Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2529163.3537 | 91072.6611 | -2620236.0147 | 87697559.8062 | 18223771.1404 | 69473788.6658 |
Total P&L (%) | -2529.1634 | 91.0727 | -2620.236 | 87697.5598 | 18223.7711 | 69473.7887 |
Avg Daily Profit (%) | -1.1129 | 0.0401 | -1.153 | 0.2987 | 0.2296 | 0.2884 |
Buy And Hold Return (%) | 9544.7395 | 9544.7395 | 9544.7395 | 9544.7395 | 9544.7395 | 9544.7395 |
Max Trade Drawdown | -2652712 | -26185 | -2689535 | -71395801 | -14540514 | -71317120 |
Profit Factor | 0.1553 | 1.9153 | 0.0948 | 1.8957 | 1.9401 | 1.8848 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 34 | 16 | 18 | 36 | 18 | 18 |
Losing Trades | 25 | 14 | 11 | 23 | 12 | 11 |
Profitability (%) | 57.6271 | 53.3333 | 62.069 | 61.0169 | 60 | 62.069 |
Ratio Avg Win / Avg Loss | 0.1142 | 1.6759 | 0.0579 | 1.2112 | 1.2934 | 1.1518 |
Largest Winning Trade | 49405 | 25997 | 49405 | 81520368 | 14786401 | 81520368 |
Largest Losing Trade | -2101630 | -14221 | -2101630 | -66498467 | -6332010 | -66498467 |
Avg Bars in Trades | 69 | 27 | 112 | 69 | 27 | 112 |
Avg Bars in Winners | 60 | 25 | 91 | 76 | 27 | 125 |
Avg Bars in Losers | 82 | 30 | 148 | 58 | 27 | 92 |
Bars Traded | 4107 | 835 | 3272 | 4107 | 835 | 3272 |
Profit Streak | 214.4651 | 214.4651 | 283.4651 | 214.4651 | 214.4651 | 412.4651 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758314 | -300258 | -578299 | -165727 | 197590 | 507934 |
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4545, "evaluation_days": 2272.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1567641600000, "last_datapoint_time": 1758628800000, "evaluation_time": 1758668981770, "expiration_time": 1764519120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "sma", "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": [ [ -2529163.3536649984, 91072.6610698215, -2620236.0147348186, 87697559.80619647, 18223771.140398994, 69473788.66579743 ], [ -2529.163354, 91.072661, -2620.236015, 87697.559806, 18223.77114, 69473.788666 ], [ -1.112943, 0.040076, -1.153019, 0.29869, 0.229561, 0.288423 ], [ 9544.739489, 9544.739489, 9544.739489, 9544.739489, 9544.739489, 9544.739489 ], [ -2652712, -26185, -2689535, -71395801, -14540514, -71317120 ], [ 0.155301, 1.915343, 0.094805, 1.895733, 1.940135, 1.884771 ], [ 59, 30, 29, 59, 30, 29 ], [ 34, 16, 18, 36, 18, 18 ], [ 25, 14, 11, 23, 12, 11 ], [ 57.627119, 53.333333, 62.068966, 61.016949, 60, 62.068966 ], [ 0.114192, 1.675925, 0.057936, 1.211162, 1.293423, 1.151805 ], [ 49405, 25997, 49405, 81520368, 14786401, 81520368 ], [ -2101630, -14221, -2101630, -66498467, -6332010, -66498467 ], [ 69, 27, 112, 69, 27, 112 ], [ 60, 25, 91, 76, 27, 125 ], [ 82, 30, 148, 58, 27, 92 ], [ 4107, 835, 3272, 4107, 835, 3272 ], [ 214.465067, 214.465067, 283.465067, 214.465067, 214.465067, 412.465067 ], [ 2, 1, 2, 2, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -758314, -300258, -578299, -165727, 197590, 507934 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4545, "evaluation_days": 2272.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1567641600000, "last_datapoint_time": 1758628800000, "evaluation_time": 1758668981770, "expiration_time": 1764519120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "sma", "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) |
---|