Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -11638411.2307 | 110841.0061 | -11749252.2368 | 76601531.2337 | -55036762.5457 | 131638293.7794 |
Total P&L (%) | -11638.4112 | 110.841 | -11749.2522 | 76601.5312 | -55036.7625 | 131638.2938 |
Avg Daily Profit (%) | -5.1497 | 0.049 | -5.1988 | 0.2943 | 0 | 0.3184 |
Buy And Hold Return (%) | 9312.8427 | 9312.8427 | 9312.8427 | 9312.8427 | 9312.8427 | 9312.8427 |
Max Trade Drawdown | -11751804 | -41585 | -11824290 | -83169191 | -82917830 | -79694671 |
Profit Factor | 0.052 | 1.6264 | 0.029 | 1.2795 | 0.5875 | 1.9362 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 75 | 37 | 38 | 49 | 29 | 20 |
Losing Trades | 35 | 18 | 17 | 61 | 26 | 35 |
Profitability (%) | 68.1818 | 67.2727 | 69.0909 | 44.5455 | 52.7273 | 36.3636 |
Ratio Avg Win / Avg Loss | 0.0243 | 0.7912 | 0.013 | 1.5929 | 0.5268 | 3.3883 |
Largest Winning Trade | 33503 | 30706 | 33503 | 159327858 | 16941734 | 159327858 |
Largest Losing Trade | -11740011 | -29562 | -11740011 | -24850955 | -24850955 | -21353975 |
Avg Bars in Trades | 57 | 36 | 79 | 57 | 36 | 79 |
Avg Bars in Winners | 39 | 28 | 50 | 52 | 40 | 69 |
Avg Bars in Losers | 97 | 53 | 144 | 62 | 31 | 84 |
Bars Traded | 6365 | 2001 | 4364 | 6365 | 2001 | 4364 |
Profit Streak | 93.526 | 162.526 | 93.526 | 93.526 | 162.526 | 93.526 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576769 | -469323 | -757799 | 339996 | -759097 | -172350 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6780, "evaluation_days": 2260, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1566547200000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757565450033, "expiration_time": 1763406720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 148, "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": [ [ -11638411.230733013, 110841.0060985537, -11749252.236831566, 76601531.23368548, -55036762.54570477, 131638293.77939028 ], [ -11638.411231, 110.841006, -11749.252237, 76601.531234, -55036.762546, 131638.293779 ], [ -5.149739, 0.049045, -5.198784, 0.294349, 0, 0.318355 ], [ 9312.842664, 9312.842664, 9312.842664, 9312.842664, 9312.842664, 9312.842664 ], [ -11751804, -41585, -11824290, -83169191, -82917830, -79694671 ], [ 0.051984, 1.626387, 0.028959, 1.27952, 0.587536, 1.936178 ], [ 110, 55, 55, 110, 55, 55 ], [ 75, 37, 38, 49, 29, 20 ], [ 35, 18, 17, 61, 26, 35 ], [ 68.181818, 67.272727, 69.090909, 44.545455, 52.727273, 36.363636 ], [ 0.024259, 0.791215, 0.012955, 1.592872, 0.526756, 3.388311 ], [ 33503, 30706, 33503, 159327858, 16941734, 159327858 ], [ -11740011, -29562, -11740011, -24850955, -24850955, -21353975 ], [ 57, 36, 79, 57, 36, 79 ], [ 39, 28, 50, 52, 40, 69 ], [ 97, 53, 144, 62, 31, 84 ], [ 6365, 2001, 4364, 6365, 2001, 4364 ], [ 93.526042, 162.526042, 93.526042, 93.526042, 162.526042, 93.526042 ], [ 3, 4, 1, 3, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576769, -469323, -757799, 339996, -759097, -172350 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6780, "evaluation_days": 2260, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1566547200000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757565450033, "expiration_time": 1763406720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 148, "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) |
---|