Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7988035.8611 | 112532.1291 | -8100567.9902 | 71155315.7222 | 15393795.0577 | 55761520.6645 |
Total P&L (%) | -7988.0359 | 112.5321 | -8100.568 | 71155.3157 | 15393.7951 | 55761.5207 |
Avg Daily Profit (%) | -3.5221 | 0.0496 | -3.5717 | 0.2901 | 0.2226 | 0.2793 |
Buy And Hold Return (%) | 9495.6085 | 9495.6085 | 9495.6085 | 9495.6085 | 9495.6085 | 9495.6085 |
Max Trade Drawdown | -8210428 | -9370 | -8253147 | -40365124 | -9131333 | -31461694 |
Profit Factor | 0.0661 | 4.3326 | 0.0492 | 1.8915 | 2.0719 | 1.852 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 67 | 35 | 32 | 45 | 22 | 23 |
Losing Trades | 28 | 13 | 15 | 50 | 26 | 24 |
Profitability (%) | 70.5263 | 72.9167 | 68.0851 | 47.3684 | 45.8333 | 48.9362 |
Ratio Avg Win / Avg Loss | 0.0276 | 1.6092 | 0.0231 | 2.1017 | 2.4486 | 1.9325 |
Largest Winning Trade | 27468 | 10940 | 27468 | 31025073 | 6446522 | 31025073 |
Largest Losing Trade | -8065019 | -9370 | -8065019 | -18952844 | -2244981 | -18952844 |
Avg Bars in Trades | 67 | 2 | 133 | 67 | 2 | 133 |
Avg Bars in Winners | 30 | 1 | 61 | 77 | 3 | 148 |
Avg Bars in Losers | 156 | 5 | 287 | 58 | 2 | 119 |
Bars Traded | 6414 | 128 | 6286 | 6414 | 128 | 6286 |
Profit Streak | 111.0084 | 204.0084 | 111.0084 | 111.0084 | 204.0084 | 111.0084 |
Trades During Streak | 7 | 8 | 3 | 7 | 8 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576085 | -280297 | -576999 | 472650 | 107614 | 449960 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6804, "evaluation_days": 2268, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1563321600000, "last_datapoint_time": 1758240000000, "evaluation_time": 1758240723801, "expiration_time": 1764118656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 36, "offset": 0, "scalar": 3 } } }
{ "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": [ [ -7988035.861136909, 112532.1291123498, -8100567.990249259, 71155315.72220765, 15393795.057722345, 55761520.664485306 ], [ -7988.035861, 112.532129, -8100.56799, 71155.315722, 15393.795058, 55761.520664 ], [ -3.522062, 0.049617, -3.571679, 0.290052, 0.222603, 0.27929 ], [ 9495.60848, 9495.60848, 9495.60848, 9495.60848, 9495.60848, 9495.60848 ], [ -8210428, -9370, -8253147, -40365124, -9131333, -31461694 ], [ 0.066117, 4.332582, 0.049207, 1.891527, 2.071855, 1.851958 ], [ 95, 48, 47, 95, 48, 47 ], [ 67, 35, 32, 45, 22, 23 ], [ 28, 13, 15, 50, 26, 24 ], [ 70.526316, 72.916667, 68.085106, 47.368421, 45.833333, 48.93617 ], [ 0.027631, 1.609245, 0.023066, 2.101697, 2.448556, 1.932478 ], [ 27468, 10940, 27468, 31025073, 6446522, 31025073 ], [ -8065019, -9370, -8065019, -18952844, -2244981, -18952844 ], [ 67, 2, 133, 67, 2, 133 ], [ 30, 1, 61, 77, 3, 148 ], [ 156, 5, 287, 58, 2, 119 ], [ 6414, 128, 6286, 6414, 128, 6286 ], [ 111.008377, 204.008377, 111.008377, 111.008377, 204.008377, 111.008377 ], [ 7, 8, 3, 7, 8, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576085, -280297, -576999, 472650, 107614, 449960 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6804, "evaluation_days": 2268, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1563321600000, "last_datapoint_time": 1758240000000, "evaluation_time": 1758240723801, "expiration_time": 1764118656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 36, "offset": 0, "scalar": 3 } } }
# | 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) |
---|