Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 15025440.9291 | 15264112.4158 | -238671.4867 | 843567.3521 | 1245353.9337 | -401786.5816 |
Total P&L (%) | 15025.4409 | 15264.1124 | -238.6715 | 843.5674 | 1245.3539 | -401.7866 |
Avg Daily Profit (%) | 6.6573 | 6.763 | -0.1057 | 0.0995 | 0.1152 | 0 |
Buy And Hold Return (%) | 10121.8333 | 10121.8333 | 10121.8333 | 10121.8333 | 10121.8333 | 10121.8333 |
Max Trade Drawdown | -314230 | -90129 | -313804 | -8794013 | -3435911 | -8884743 |
Profit Factor | 20.1067 | 61.079 | 0.5516 | 1.0522 | 1.2077 | 0.9604 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 55 | 27 | 28 | 53 | 29 | 24 |
Losing Trades | 55 | 28 | 27 | 57 | 26 | 31 |
Profitability (%) | 50 | 49.0909 | 50.9091 | 48.1818 | 52.7273 | 43.6364 |
Ratio Avg Win / Avg Loss | 20.1067 | 63.3412 | 0.5319 | 1.1316 | 1.0827 | 1.2406 |
Largest Winning Trade | 15282110 | 15282110 | 46856 | 4265594 | 4265594 | 1918661 |
Largest Losing Trade | -163471 | -45385 | -163471 | -7292300 | -1706141 | -7292300 |
Avg Bars in Trades | 38 | 37 | 38 | 38 | 37 | 38 |
Avg Bars in Winners | 40 | 34 | 45 | 44 | 36 | 52 |
Avg Bars in Losers | 36 | 39 | 32 | 32 | 37 | 28 |
Bars Traded | 4203 | 2059 | 2144 | 4203 | 2059 | 2144 |
Profit Streak | 24.9293 | 0 | 28.4293 | 24.9293 | 0 | 28.4293 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369011 | -166105 | -759707 | -388459 | -384709 | -760632 |
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4514, "evaluation_days": 2257, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1570838400000, "last_datapoint_time": 1757289600000, "evaluation_time": 1757326689469, "expiration_time": 1763139744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 197 } }, "second_band": { "type": "alma", "factors": { "length": 134, "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": [ [ 15025440.929095555, 15264112.41578486, -238671.4866893073, 843567.352094978, 1245353.9337224597, -401786.581627482 ], [ 15025.440929, 15264.112416, -238.671487, 843.567352, 1245.353934, -401.786582 ], [ 6.657262, 6.763009, -0.105747, 0.099496, 0.11523, 0 ], [ 10121.833297, 10121.833297, 10121.833297, 10121.833297, 10121.833297, 10121.833297 ], [ -314230, -90129, -313804, -8794013, -3435911, -8884743 ], [ 20.1067, 61.079004, 0.551647, 1.052223, 1.207668, 0.96044 ], [ 110, 55, 55, 110, 55, 55 ], [ 55, 27, 28, 53, 29, 24 ], [ 55, 28, 27, 57, 26, 31 ], [ 50, 49.090909, 50.909091, 48.181818, 52.727273, 43.636364 ], [ 20.1067, 63.341189, 0.531945, 1.131636, 1.082737, 1.240568 ], [ 15282110, 15282110, 46856, 4265594, 4265594, 1918661 ], [ -163471, -45385, -163471, -7292300, -1706141, -7292300 ], [ 38, 37, 38, 38, 37, 38 ], [ 40, 34, 45, 44, 36, 52 ], [ 36, 39, 32, 32, 37, 28 ], [ 4203, 2059, 2144, 4203, 2059, 2144 ], [ 24.929276, 0, 28.429276, 24.929276, 0, 28.429276 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 369011, -166105, -759707, -388459, -384709, -760632 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4514, "evaluation_days": 2257, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1570838400000, "last_datapoint_time": 1757289600000, "evaluation_time": 1757326689469, "expiration_time": 1763139744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 197 } }, "second_band": { "type": "alma", "factors": { "length": 134, "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) |
---|