Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9419000.1817 | 100251.1278 | -9519251.3095 | 62868566.3892 | 17509673.7553 | 45358892.6339 |
Total P&L (%) | -9419.0002 | 100.2511 | -9519.2513 | 62868.5664 | 17509.6738 | 45358.8926 |
Avg Daily Profit (%) | -4.1414 | 0.0441 | -4.1855 | 0.2838 | 0.2276 | 0.2694 |
Buy And Hold Return (%) | 8229.5162 | 8229.5162 | 8229.5162 | 8229.5162 | 8229.5162 | 8229.5162 |
Max Trade Drawdown | -9624864 | -41660 | -9651900 | -62631765 | -14708391 | -56823493 |
Profit Factor | 0.0564 | 2.2378 | 0.0385 | 1.546 | 1.6291 | 1.5194 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 72 | 38 | 34 | 52 | 27 | 25 |
Losing Trades | 25 | 11 | 14 | 45 | 22 | 23 |
Profitability (%) | 74.2268 | 77.551 | 70.8333 | 53.6082 | 55.102 | 52.0833 |
Ratio Avg Win / Avg Loss | 0.0196 | 0.6478 | 0.0159 | 1.3378 | 1.3274 | 1.3979 |
Largest Winning Trade | 23897 | 16869 | 23897 | 42808291 | 12240074 | 42808291 |
Largest Losing Trade | -9506410 | -19610 | -9506410 | -12486863 | -5458858 | -12486863 |
Avg Bars in Trades | 66 | 15 | 118 | 66 | 15 | 118 |
Avg Bars in Winners | 30 | 10 | 53 | 62 | 16 | 111 |
Avg Bars in Losers | 168 | 29 | 277 | 70 | 13 | 125 |
Bars Traded | 6420 | 737 | 5683 | 6420 | 737 | 5683 |
Profit Streak | 0 | 0 | 115.1 | 0 | 0 | 115.1 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577101 | -294385 | -577030 | 398411 | 188816 | 373704 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6823, "evaluation_days": 2274.33, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1563926400000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758795841821, "expiration_time": 1764682272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 57, "offset": 0, "scalar": 2 } } }
{ "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": [ [ -9419000.181692533, 100251.1278366706, -9519251.309529204, 62868566.38924585, 17509673.755319715, 45358892.63392615 ], [ -9419.000182, 100.251128, -9519.25131, 62868.566389, 17509.673755, 45358.892634 ], [ -4.14144, 0.044079, -4.185519, 0.283792, 0.227624, 0.269426 ], [ 8229.516175, 8229.516175, 8229.516175, 8229.516175, 8229.516175, 8229.516175 ], [ -9624864, -41660, -9651900, -62631765, -14708391, -56823493 ], [ 0.056366, 2.237838, 0.038521, 1.545955, 1.629133, 1.519444 ], [ 97, 49, 48, 97, 49, 48 ], [ 72, 38, 34, 52, 27, 25 ], [ 25, 11, 14, 45, 22, 23 ], [ 74.226804, 77.55102, 70.833333, 53.608247, 55.102041, 52.083333 ], [ 0.019572, 0.647795, 0.015862, 1.337846, 1.327441, 1.397889 ], [ 23897, 16869, 23897, 42808291, 12240074, 42808291 ], [ -9506410, -19610, -9506410, -12486863, -5458858, -12486863 ], [ 66, 15, 118, 66, 15, 118 ], [ 30, 10, 53, 62, 16, 111 ], [ 168, 29, 277, 70, 13, 125 ], [ 6420, 737, 5683, 6420, 737, 5683 ], [ 0, 0, 115.100021, 0, 0, 115.100021 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577101, -294385, -577030, 398411, 188816, 373704 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6823, "evaluation_days": 2274.33, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1563926400000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758795841821, "expiration_time": 1764682272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 57, "offset": 0, "scalar": 2 } } }
# | 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) |
---|