Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9303923.3376 | 232242.3539 | -9536165.6915 | 434750354.0244 | -307726632.2554 | 742476986.2798 |
Total P&L (%) | -9303.9233 | 232.2424 | -9536.1657 | 434750.354 | -307726.6323 | 742476.9863 |
Avg Daily Profit (%) | -4.1009 | 0.1024 | -4.2033 | 0.3699 | 0 | 0.3936 |
Buy And Hold Return (%) | 12746.3256 | 12746.3256 | 12746.3256 | 12746.3256 | 12746.3256 | 12746.3256 |
Max Trade Drawdown | -9612757 | -48983 | -9629202 | -512996858 | -460291584 | -266671603 |
Profit Factor | 0.0708 | 2.6694 | 0.0342 | 1.4081 | 0.503 | 2.6642 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 71 | 34 | 37 | 33 | 17 | 16 |
Losing Trades | 17 | 10 | 7 | 55 | 27 | 28 |
Profitability (%) | 80.6818 | 77.2727 | 84.0909 | 37.5 | 38.6364 | 36.3636 |
Ratio Avg Win / Avg Loss | 0.017 | 0.7851 | 0.0065 | 2.3468 | 0.7989 | 4.6623 |
Largest Winning Trade | 50959 | 50959 | 32270 | 816228445 | 120386093 | 816228445 |
Largest Losing Trade | -9611928 | -48983 | -9611928 | -193576501 | -193576501 | -44190683 |
Avg Bars in Trades | 96 | 103 | 88 | 96 | 103 | 88 |
Avg Bars in Winners | 58 | 69 | 49 | 146 | 153 | 138 |
Avg Bars in Losers | 252 | 220 | 298 | 66 | 72 | 60 |
Bars Traded | 8468 | 4564 | 3904 | 8468 | 4564 | 3904 |
Profit Streak | 134.1484 | 134.1484 | 242.8984 | 134.1484 | 134.1484 | 242.8984 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574926 | -215228 | -575461 | 291721 | -584178 | 378070 |
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9075, "evaluation_days": 2268.75, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1569499200000, "last_datapoint_time": 1758326400000, "evaluation_time": 1758339224280, "expiration_time": 1764207000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 145, "offset": 188 } } }
{ "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": [ [ -9303923.337605154, 232242.3538797866, -9536165.691484936, 434750354.0244266, -307726632.2553952, 742476986.2798216 ], [ -9303.923338, 232.242354, -9536.165691, 434750.354024, -307726.632255, 742476.98628 ], [ -4.100903, 0.102366, -4.203269, 0.369943, 0, 0.393619 ], [ 12746.325599, 12746.325599, 12746.325599, 12746.325599, 12746.325599, 12746.325599 ], [ -9612757, -48983, -9629202, -512996858, -460291584, -266671603 ], [ 0.070837, 2.669374, 0.034225, 1.408102, 0.502985, 2.66419 ], [ 88, 44, 44, 88, 44, 44 ], [ 71, 34, 37, 33, 17, 16 ], [ 17, 10, 7, 55, 27, 28 ], [ 80.681818, 77.272727, 84.090909, 37.5, 38.636364, 36.363636 ], [ 0.016961, 0.78511, 0.006475, 2.346836, 0.798859, 4.662332 ], [ 50959, 50959, 32270, 816228445, 120386093, 816228445 ], [ -9611928, -48983, -9611928, -193576501, -193576501, -44190683 ], [ 96, 103, 88, 96, 103, 88 ], [ 58, 69, 49, 146, 153, 138 ], [ 252, 220, 298, 66, 72, 60 ], [ 8468, 4564, 3904, 8468, 4564, 3904 ], [ 134.148429, 134.148429, 242.898429, 134.148429, 134.148429, 242.898429 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574926, -215228, -575461, 291721, -584178, 378070 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9075, "evaluation_days": 2268.75, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1569499200000, "last_datapoint_time": 1758326400000, "evaluation_time": 1758339224280, "expiration_time": 1764207000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 145, "offset": 188 } } }
# | 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) |
---|