Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7951975.6096 | 231861.8026 | -8183837.4121 | 78632789.9464 | -60124200.5625 | 138756990.5089 |
Total P&L (%) | -7951.9756 | 231.8618 | -8183.8374 | 78632.7899 | -60124.2006 | 138756.9905 |
Avg Daily Profit (%) | -3.517 | 0.1025 | -3.6196 | 0.2954 | 0 | 0.3205 |
Buy And Hold Return (%) | 10635.4744 | 10635.4744 | 10635.4744 | 10635.4744 | 10635.4744 | 10635.4744 |
Max Trade Drawdown | -8203806 | -90165 | -8261549 | -132313647 | -97971294 | -80111237 |
Profit Factor | 0.0798 | 2.1827 | 0.031 | 1.3038 | 0.632 | 2.4543 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 47 | 23 | 24 | 41 | 23 | 18 |
Losing Trades | 37 | 19 | 18 | 43 | 19 | 24 |
Profitability (%) | 55.9524 | 54.7619 | 57.1429 | 48.8095 | 54.7619 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.0629 | 1.8031 | 0.0233 | 1.3674 | 0.5221 | 3.2724 |
Largest Winning Trade | 113556 | 113556 | 39421 | 152397248 | 40588927 | 152397248 |
Largest Losing Trade | -8181697 | -43909 | -8181697 | -45761437 | -45761437 | -19018734 |
Avg Bars in Trades | 75 | 80 | 70 | 75 | 80 | 70 |
Avg Bars in Winners | 50 | 69 | 32 | 81 | 87 | 72 |
Avg Bars in Losers | 107 | 94 | 120 | 70 | 72 | 67 |
Bars Traded | 6336 | 3394 | 2942 | 6336 | 3394 | 2942 |
Profit Streak | 41.5929 | 91.5929 | 0 | 41.5929 | 91.5929 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579231 | -215679 | -579808 | 333787 | -578757 | 396380 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6783, "evaluation_days": 2261, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1569254400000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757657625747, "expiration_time": 1763495712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 17, "offset": 225 } } }
{ "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": [ [ -7951975.609559611, 231861.8025787692, -8183837.412138381, 78632789.94644748, -60124200.5624771, 138756990.50892457 ], [ -7951.97561, 231.861803, -8183.837412, 78632.789946, -60124.200562, 138756.990509 ], [ -3.517017, 0.102548, -3.619565, 0.295378, 0, 0.320549 ], [ 10635.474381, 10635.474381, 10635.474381, 10635.474381, 10635.474381, 10635.474381 ], [ -8203806, -90165, -8261549, -132313647, -97971294, -80111237 ], [ 0.079836, 2.182737, 0.031025, 1.303835, 0.632022, 2.454313 ], [ 84, 42, 42, 84, 42, 42 ], [ 47, 23, 24, 41, 23, 18 ], [ 37, 19, 18, 43, 19, 24 ], [ 55.952381, 54.761905, 57.142857, 48.809524, 54.761905, 42.857143 ], [ 0.06285, 1.803131, 0.023269, 1.367436, 0.522105, 3.272417 ], [ 113556, 113556, 39421, 152397248, 40588927, 152397248 ], [ -8181697, -43909, -8181697, -45761437, -45761437, -19018734 ], [ 75, 80, 70, 75, 80, 70 ], [ 50, 69, 32, 81, 87, 72 ], [ 107, 94, 120, 70, 72, 67 ], [ 6336, 3394, 2942, 6336, 3394, 2942 ], [ 41.59289, 91.59289, 0, 41.592891, 91.592891, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -579231, -215679, -579808, 333787, -578757, 396380 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6783, "evaluation_days": 2261, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1569254400000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757657625747, "expiration_time": 1763495712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 17, "offset": 225 } } }
# | 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) |
---|