Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2809768.3398 | 47632.931 | -2857401.2708 | 826370.5936 | 21440849.8081 | -20614479.2145 |
Total P&L (%) | -2809.7683 | 47.6329 | -2857.4013 | 826.3706 | 21440.8498 | -20614.4792 |
Avg Daily Profit (%) | -1.2302 | 0.0209 | -1.2511 | 0.0975 | 0.2355 | 0 |
Buy And Hold Return (%) | 9728.2286 | 9728.2286 | 9728.2286 | 9728.2286 | 9728.2286 | 9728.2286 |
Max Trade Drawdown | -2952099 | -47364 | -2950258 | -86545413 | -7495811 | -89263591 |
Profit Factor | 0.1465 | 1.3732 | 0.097 | 1.007 | 2.5888 | 0.8013 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 46 | 24 | 22 | 50 | 26 | 24 |
Losing Trades | 25 | 12 | 13 | 21 | 10 | 11 |
Profitability (%) | 64.7887 | 66.6667 | 62.8571 | 70.4225 | 72.2222 | 68.5714 |
Ratio Avg Win / Avg Loss | 0.0796 | 0.6866 | 0.0573 | 0.423 | 0.9957 | 0.3673 |
Largest Winning Trade | 39712 | 30823 | 39712 | 19097140 | 14203625 | 19097140 |
Largest Losing Trade | -2173808 | -22312 | -2173808 | -56496230 | -7495811 | -56496230 |
Avg Bars in Trades | 59 | 28 | 91 | 59 | 28 | 91 |
Avg Bars in Winners | 45 | 22 | 70 | 51 | 24 | 80 |
Avg Bars in Losers | 84 | 38 | 126 | 78 | 37 | 114 |
Bars Traded | 4210 | 1012 | 3198 | 4210 | 1012 | 3198 |
Profit Streak | 121.1455 | 121.1455 | 296.1455 | 121.1455 | 121.1455 | 425.6455 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -668902 | -328911 | -577752 | -529984 | 312925 | -577004 |
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4568, "evaluation_days": 2284, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1567468800000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759634968564, "expiration_time": 1765542528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 120, "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": [ [ -2809768.3397633787, 47632.9310490508, -2857401.270812429, 826370.593574893, 21440849.808063455, -20614479.214488555 ], [ -2809.76834, 47.632931, -2857.401271, 826.370594, 21440.849808, -20614.479214 ], [ -1.230196, 0.020855, -1.251051, 0.097513, 0.235502, 0 ], [ 9728.228558, 9728.228558, 9728.228558, 9728.228558, 9728.228558, 9728.228558 ], [ -2952099, -47364, -2950258, -86545413, -7495811, -89263591 ], [ 0.146483, 1.37324, 0.097008, 1.007049, 2.588824, 0.801294 ], [ 71, 36, 35, 71, 36, 35 ], [ 46, 24, 22, 50, 26, 24 ], [ 25, 12, 13, 21, 10, 11 ], [ 64.788732, 66.666667, 62.857143, 70.422535, 72.222222, 68.571429 ], [ 0.07961, 0.68662, 0.057323, 0.42296, 0.995702, 0.36726 ], [ 39712, 30823, 39712, 19097140, 14203625, 19097140 ], [ -2173808, -22312, -2173808, -56496230, -7495811, -56496230 ], [ 59, 28, 91, 59, 28, 91 ], [ 45, 22, 70, 51, 24, 80 ], [ 84, 38, 126, 78, 37, 114 ], [ 4210, 1012, 3198, 4210, 1012, 3198 ], [ 121.145469, 121.145469, 296.145469, 121.145469, 121.145469, 425.645469 ], [ 2, 1, 4, 2, 1, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -668902, -328911, -577752, -529984, 312925, -577004 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4568, "evaluation_days": 2284, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1567468800000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759634968564, "expiration_time": 1765542528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 120, "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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