Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2293621.8451 | 120886.9958 | -2414508.8409 | 31445638.111 | 27323261.6032 | 4122376.5078 |
Total P&L (%) | -2293.6218 | 120.887 | -2414.5088 | 31445.6381 | 27323.2616 | 4122.3765 |
Avg Daily Profit (%) | -1.0089 | 0.0532 | -1.062 | 0.2534 | 0.2472 | 0.1648 |
Buy And Hold Return (%) | 10096.1591 | 10096.1591 | 10096.1591 | 10096.1591 | 10096.1591 | 10096.1591 |
Max Trade Drawdown | -2464595 | -56535 | -2502397 | -51832290 | -4767075 | -53398240 |
Profit Factor | 0.2165 | 1.784 | 0.1294 | 1.368 | 3.102 | 1.0569 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 44 | 21 | 23 | 48 | 24 | 24 |
Losing Trades | 28 | 15 | 13 | 24 | 12 | 12 |
Profitability (%) | 61.1111 | 58.3333 | 63.8889 | 66.6667 | 66.6667 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.1378 | 1.2743 | 0.0731 | 0.684 | 1.551 | 0.5284 |
Largest Winning Trade | 41390 | 41390 | 30480 | 21171382 | 5885599 | 21171382 |
Largest Losing Trade | -1904470 | -22010 | -1904470 | -51832290 | -3919550 | -51832290 |
Avg Bars in Trades | 55 | 26 | 84 | 55 | 26 | 84 |
Avg Bars in Winners | 41 | 28 | 53 | 46 | 25 | 67 |
Avg Bars in Losers | 76 | 23 | 138 | 73 | 28 | 117 |
Bars Traded | 3979 | 941 | 3038 | 3979 | 941 | 3038 |
Profit Streak | 154.8405 | 210.8405 | 154.8405 | 154.8405 | 210.8405 | 154.8405 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -661485 | -282650 | -578403 | -75669 | 534290 | -314917 |
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4547, "evaluation_days": 2273.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1570968000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758874219157, "expiration_time": 1764608112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 201, "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": [ [ -2293621.8451408315, 120886.995793479, -2414508.840934311, 31445638.111039653, 27323261.60323242, 4122376.5078072473 ], [ -2293.621845, 120.886996, -2414.508841, 31445.638111, 27323.261603, 4122.376508 ], [ -1.008851, 0.053172, -1.062023, 0.253411, 0.247236, 0.164771 ], [ 10096.159066, 10096.159066, 10096.159066, 10096.159066, 10096.159066, 10096.159066 ], [ -2464595, -56535, -2502397, -51832290, -4767075, -53398240 ], [ 0.216548, 1.783962, 0.1294, 1.367976, 3.101971, 1.056894 ], [ 72, 36, 36, 72, 36, 36 ], [ 44, 21, 23, 48, 24, 24 ], [ 28, 15, 13, 24, 12, 12 ], [ 61.111111, 58.333333, 63.888889, 66.666667, 66.666667, 66.666667 ], [ 0.137803, 1.274259, 0.073139, 0.683988, 1.550985, 0.528447 ], [ 41390, 41390, 30480, 21171382, 5885599, 21171382 ], [ -1904470, -22010, -1904470, -51832290, -3919550, -51832290 ], [ 55, 26, 84, 55, 26, 84 ], [ 41, 28, 53, 46, 25, 67 ], [ 76, 23, 138, 73, 28, 117 ], [ 3979, 941, 3038, 3979, 941, 3038 ], [ 154.840499, 210.840499, 154.840499, 154.840499, 210.840499, 154.840499 ], [ 3, 5, 1, 3, 5, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -661485, -282650, -578403, -75669, 534290, -314917 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4547, "evaluation_days": 2273.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1570968000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758874219157, "expiration_time": 1764608112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 201, "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) |
---|