Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2012122.8041 | 1895469.0549 | 116653.7492 | 103450453.7926 | 62535868.9423 | 40914584.8504 |
Total P&L (%) | 2012.1228 | 1895.4691 | 116.6537 | 103450.4538 | 62535.8689 | 40914.5849 |
Avg Daily Profit (%) | 0.8852 | 0.8339 | 0.0513 | 0.3059 | 0.2837 | 0.265 |
Buy And Hold Return (%) | 8409.9543 | 8409.9543 | 8409.9543 | 8409.9543 | 8409.9543 | 8409.9543 |
Max Trade Drawdown | -81499 | -100429 | -24078 | -65956147 | -65956147 | -7670033 |
Profit Factor | 6.5379 | 8.1849 | 2.1721 | 1.7779 | 1.5382 | 3.4376 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 64.2105 | 61.7021 | 66.6667 | 64.2105 | 61.7021 | 66.6667 |
Ratio Avg Win / Avg Loss | 3.6441 | 5.0803 | 1.0861 | 0.991 | 0.9547 | 1.7188 |
Largest Winning Trade | 802540 | 802540 | 22577 | 66538766 | 66538766 | 13805623 |
Largest Losing Trade | -65658 | -65658 | -12672 | -65956147 | -65956147 | -5297314 |
Avg Bars in Trades | 68 | 128 | 8 | 68 | 128 | 8 |
Avg Bars in Winners | 34 | 63 | 8 | 34 | 63 | 8 |
Avg Bars in Losers | 128 | 233 | 10 | 128 | 233 | 10 |
Bars Traded | 6484 | 6053 | 431 | 6484 | 6053 | 431 |
Profit Streak | 69.585 | 70.585 | 69.585 | 69.585 | 70.585 | 69.585 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140205 | -141488 | -283639 | 480260 | 402913 | 619576 |
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{ "first_band": { "type": "bbl", "factors": { "length": 16, "offset": 0, "std": 4.30579 } }, "second_band": { "type": "vwma", "factors": { "length": 138, "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": [ [ 2012122.8041031105, 1895469.0548645959, 116653.7492385142, 103450453.79261832, 62535868.942267776, 40914584.850350566 ], [ 2012.122804, 1895.469055, 116.653749, 103450.453793, 62535.868942, 40914.58485 ], [ 0.885228, 0.833906, 0.051321, 0.305907, 0.283724, 0.265045 ], [ 8409.954338, 8409.954338, 8409.954338, 8409.954338, 8409.954338, 8409.954338 ], [ -81499, -100429, -24078, -65956147, -65956147, -7670033 ], [ 6.537914, 8.184857, 2.172147, 1.777927, 1.538186, 3.437615 ], [ 95, 47, 48, 95, 47, 48 ], [ 61, 29, 32, 61, 29, 32 ], [ 34, 18, 16, 34, 18, 16 ], [ 64.210526, 61.702128, 66.666667, 64.210526, 61.702128, 66.666667 ], [ 3.644083, 5.080256, 1.086074, 0.990975, 0.954736, 1.718808 ], [ 802540, 802540, 22577, 66538766, 66538766, 13805623 ], [ -65658, -65658, -12672, -65956147, -65956147, -5297314 ], [ 68, 128, 8, 68, 128, 8 ], [ 34, 63, 8, 34, 63, 8 ], [ 128, 233, 10, 128, 233, 10 ], [ 6484, 6053, 431, 6484, 6053, 431 ], [ 69.585001, 70.585001, 69.585001, 69.585001, 70.585001, 69.585001 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -140205, -141488, -283639, 480260, 402913, 619576 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6819, "evaluation_days": 2273, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1566259200000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758693744104, "expiration_time": 1764563616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 16, "offset": 0, "std": 4.30579 } }, "second_band": { "type": "vwma", "factors": { "length": 138, "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) |
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