Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1856649.0209 | 1709162.0669 | 147486.954 | 162594966.3908 | 105063870.161 | 57531096.2298 |
Total P&L (%) | 1856.649 | 1709.1621 | 147.487 | 162594.9664 | 105063.8702 | 57531.0962 |
Avg Daily Profit (%) | 0.8212 | 0.7559 | 0.0652 | 0.3276 | 0.3082 | 0.2815 |
Buy And Hold Return (%) | 8557.2868 | 8557.2868 | 8557.2868 | 8557.2868 | 8557.2868 | 8557.2868 |
Max Trade Drawdown | -64010 | -66746 | -61443 | -74215195 | -41433211 | -70606143 |
Profit Factor | 3.4323 | 5.2303 | 1.4105 | 1.3894 | 1.491 | 1.2826 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 119 | 56 | 63 | 119 | 56 | 63 |
Losing Trades | 159 | 83 | 76 | 159 | 83 | 76 |
Profitability (%) | 42.8058 | 40.2878 | 45.3237 | 42.8058 | 40.2878 | 45.3237 |
Ratio Avg Win / Avg Loss | 4.586 | 7.752 | 1.7015 | 1.8564 | 2.2099 | 1.5472 |
Largest Winning Trade | 577564 | 577564 | 46588 | 98016055 | 98016055 | 32063707 |
Largest Losing Trade | -24728 | -19806 | -24728 | -25167584 | -23485493 | -25167584 |
Avg Bars in Trades | 24 | 30 | 17 | 24 | 30 | 17 |
Avg Bars in Winners | 37 | 51 | 23 | 37 | 51 | 23 |
Avg Bars in Losers | 14 | 15 | 12 | 14 | 15 | 12 |
Bars Traded | 6684 | 4212 | 2472 | 6684 | 4212 | 2472 |
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 | -147095 | -148987 | -271465 | 352928 | 265042 | 284826 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6783, "evaluation_days": 2261, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1563811200000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757635395755, "expiration_time": 1763495712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 53, "offset": 0, "std": 3.76747 } }, "second_band": { "type": "bbu", "factors": { "length": 214, "offset": 0, "std": 1.82563 } } }
{ "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": [ [ 1856649.0208684688, 1709162.0669135523, 147486.9539549163, 162594966.39082554, 105063870.16099808, 57531096.229827404 ], [ 1856.649021, 1709.162067, 147.486954, 162594.966391, 105063.870161, 57531.09623 ], [ 0.821163, 0.755932, 0.065231, 0.327579, 0.308219, 0.281539 ], [ 8557.28684, 8557.28684, 8557.28684, 8557.28684, 8557.28684, 8557.28684 ], [ -64010, -66746, -61443, -74215195, -41433211, -70606143 ], [ 3.432269, 5.230252, 1.410476, 1.389385, 1.491032, 1.282565 ], [ 278, 139, 139, 278, 139, 139 ], [ 119, 56, 63, 119, 56, 63 ], [ 159, 83, 76, 159, 83, 76 ], [ 42.805755, 40.28777, 45.323741, 42.805755, 40.28777, 45.323741 ], [ 4.585972, 7.75198, 1.701526, 1.856406, 2.209922, 1.547222 ], [ 577564, 577564, 46588, 98016055, 98016055, 32063707 ], [ -24728, -19806, -24728, -25167584, -23485493, -25167584 ], [ 24, 30, 17, 24, 30, 17 ], [ 37, 51, 23, 37, 51, 23 ], [ 14, 15, 12, 14, 15, 12 ], [ 6684, 4212, 2472, 6684, 4212, 2472 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -147095, -148987, -271465, 352928, 265042, 284826 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6783, "evaluation_days": 2261, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1563811200000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757635395755, "expiration_time": 1763495712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 53, "offset": 0, "std": 3.76747 } }, "second_band": { "type": "bbu", "factors": { "length": 214, "offset": 0, "std": 1.82563 } } }
# | 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) |
---|