Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1406609.0129 | 1338103.1436 | 68505.8694 | 33192823.5272 | 103419632.077 | -70226808.5498 |
Total P&L (%) | 1406.609 | 1338.1031 | 68.5059 | 33192.8235 | 103419.6321 | -70226.8086 |
Avg Daily Profit (%) | 0.6233 | 0.593 | 0.0304 | 0.2577 | 0.3081 | 0 |
Buy And Hold Return (%) | 7407.3687 | 7407.3687 | 7407.3687 | 7407.3687 | 7407.3687 | 7407.3687 |
Max Trade Drawdown | -132821 | -76768 | -121123 | -138508749 | -86076289 | -161312314 |
Profit Factor | 2.2309 | 3.7365 | 1.1048 | 1.0413 | 1.2804 | 0.8383 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 136 | 65 | 71 | 136 | 65 | 71 |
Losing Trades | 150 | 78 | 72 | 150 | 78 | 72 |
Profitability (%) | 47.5524 | 45.4545 | 49.6504 | 47.5524 | 45.4545 | 49.6504 |
Ratio Avg Win / Avg Loss | 2.4605 | 4.4837 | 1.1203 | 1.1485 | 1.5365 | 0.8501 |
Largest Winning Trade | 353907 | 353907 | 35888 | 71323925 | 71323925 | 41220121 |
Largest Losing Trade | -47603 | -24349 | -47603 | -53314288 | -37474227 | -53314288 |
Avg Bars in Trades | 23 | 21 | 24 | 23 | 21 | 24 |
Avg Bars in Winners | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Losers | 21 | 19 | 23 | 21 | 19 | 23 |
Bars Traded | 6607 | 3071 | 3536 | 6607 | 3071 | 3536 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149054 | -149178 | -423405 | -167500 | 301384 | -580811 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6770, "evaluation_days": 2256.67, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1565193600000, "last_datapoint_time": 1757260800000, "evaluation_time": 1757279196339, "expiration_time": 1763110080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 101, "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": [ [ 1406609.012938073, 1338103.1435797543, 68505.8693583199, 33192823.527159512, 103419632.07696217, -70226808.5498027 ], [ 1406.609013, 1338.103144, 68.505869, 33192.823527, 103419.632077, -70226.80855 ], [ 0.623312, 0.592955, 0.030357, 0.257699, 0.30811, 0 ], [ 7407.368703, 7407.368703, 7407.368703, 7407.368703, 7407.368703, 7407.368703 ], [ -132821, -76768, -121123, -138508749, -86076289, -161312314 ], [ 2.230877, 3.736452, 1.104785, 1.041335, 1.280419, 0.838265 ], [ 286, 143, 143, 286, 143, 143 ], [ 136, 65, 71, 136, 65, 71 ], [ 150, 78, 72, 150, 78, 72 ], [ 47.552448, 45.454545, 49.65035, 47.552448, 45.454545, 49.65035 ], [ 2.460526, 4.483742, 1.120345, 1.148532, 1.536503, 0.850071 ], [ 353907, 353907, 35888, 71323925, 71323925, 41220121 ], [ -47603, -24349, -47603, -53314288, -37474227, -53314288 ], [ 23, 21, 24, 23, 21, 24 ], [ 24, 23, 25, 24, 23, 25 ], [ 21, 19, 23, 21, 19, 23 ], [ 6607, 3071, 3536, 6607, 3071, 3536 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -149054, -149178, -423405, -167500, 301384, -580811 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6770, "evaluation_days": 2256.67, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1565193600000, "last_datapoint_time": 1757260800000, "evaluation_time": 1757279196339, "expiration_time": 1763110080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 101, "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) |
---|