Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1476804.9479 | 1501741.7105 | -24936.7626 | 5239567.9022 | 23210320.3527 | -17970752.4505 |
Total P&L (%) | 1476.8049 | 1501.7417 | -24.9368 | 5239.5679 | 23210.3204 | -17970.7525 |
Avg Daily Profit (%) | 0.6526 | 0.6636 | -0.011 | 0.1759 | 0.2412 | 0 |
Buy And Hold Return (%) | 11382.7353 | 11382.7353 | 11382.7353 | 11382.7353 | 11382.7353 | 11382.7353 |
Max Trade Drawdown | -170618 | -107371 | -95911 | -22577862 | -5696952 | -19908493 |
Profit Factor | 5.6616 | 9.965 | 0.833 | 1.1826 | 4.2001 | 0.1617 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 60 | 59.4595 | 60.5263 | 60 | 59.4595 | 60.5263 |
Ratio Avg Win / Avg Loss | 3.7744 | 6.7943 | 0.5432 | 0.7884 | 2.8637 | 0.1055 |
Largest Winning Trade | 782829 | 782829 | 23476 | 19059629 | 19059629 | 1007725 |
Largest Losing Trade | -76664 | -76664 | -70702 | -16389806 | -5206681 | -16389806 |
Avg Bars in Trades | 70 | 136 | 6 | 70 | 136 | 6 |
Avg Bars in Winners | 23 | 42 | 5 | 23 | 42 | 5 |
Avg Bars in Losers | 141 | 276 | 7 | 141 | 276 | 7 |
Bars Traded | 5305 | 5067 | 238 | 5305 | 5067 | 238 |
Profit Streak | 275.1594 | 0 | 283.1594 | 275.1594 | 0 | 283.1594 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -204706 | -144017 | -578153 | -238369 | 367251 | -578153 |
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{ "first_band": { "type": "kcl", "factors": { "length": 7, "offset": 0, "scalar": 5 } }, "second_band": { "type": "ema", "factors": { "length": 184, "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": [ [ 1476804.947915651, 1501741.7104778793, -24936.762562228, 5239567.902226231, 23210320.35273235, -17970752.45050612 ], [ 1476.804948, 1501.74171, -24.936763, 5239.567902, 23210.320353, -17970.752451 ], [ 0.652587, 0.663607, -0.011019, 0.175927, 0.241187, 0 ], [ 11382.735274, 11382.735274, 11382.735274, 11382.735274, 11382.735274, 11382.735274 ], [ -170618, -107371, -95911, -22577862, -5696952, -19908493 ], [ 5.661563, 9.965045, 0.832969, 1.182623, 4.20005, 0.161717 ], [ 75, 37, 38, 75, 37, 38 ], [ 45, 22, 23, 45, 22, 23 ], [ 30, 15, 15, 30, 15, 15 ], [ 60, 59.459459, 60.526316, 60, 59.459459, 60.526316 ], [ 3.774376, 6.794349, 0.54324, 0.788415, 2.86367, 0.105468 ], [ 782829, 782829, 23476, 19059629, 19059629, 1007725 ], [ -76664, -76664, -70702, -16389806, -5206681, -16389806 ], [ 70, 136, 6, 70, 136, 6 ], [ 23, 42, 5, 23, 42, 5 ], [ 141, 276, 7, 141, 276, 7 ], [ 5305, 5067, 238, 5305, 5067, 238 ], [ 275.159373, 0, 283.159373, 275.159373, 0, 283.159373 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -204706, -144017, -578153, -238369, 367251, -578153 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6789, "evaluation_days": 2263, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1567584000000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757821769804, "expiration_time": 1763673696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 7, "offset": 0, "scalar": 5 } }, "second_band": { "type": "ema", "factors": { "length": 184, "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) |
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