Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -696709.9485 | 750614.1484 | -1447324.0969 | 158349630.6871 | -126807056.3302 | 285156687.0173 |
Total P&L (%) | -696.7099 | 750.6141 | -1447.3241 | 158349.6307 | -126807.0563 | 285156.687 |
Avg Daily Profit (%) | -0.308 | 0.3318 | -0.6398 | 0.3263 | 0 | 0.3523 |
Buy And Hold Return (%) | 10970.5934 | 10970.5934 | 10970.5934 | 10970.5934 | 10970.5934 | 10970.5934 |
Max Trade Drawdown | -1459595 | -94982 | -1543024 | -244643325 | -182033388 | -83894375 |
Profit Factor | 0.6714 | 3.581 | 0.2088 | 1.2823 | 0.6557 | 2.4801 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 91 | 44 | 47 | 101 | 49 | 52 |
Losing Trades | 99 | 51 | 48 | 89 | 46 | 43 |
Profitability (%) | 47.8947 | 46.3158 | 49.4737 | 53.1579 | 51.5789 | 54.7368 |
Ratio Avg Win / Avg Loss | 0.7304 | 4.1507 | 0.2133 | 1.13 | 0.6155 | 2.0509 |
Largest Winning Trade | 492739 | 492739 | 41652 | 332663932 | 37052221 | 332663932 |
Largest Losing Trade | -1428197 | -34230 | -1428197 | -114185166 | -114185166 | -35259607 |
Avg Bars in Trades | 33 | 32 | 34 | 33 | 32 | 34 |
Avg Bars in Winners | 40 | 34 | 45 | 29 | 28 | 29 |
Avg Bars in Losers | 27 | 30 | 23 | 38 | 36 | 40 |
Bars Traded | 6344 | 3065 | 3279 | 6344 | 3065 | 3279 |
Profit Streak | 131.8153 | 131.8153 | 135.1486 | 131.8153 | 131.8153 | 135.1486 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579217 | -150632 | -580323 | 427715 | -579914 | 552247 |
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{ "first_band": { "type": "kcb", "factors": { "length": 240, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 184 } } }
{ "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": [ [ -696709.9485223021, 750614.1483591616, -1447324.0968814641, 158349630.68706876, -126807056.33019216, 285156687.01726085 ], [ -696.709949, 750.614148, -1447.324097, 158349.630687, -126807.05633, 285156.687017 ], [ -0.308006, 0.331836, -0.639843, 0.326261, 0, 0.352342 ], [ 10970.593365, 10970.593365, 10970.593365, 10970.593365, 10970.593365, 10970.593365 ], [ -1459595, -94982, -1543024, -244643325, -182033388, -83894375 ], [ 0.671385, 3.581027, 0.208818, 1.28231, 0.655651, 2.480143 ], [ 190, 95, 95, 190, 95, 95 ], [ 91, 44, 47, 101, 49, 52 ], [ 99, 51, 48, 89, 46, 43 ], [ 47.894737, 46.315789, 49.473684, 53.157895, 51.578947, 54.736842 ], [ 0.730407, 4.150736, 0.213261, 1.129956, 0.61551, 2.050888 ], [ 492739, 492739, 41652, 332663932, 37052221, 332663932 ], [ -1428197, -34230, -1428197, -114185166, -114185166, -35259607 ], [ 33, 32, 34, 33, 32, 34 ], [ 40, 34, 45, 29, 28, 29 ], [ 27, 30, 23, 38, 36, 40 ], [ 6344, 3065, 3279, 6344, 3065, 3279 ], [ 131.815276, 131.815276, 135.14861, 131.815277, 131.815277, 135.14861 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -579217, -150632, -580323, 427715, -579914, 552247 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6786, "evaluation_days": 2262, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1569196800000, "last_datapoint_time": 1757721600000, "evaluation_time": 1757734439896, "expiration_time": 1763584704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 240, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 184 } } }
# | 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) |
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