Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3557559.5734 | 72751.9318 | -3630311.5052 | 351760675.1865 | 51454075.8168 | 300306599.3697 |
Total P&L (%) | -3557.5596 | 72.7519 | -3630.3115 | 351760.6752 | 51454.0758 | 300306.5994 |
Avg Daily Profit (%) | -1.5667 | 0.032 | -1.5988 | 0.3603 | 0.2754 | 0.3533 |
Buy And Hold Return (%) | 10502.8913 | 10502.8913 | 10502.8913 | 10502.8913 | 10502.8913 | 10502.8913 |
Max Trade Drawdown | -3753801 | -82057 | -3750361 | -201267718 | -64689933 | -204312341 |
Profit Factor | 0.1398 | 1.3947 | 0.0813 | 1.8616 | 1.2765 | 2.3518 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 60.3448 | 58.6207 | 62.069 | 60.3448 | 58.6207 | 62.069 |
Ratio Avg Win / Avg Loss | 0.0919 | 0.9845 | 0.0497 | 1.2234 | 0.9011 | 1.4372 |
Largest Winning Trade | 61316 | 61316 | 56108 | 262324185 | 138898449 | 262324185 |
Largest Losing Trade | -2661690 | -40933 | -2661690 | -174917661 | -57517625 | -174917661 |
Avg Bars in Trades | 111 | 71 | 150 | 111 | 71 | 150 |
Avg Bars in Winners | 81 | 56 | 105 | 88 | 66 | 109 |
Avg Bars in Losers | 155 | 91 | 225 | 145 | 78 | 218 |
Bars Traded | 6439 | 2061 | 4378 | 6439 | 2061 | 4378 |
Profit Streak | 0 | 0 | 305.4679 | 0 | 0 | 380.1345 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758936 | -315805 | -577921 | -166329 | 237428 | 561087 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6812, "evaluation_days": 2270.67, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1567814400000, "last_datapoint_time": 1758470400000, "evaluation_time": 1758482024448, "expiration_time": 1764355968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 192, "offset": 0, "scalar": 5 } } }
{ "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": [ [ -3557559.573422749, 72751.9318160866, -3630311.5052388352, 351760675.1865224, 51454075.816841535, 300306599.3696809 ], [ -3557.559573, 72.751932, -3630.311505, 351760.675187, 51454.075817, 300306.59937 ], [ -1.566744, 0.03204, -1.598784, 0.360269, 0.275417, 0.353282 ], [ 10502.891294, 10502.891294, 10502.891294, 10502.891294, 10502.891294, 10502.891294 ], [ -3753801, -82057, -3750361, -201267718, -64689933, -204312341 ], [ 0.139791, 1.394709, 0.081253, 1.861628, 1.276499, 2.351758 ], [ 58, 29, 29, 58, 29, 29 ], [ 35, 17, 18, 35, 17, 18 ], [ 23, 12, 11, 23, 12, 11 ], [ 60.344828, 58.62069, 62.068966, 60.344828, 58.62069, 62.068966 ], [ 0.091863, 0.984501, 0.049655, 1.223355, 0.901058, 1.437185 ], [ 61316, 61316, 56108, 262324185, 138898449, 262324185 ], [ -2661690, -40933, -2661690, -174917661, -57517625, -174917661 ], [ 111, 71, 150, 111, 71, 150 ], [ 81, 56, 105, 88, 66, 109 ], [ 155, 91, 225, 145, 78, 218 ], [ 6439, 2061, 4378, 6439, 2061, 4378 ], [ 0, 0, 305.467875, 0, 0, 380.134542 ], [ 0, 0, 3, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -758936, -315805, -577921, -166329, 237428, 561087 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6812, "evaluation_days": 2270.67, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1567814400000, "last_datapoint_time": 1758470400000, "evaluation_time": 1758482024448, "expiration_time": 1764355968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 192, "offset": 0, "scalar": 5 } } }
# | 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) |
---|