Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2795119.1673 | 2688546.6766 | 106572.4907 | 89052400.9549 | 91905661.3237 | -2853260.3687 |
Total P&L (%) | 2795.1192 | 2688.5467 | 106.5725 | 89052.401 | 91905.6613 | -2853.2604 |
Avg Daily Profit (%) | 1.2337 | 1.1866 | 0.047 | 0.3003 | 0.3017 | 0 |
Buy And Hold Return (%) | 9880.6202 | 9880.6202 | 9880.6202 | 9880.6202 | 9880.6202 | 9880.6202 |
Max Trade Drawdown | -47776 | -78911 | -40311 | -46896635 | -23953923 | -29944905 |
Profit Factor | 8.464 | 15.7367 | 1.5549 | 1.6626 | 2.5086 | 0.9612 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 44.0476 | 42.8571 | 45.2381 | 44.0476 | 42.8571 | 45.2381 |
Ratio Avg Win / Avg Loss | 10.7515 | 20.9823 | 1.8823 | 2.1119 | 3.3448 | 1.1635 |
Largest Winning Trade | 1876764 | 1876764 | 50446 | 85344731 | 85344731 | 34343113 |
Largest Losing Trade | -18900 | -17087 | -18900 | -12986409 | -12986409 | -12549485 |
Avg Bars in Trades | 77 | 73 | 82 | 77 | 73 | 82 |
Avg Bars in Winners | 142 | 139 | 145 | 142 | 139 | 145 |
Avg Bars in Losers | 26 | 23 | 30 | 26 | 23 | 30 |
Bars Traded | 6543 | 3074 | 3470 | 6543 | 3074 | 3470 |
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 | -145797 | -146482 | -294922 | 358325 | 394340 | -580919 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6797, "evaluation_days": 2265.67, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1565827200000, "last_datapoint_time": 1758038400000, "evaluation_time": 1758042980108, "expiration_time": 1763911008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 123, "offset": 0, "std": 4.48688 } }, "second_band": { "type": "fwma", "factors": { "length": 54, "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": [ [ 2795119.1672704024, 2688546.6765770726, 106572.4906933295, 89052400.95493452, 91905661.32365412, -2853260.3687195806 ], [ 2795.119167, 2688.546677, 106.572491, 89052.400955, 91905.661324, -2853.260369 ], [ 1.233683, 1.186645, 0.047038, 0.30027, 0.301665, 0 ], [ 9880.620155, 9880.620155, 9880.620155, 9880.620155, 9880.620155, 9880.620155 ], [ -47776, -78911, -40311, -46896635, -23953923, -29944905 ], [ 8.463983, 15.736692, 1.554944, 1.662556, 2.508584, 0.961172 ], [ 84, 42, 42, 84, 42, 42 ], [ 37, 18, 19, 37, 18, 19 ], [ 47, 24, 23, 47, 24, 23 ], [ 44.047619, 42.857143, 45.238095, 44.047619, 42.857143, 45.238095 ], [ 10.751547, 20.982256, 1.8823, 2.111896, 3.344779, 1.163525 ], [ 1876764, 1876764, 50446, 85344731, 85344731, 34343113 ], [ -18900, -17087, -18900, -12986409, -12986409, -12549485 ], [ 77, 73, 82, 77, 73, 82 ], [ 142, 139, 145, 142, 139, 145 ], [ 26, 23, 30, 26, 23, 30 ], [ 6543, 3074, 3470, 6543, 3074, 3470 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -145797, -146482, -294922, 358325, 394340, -580919 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6797, "evaluation_days": 2265.67, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1565827200000, "last_datapoint_time": 1758038400000, "evaluation_time": 1758042980108, "expiration_time": 1763911008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 123, "offset": 0, "std": 4.48688 } }, "second_band": { "type": "fwma", "factors": { "length": 54, "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) |
---|