Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257307.2113 | 777307.3046 | -520000.0933 | 25634590.9944 | 17206338.1178 | 8428252.8767 |
Total P&L (%) | 257.3072 | 777.3073 | -520.0001 | 25634.591 | 17206.3381 | 8428.2529 |
Avg Daily Profit (%) | 0.1138 | 0.3436 | -0.2299 | 0.2457 | 0.2281 | 0.1967 |
Buy And Hold Return (%) | 9301.841 | 9301.841 | 9301.841 | 9301.841 | 9301.841 | 9301.841 |
Max Trade Drawdown | -686896 | -52851 | -773017 | -5494440 | -2867631 | -6339261 |
Profit Factor | 1.2401 | 5.2002 | 0.4134 | 2.7819 | 4.012 | 1.9718 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 63.7363 | 60.8696 | 66.6667 | 63.7363 | 60.8696 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.7056 | 3.343 | 0.2067 | 1.5828 | 2.5792 | 0.9859 |
Largest Winning Trade | 306485 | 306485 | 53226 | 10568256 | 10568256 | 8478654 |
Largest Losing Trade | -511808 | -28277 | -511808 | -5105244 | -1568350 | -5105244 |
Avg Bars in Trades | 71 | 73 | 68 | 71 | 73 | 68 |
Avg Bars in Winners | 86 | 89 | 83 | 87 | 86 | 87 |
Avg Bars in Losers | 45 | 49 | 40 | 43 | 53 | 31 |
Bars Traded | 6486 | 3390 | 3096 | 6486 | 3390 | 3096 |
Profit Streak | 0 | 0 | 30.3477 | 0 | 0 | 30.3477 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -206562 | -147088 | -578011 | 457577 | 321860 | -154033 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6786, "evaluation_days": 2262, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1565136000000, "last_datapoint_time": 1757721600000, "evaluation_time": 1757722839034, "expiration_time": 1763584704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 99, "offset": 0, "a": 0.96997 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 257307.2113412378, 777307.3046183044, -520000.0932770666, 25634590.99444905, 17206338.11779642, 8428252.876652617 ], [ 257.307211, 777.307305, -520.000093, 25634.590994, 17206.338118, 8428.252877 ], [ 0.113752, 0.343637, -0.229885, 0.245678, 0.228096, 0.196744 ], [ 9301.841016, 9301.841016, 9301.841016, 9301.841016, 9301.841016, 9301.841016 ], [ -686896, -52851, -773017, -5494440, -2867631, -6339261 ], [ 1.240137, 5.200154, 0.413381, 2.781938, 4.01201, 1.971757 ], [ 91, 46, 45, 91, 46, 45 ], [ 58, 28, 30, 58, 28, 30 ], [ 33, 18, 15, 33, 18, 15 ], [ 63.736264, 60.869565, 66.666667, 63.736264, 60.869565, 66.666667 ], [ 0.705595, 3.342956, 0.20669, 1.582827, 2.57915, 0.985878 ], [ 306485, 306485, 53226, 10568256, 10568256, 8478654 ], [ -511808, -28277, -511808, -5105244, -1568350, -5105244 ], [ 71, 73, 68, 71, 73, 68 ], [ 86, 89, 83, 87, 86, 87 ], [ 45, 49, 40, 43, 53, 31 ], [ 6486, 3390, 3096, 6486, 3390, 3096 ], [ 0, 0, 30.347674, 0, 0, 30.347674 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -206562, -147088, -578011, 457577, 321860, -154033 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6786, "evaluation_days": 2262, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1565136000000, "last_datapoint_time": 1757721600000, "evaluation_time": 1757722839034, "expiration_time": 1763584704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 99, "offset": 0, "a": 0.96997 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|