Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -960648.4518 | 470624.9186 | -1431273.3704 | -256537930.0354 | 128325026.4068 | -384862956.4422 |
Total P&L (%) | -960.6485 | 470.6249 | -1431.2734 | -256537.93 | 128325.0264 | -384862.9564 |
Avg Daily Profit (%) | -0.4253 | 0.2083 | -0.6336 | 0 | 0.3174 | 0 |
Buy And Hold Return (%) | 9469.543 | 9469.543 | 9469.543 | 9469.543 | 9469.543 | 9469.543 |
Max Trade Drawdown | -1564491 | -92118 | -1547379 | -674238415 | -137179962 | -537058453 |
Profit Factor | 0.5025 | 3.3951 | 0.1749 | 0.7042 | 1.4611 | 0.3465 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 38 | 16 | 22 | 39 | 17 | 22 |
Losing Trades | 26 | 16 | 10 | 25 | 15 | 10 |
Profitability (%) | 59.375 | 50 | 68.75 | 60.9375 | 53.125 | 68.75 |
Ratio Avg Win / Avg Loss | 0.3438 | 3.3951 | 0.0795 | 0.4514 | 1.2892 | 0.1575 |
Largest Winning Trade | 124844 | 124844 | 46198 | 153908461 | 153908461 | 52565813 |
Largest Losing Trade | -1175439 | -43392 | -1175439 | -485384035 | -91416177 | -485384035 |
Avg Bars in Trades | 98 | 120 | 76 | 98 | 120 | 76 |
Avg Bars in Winners | 88 | 124 | 62 | 96 | 133 | 68 |
Avg Bars in Losers | 113 | 116 | 108 | 101 | 105 | 95 |
Bars Traded | 6311 | 3852 | 2459 | 6311 | 3852 | 2459 |
Profit Streak | 0 | 0 | 0 | 48.6502 | 48.6502 | 74.3168 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -723062 | -151625 | -578379 | -721870 | 397590 | -577821 |
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{ "first_band": { "type": "bbl", "factors": { "length": 25, "offset": 0, "std": 1.17022 } }, "second_band": { "type": "dcm", "factors": { "length": 40, "offset": 200 } } }
{ "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": [ [ -960648.4518060033, 470624.9185991648, -1431273.370405168, -256537930.0354205, 128325026.40676713, -384862956.4421876 ], [ -960.648452, 470.624919, -1431.27337, -256537.930035, 128325.026407, -384862.956442 ], [ -0.425254, 0.208333, -0.633587, 0, 0.317365, 0 ], [ 9469.542986, 9469.542986, 9469.542986, 9469.542986, 9469.542986, 9469.542986 ], [ -1564491, -92118, -1547379, -674238415, -137179962, -537058453 ], [ 0.502536, 3.395093, 0.174867, 0.704173, 1.461115, 0.346466 ], [ 64, 32, 32, 64, 32, 32 ], [ 38, 16, 22, 39, 17, 22 ], [ 26, 16, 10, 25, 15, 10 ], [ 59.375, 50, 68.75, 60.9375, 53.125, 68.75 ], [ 0.343841, 3.395093, 0.079485, 0.451393, 1.289219, 0.157485 ], [ 124844, 124844, 46198, 153908461, 153908461, 52565813 ], [ -1175439, -43392, -1175439, -485384035, -91416177, -485384035 ], [ 98, 120, 76, 98, 120, 76 ], [ 88, 124, 62, 96, 133, 68 ], [ 113, 116, 108, 101, 105, 95 ], [ 6311, 3852, 2459, 6311, 3852, 2459 ], [ 0, 0, 0, 48.650169, 48.650169, 74.316835 ], [ 0, 0, 0, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -723062, -151625, -578379, -721870, 397590, -577821 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6777, "evaluation_days": 2259, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1569196800000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757489774588, "expiration_time": 1763317728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 25, "offset": 0, "std": 1.17022 } }, "second_band": { "type": "dcm", "factors": { "length": 40, "offset": 200 } } }
# | 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) |
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