Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5550956.359 | 294162.7682 | -5845119.1273 | 493505423.9897 | -333726132.7261 | 827231556.7158 |
Total P&L (%) | -5550.9564 | 294.1628 | -5845.1191 | 493505.424 | -333726.1327 | 827231.5567 |
Avg Daily Profit (%) | -2.4436 | 0.1295 | -2.573 | 0.3751 | 0 | 0.3979 |
Buy And Hold Return (%) | 9759.2828 | 9759.2828 | 9759.2828 | 9759.2828 | 9759.2828 | 9759.2828 |
Max Trade Drawdown | -5884670 | -69205 | -5928944 | -716775231 | -505198573 | -440798825 |
Profit Factor | 0.1269 | 2.7262 | 0.0554 | 1.372 | 0.5912 | 2.6203 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 119 | 58 | 61 | 57 | 30 | 27 |
Losing Trades | 32 | 18 | 14 | 94 | 46 | 48 |
Profitability (%) | 78.8079 | 76.3158 | 81.3333 | 37.7483 | 39.4737 | 36 |
Ratio Avg Win / Avg Loss | 0.0341 | 0.8461 | 0.0127 | 2.2625 | 0.9064 | 4.6584 |
Largest Winning Trade | 47960 | 47960 | 23015 | 744006897 | 120177293 | 744006897 |
Largest Losing Trade | -5879470 | -42150 | -5879470 | -175100047 | -175100047 | -91763576 |
Avg Bars in Trades | 42 | 47 | 37 | 42 | 47 | 37 |
Avg Bars in Winners | 23 | 31 | 16 | 65 | 72 | 58 |
Avg Bars in Losers | 112 | 97 | 132 | 28 | 30 | 26 |
Bars Traded | 6427 | 3578 | 2849 | 6427 | 3578 | 2849 |
Profit Streak | 136.477 | 136.477 | 242.1436 | 136.477 | 136.477 | 357.1436 |
Trades During Streak | 12 | 6 | 7 | 12 | 6 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574343 | -227825 | -631992 | 317738 | -632881 | -46234 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6815, "evaluation_days": 2271.67, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1569312000000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758569210865, "expiration_time": 1764444960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 244, "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": [ [ -5550956.359043646, 294162.7682421124, -5845119.127285756, 493505423.9897021, -333726132.72614205, 827231556.7158444 ], [ -5550.956359, 294.162768, -5845.119127, 493505.42399, -333726.132726, 827231.556716 ], [ -2.443558, 0.129492, -2.573049, 0.375066, 0, 0.397889 ], [ 9759.282796, 9759.282796, 9759.282796, 9759.282796, 9759.282796, 9759.282796 ], [ -5884670, -69205, -5928944, -716775231, -505198573, -440798825 ], [ 0.126936, 2.726249, 0.055352, 1.371951, 0.591157, 2.620334 ], [ 151, 76, 75, 151, 76, 75 ], [ 119, 58, 61, 57, 30, 27 ], [ 32, 18, 14, 94, 46, 48 ], [ 78.807947, 76.315789, 81.333333, 37.748344, 39.473684, 36 ], [ 0.034134, 0.846077, 0.012704, 2.262516, 0.906441, 4.658372 ], [ 47960, 47960, 23015, 744006897, 120177293, 744006897 ], [ -5879470, -42150, -5879470, -175100047, -175100047, -91763576 ], [ 42, 47, 37, 42, 47, 37 ], [ 23, 31, 16, 65, 72, 58 ], [ 112, 97, 132, 28, 30, 26 ], [ 6427, 3578, 2849, 6427, 3578, 2849 ], [ 136.476977, 136.476978, 242.143644, 136.476978, 136.476978, 357.143644 ], [ 12, 6, 7, 12, 6, 8 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574343, -227825, -631992, 317738, -632881, -46234 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6815, "evaluation_days": 2271.67, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1569312000000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758569210865, "expiration_time": 1764444960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 244, "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) |
---|