
Buy And Hold Return (%) | 8912.0008 | 8912.0008 | 8912.0008 | 8912.0008 | 8912.0008 | 8912.0008 |
Max Trade Drawdown | -1605547 | -44119 | -1604792 | -206968066 | -135752561 | -101904956 |
Profit Factor | 0.632 | 5.1828 | 0.1961 | 1.2572 | 0.5828 | 2.2776 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 57 | 27 | 30 | 39 | 21 | 18 |
Losing Trades | 31 | 17 | 14 | 49 | 23 | 26 |
Profitability (%) | 64.7727 | 61.3636 | 68.1818 | 44.3182 | 47.7273 | 40.9091 |
Ratio Avg Win / Avg Loss | 0.3437 | 3.2632 | 0.0915 | 1.5796 | 0.6383 | 3.2899 |
Largest Winning Trade | 490213 | 490213 | 42275 | 199197202 | 16974498 | 199197202 |
Largest Losing Trade | -1563734 | -30449 | -1563734 | -96170132 | -96170132 | -19968446 |
Avg Bars in Trades | 71 | 71 | 71 | 71 | 71 | 71 |
Avg Bars in Winners | 76 | 83 | 69 | 76 | 75 | 76 |
Avg Bars in Losers | 63 | 52 | 76 | 67 | 67 | 67 |
Bars Traded | 6299 | 3154 | 3145 | 6299 | 3154 | 3145 |
Profit Streak | 206.6499 | 206.6499 | 236.6499 | 206.6499 | 206.6499 | 334.6499 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576914 | -145802 | -577008 | 335892 | -580243 | 411776 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6770, "evaluation_days": 2256.67, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1567555200000, "last_datapoint_time": 1757260800000, "evaluation_time": 1757288151787, "expiration_time": 1763110080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 161 } } }
{ "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": [ [ -751122.834689464, 746324.5931986099, -1497447.4278880728, 96573076.88465503, -94324417.29502518, 190897494.1796802 ], [ -751.122835, 746.324593, -1497.447428, 96573.076885, -94324.417295, 190897.49418 ], [ -0.332846, 0.330719, -0.663565, 0.305069, 0, 0.335339 ], [ 8912.000787, 8912.000787, 8912.000787, 8912.000787, 8912.000787, 8912.000787 ], [ -1605547, -44119, -1604792, -206968066, -135752561, -101904956 ], [ 0.632014, 5.1828, 0.196108, 1.257195, 0.58276, 2.2776 ], [ 88, 44, 44, 88, 44, 44 ], [ 57, 27, 30, 39, 21, 18 ], [ 31, 17, 14, 49, 23, 26 ], [ 64.772727, 61.363636, 68.181818, 44.318182, 47.727273, 40.909091 ], [ 0.343727, 3.263244, 0.091517, 1.579552, 0.638261, 3.289867 ], [ 490213, 490213, 42275, 199197202, 16974498, 199197202 ], [ -1563734, -30449, -1563734, -96170132, -96170132, -19968446 ], [ 71, 71, 71, 71, 71, 71 ], [ 76, 83, 69, 76, 75, 76 ], [ 63, 52, 76, 67, 67, 67 ], [ 6299, 3154, 3145, 6299, 3154, 3145 ], [ 206.649905, 206.649905, 236.649905, 206.649905, 206.649905, 334.649905 ], [ 6, 3, 3, 6, 3, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576914, -145802, -577008, 335892, -580243, 411776 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6770, "evaluation_days": 2256.67, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1567555200000, "last_datapoint_time": 1757260800000, "evaluation_time": 1757288151787, "expiration_time": 1763110080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 161 } } }
# | 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) |
---|