Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1176720.6368 | 1150146.1501 | 26574.4867 | 18934694.1904 | 20524261.3651 | -1589567.1747 |
Total P&L (%) | 1176.7206 | 1150.1462 | 26.5745 | 18934.6942 | 20524.2614 | -1589.5672 |
Avg Daily Profit (%) | 0.5205 | 0.5088 | 0.0118 | 0.2325 | 0.236 | 0 |
Buy And Hold Return (%) | 8973.5548 | 8973.5548 | 8973.5548 | 8973.5548 | 8973.5548 | 8973.5548 |
Max Trade Drawdown | -45656 | -55578 | -107258 | -11464479 | -5291546 | -9570442 |
Profit Factor | 4.06 | 8.4506 | 1.1154 | 1.6371 | 2.6256 | 0.907 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 47.3684 | 52.6316 | 42.1053 | 47.3684 | 52.6316 | 42.1053 |
Ratio Avg Win / Avg Loss | 4.5111 | 7.6055 | 1.5337 | 1.819 | 2.363 | 1.2472 |
Largest Winning Trade | 392163 | 392163 | 49069 | 16240174 | 16240174 | 9157925 |
Largest Losing Trade | -33800 | -26183 | -33800 | -5849195 | -3040942 | -5849195 |
Avg Bars in Trades | 85 | 72 | 97 | 85 | 72 | 97 |
Avg Bars in Winners | 124 | 101 | 153 | 124 | 101 | 153 |
Avg Bars in Losers | 49 | 41 | 56 | 49 | 41 | 56 |
Bars Traded | 6471 | 2768 | 3703 | 6471 | 2768 | 3703 |
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 | -202695 | -146218 | -438391 | -49541 | 314386 | -582168 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6782, "evaluation_days": 2260.67, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1566230400000, "last_datapoint_time": 1757606400000, "evaluation_time": 1757627451358, "expiration_time": 1763466048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 21, "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": [ [ 1176720.6368098098, 1150146.1500753888, 26574.4867344207, 18934694.190428466, 20524261.3651288, -1589567.1747003272 ], [ 1176.720637, 1150.14615, 26.574487, 18934.69419, 20524.261365, -1589.567175 ], [ 0.520519, 0.508763, 0.011755, 0.232451, 0.236007, 0 ], [ 8973.554789, 8973.554789, 8973.554789, 8973.554789, 8973.554789, 8973.554789 ], [ -45656, -55578, -107258, -11464479, -5291546, -9570442 ], [ 4.05995, 8.45059, 1.115448, 1.637066, 2.625607, 0.907022 ], [ 76, 38, 38, 76, 38, 38 ], [ 36, 20, 16, 36, 20, 16 ], [ 40, 18, 22, 40, 18, 22 ], [ 47.368421, 52.631579, 42.105263, 47.368421, 52.631579, 42.105263 ], [ 4.511056, 7.605531, 1.533741, 1.818962, 2.363046, 1.247155 ], [ 392163, 392163, 49069, 16240174, 16240174, 9157925 ], [ -33800, -26183, -33800, -5849195, -3040942, -5849195 ], [ 85, 72, 97, 85, 72, 97 ], [ 124, 101, 153, 124, 101, 153 ], [ 49, 41, 56, 49, 41, 56 ], [ 6471, 2768, 3703, 6471, 2768, 3703 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -202695, -146218, -438391, -49541, 314386, -582168 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6782, "evaluation_days": 2260.67, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1566230400000, "last_datapoint_time": 1757606400000, "evaluation_time": 1757627451358, "expiration_time": 1763466048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 21, "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) |
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