Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2686779.8678 | 2595027.1944 | 91752.6734 | 61102142.2676 | 48705205.1448 | 12396937.1229 |
Total P&L (%) | 2686.7799 | 2595.0272 | 91.7527 | 61102.1423 | 48705.2051 | 12396.9371 |
Avg Daily Profit (%) | 1.189 | 1.1484 | 0.0406 | 0.2844 | 0.2743 | 0.2139 |
Buy And Hold Return (%) | 8473.5366 | 8473.5366 | 8473.5366 | 8473.5366 | 8473.5366 | 8473.5366 |
Max Trade Drawdown | -72427 | -51759 | -55483 | -17116473 | -14697953 | -7910740 |
Profit Factor | 8.2259 | 15.2085 | 1.485 | 2.5935 | 3.0576 | 1.8448 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 51.5152 | 48.4848 | 54.5455 | 51.5152 | 48.4848 | 54.5455 |
Ratio Avg Win / Avg Loss | 7.7421 | 16.1591 | 1.2375 | 2.4409 | 3.2487 | 1.5373 |
Largest Winning Trade | 1806439 | 1806439 | 44380 | 40728549 | 40728549 | 16122406 |
Largest Losing Trade | -50921 | -28805 | -50921 | -14697953 | -14697953 | -5555735 |
Avg Bars in Trades | 100 | 104 | 96 | 100 | 104 | 96 |
Avg Bars in Winners | 135 | 149 | 122 | 135 | 149 | 122 |
Avg Bars in Losers | 64 | 62 | 66 | 64 | 62 | 66 |
Bars Traded | 6648 | 3453 | 3195 | 6648 | 3453 | 3195 |
Profit Streak | 0 | 220.6003 | 0 | 0 | 220.6003 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -272049 | -143420 | -302666 | -114598 | 505432 | -9506 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6779, "evaluation_days": 2259.67, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1565596800000, "last_datapoint_time": 1757520000000, "evaluation_time": 1757543066127, "expiration_time": 1763377056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 115, "offset": 0, "std": 2.53016 } }, "second_band": { "type": "ema", "factors": { "length": 95, "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": [ [ 2686779.8678075965, 2595027.1944236467, 91752.6733839498, 61102142.267649576, 48705205.14476864, 12396937.122880938 ], [ 2686.779868, 2595.027194, 91.752673, 61102.142268, 48705.205145, 12396.937123 ], [ 1.189014, 1.14841, 0.040604, 0.284373, 0.274328, 0.213891 ], [ 8473.536645, 8473.536645, 8473.536645, 8473.536645, 8473.536645, 8473.536645 ], [ -72427, -51759, -55483, -17116473, -14697953, -7910740 ], [ 8.225943, 15.208527, 1.484988, 2.593472, 3.057614, 1.844791 ], [ 66, 33, 33, 66, 33, 33 ], [ 34, 16, 18, 34, 16, 18 ], [ 32, 17, 15, 32, 17, 15 ], [ 51.515152, 48.484848, 54.545455, 51.515152, 48.484848, 54.545455 ], [ 7.742064, 16.15906, 1.23749, 2.440915, 3.248715, 1.537326 ], [ 1806439, 1806439, 44380, 40728549, 40728549, 16122406 ], [ -50921, -28805, -50921, -14697953, -14697953, -5555735 ], [ 100, 104, 96, 100, 104, 96 ], [ 135, 149, 122, 135, 149, 122 ], [ 64, 62, 66, 64, 62, 66 ], [ 6648, 3453, 3195, 6648, 3453, 3195 ], [ 0, 220.600302, 0, 0, 220.600302, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -272049, -143420, -302666, -114598, 505432, -9506 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6779, "evaluation_days": 2259.67, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1565596800000, "last_datapoint_time": 1757520000000, "evaluation_time": 1757543066127, "expiration_time": 1763377056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 115, "offset": 0, "std": 2.53016 } }, "second_band": { "type": "ema", "factors": { "length": 95, "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) |
---|