Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 9118118.0469 | 9049664.0998 | 68453.9471 | 36555356.7898 | 25396411.8188 | 11158944.9709 |
Total P&L (%) | 9118.118 | 9049.6641 | 68.4539 | 36555.3568 | 25396.4118 | 11158.945 |
Avg Daily Profit (%) | 4.0106 | 3.9805 | 0.0301 | 0.26 | 0.244 | 0.208 |
Buy And Hold Return (%) | 9124.3015 | 9124.3015 | 9124.3015 | 9124.3015 | 9124.3015 | 9124.3015 |
Max Trade Drawdown | -103526 | -51586 | -54118 | -12125622 | -5231605 | -6894017 |
Profit Factor | 24.9351 | 43.5811 | 1.4064 | 2.2322 | 2.3242 | 2.0639 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 52.8571 | 48.5714 | 57.1429 | 52.8571 | 48.5714 | 57.1429 |
Ratio Avg Win / Avg Loss | 22.2394 | 46.1447 | 1.0548 | 1.9909 | 2.4609 | 1.5479 |
Largest Winning Trade | 8792877 | 8792877 | 44956 | 11556207 | 11556207 | 4021221 |
Largest Losing Trade | -27063 | -26337 | -27063 | -4529941 | -3214729 | -4529941 |
Avg Bars in Trades | 60 | 78 | 43 | 60 | 78 | 43 |
Avg Bars in Winners | 87 | 126 | 54 | 87 | 126 | 54 |
Avg Bars in Losers | 31 | 33 | 28 | 31 | 33 | 28 |
Bars Traded | 4259 | 2753 | 1506 | 4259 | 2753 | 1506 |
Profit Streak | 203.0949 | 203.0949 | 371.0949 | 203.0949 | 203.0949 | 371.0949 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -238023 | -140911 | -315426 | -86135 | 358105 | -82095 |
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4547, "evaluation_days": 2273.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1571659200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759025800894, "expiration_time": 1764608112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 217, "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": [ [ 9118118.046923526, 9049664.09979241, 68453.9471311223, 36555356.78978321, 25396411.81883794, 11158944.970945274 ], [ 9118.118047, 9049.6641, 68.453947, 36555.35679, 25396.411819, 11158.944971 ], [ 4.010608, 3.980499, 0.030109, 0.260032, 0.244024, 0.20799 ], [ 9124.301499, 9124.301499, 9124.301499, 9124.301499, 9124.301499, 9124.301499 ], [ -103526, -51586, -54118, -12125622, -5231605, -6894017 ], [ 24.935069, 43.581147, 1.406436, 2.23217, 2.324174, 2.063932 ], [ 70, 35, 35, 70, 35, 35 ], [ 37, 17, 20, 37, 17, 20 ], [ 33, 18, 15, 33, 18, 15 ], [ 52.857143, 48.571429, 57.142857, 52.857143, 48.571429, 57.142857 ], [ 22.239386, 46.144744, 1.054827, 1.990854, 2.46089, 1.547949 ], [ 8792877, 8792877, 44956, 11556207, 11556207, 4021221 ], [ -27063, -26337, -27063, -4529941, -3214729, -4529941 ], [ 60, 78, 43, 60, 78, 43 ], [ 87, 126, 54, 87, 126, 54 ], [ 31, 33, 28, 31, 33, 28 ], [ 4259, 2753, 1506, 4259, 2753, 1506 ], [ 203.094918, 203.094918, 371.094918, 203.094918, 203.094918, 371.094918 ], [ 5, 2, 4, 5, 2, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -238023, -140911, -315426, -86135, 358105, -82095 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4547, "evaluation_days": 2273.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1571659200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759025800894, "expiration_time": 1764608112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 217, "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) |
---|