Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6514941.0547 | 189168.6565 | -6704109.7112 | 155887031.7237 | -127546162.3802 | 283433194.1039 |
Total P&L (%) | -6514.9411 | 189.1687 | -6704.1097 | 155887.0317 | -127546.1624 | 283433.1941 |
Avg Daily Profit (%) | -2.8861 | 0.0838 | -2.9699 | 0.3262 | 0 | 0.3528 |
Buy And Hold Return (%) | 8798.0916 | 8798.0916 | 8798.0916 | 8798.0916 | 8798.0916 | 8798.0916 |
Max Trade Drawdown | -6713300 | -49537 | -6787752 | -190527966 | -161942791 | -143513342 |
Profit Factor | 0.1073 | 2.0631 | 0.0585 | 1.2768 | 0.5685 | 2.0595 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 95 | 47 | 48 | 73 | 37 | 36 |
Losing Trades | 62 | 32 | 30 | 84 | 42 | 42 |
Profitability (%) | 60.5096 | 59.4937 | 61.5385 | 46.4968 | 46.8354 | 46.1538 |
Ratio Avg Win / Avg Loss | 0.0701 | 1.4047 | 0.0365 | 1.4692 | 0.6454 | 2.4027 |
Largest Winning Trade | 35486 | 34736 | 35486 | 287505107 | 43972665 | 287505107 |
Largest Losing Trade | -6689805 | -32806 | -6689805 | -45003474 | -45003474 | -35106944 |
Avg Bars in Trades | 41 | 22 | 59 | 41 | 22 | 59 |
Avg Bars in Winners | 29 | 19 | 39 | 37 | 23 | 52 |
Avg Bars in Losers | 59 | 27 | 92 | 44 | 21 | 66 |
Bars Traded | 6448 | 1788 | 4660 | 6448 | 1788 | 4660 |
Profit Streak | 82.1605 | 82.1605 | 93.4939 | 82.1605 | 82.1605 | 93.4939 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577630 | -268651 | -612503 | 341329 | -608131 | -21735 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6772, "evaluation_days": 2257.33, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1566345600000, "last_datapoint_time": 1757318400000, "evaluation_time": 1757332271327, "expiration_time": 1763169408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 89, "offset": 0, "multiplier": 1.40495 } }, "second_band": { "type": "kcl", "factors": { "length": 141, "offset": 0, "scalar": 2 } } }
{ "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": [ [ -6514941.05467949, 189168.6565166889, -6704109.711196175, 155887031.72373194, -127546162.38019776, 283433194.10392976 ], [ -6514.941055, 189.168657, -6704.109711, 155887.031724, -127546.16238, 283433.194104 ], [ -2.886127, 0.083802, -2.969929, 0.326241, 0, 0.352803 ], [ 8798.091603, 8798.091603, 8798.091603, 8798.091603, 8798.091603, 8798.091603 ], [ -6713300, -49537, -6787752, -190527966, -161942791, -143513342 ], [ 0.107342, 2.063126, 0.058468, 1.276824, 0.568524, 2.059474 ], [ 157, 79, 78, 157, 79, 78 ], [ 95, 47, 48, 73, 37, 36 ], [ 62, 32, 30, 84, 42, 42 ], [ 60.509554, 59.493671, 61.538462, 46.496815, 46.835443, 46.153846 ], [ 0.070055, 1.404681, 0.036542, 1.469222, 0.645351, 2.40272 ], [ 35486, 34736, 35486, 287505107, 43972665, 287505107 ], [ -6689805, -32806, -6689805, -45003474, -45003474, -35106944 ], [ 41, 22, 59, 41, 22, 59 ], [ 29, 19, 39, 37, 23, 52 ], [ 59, 27, 92, 44, 21, 66 ], [ 6448, 1788, 4660, 6448, 1788, 4660 ], [ 82.160548, 82.160548, 93.493881, 82.160548, 82.160548, 93.493881 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577630, -268651, -612503, 341329, -608131, -21735 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6772, "evaluation_days": 2257.33, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1566345600000, "last_datapoint_time": 1757318400000, "evaluation_time": 1757332271327, "expiration_time": 1763169408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 89, "offset": 0, "multiplier": 1.40495 } }, "second_band": { "type": "kcl", "factors": { "length": 141, "offset": 0, "scalar": 2 } } }
# | 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) |
---|