Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1687706.993 | 1579170.0594 | 108536.9336 | 104524724.9132 | 97554102.8763 | 6970622.0369 |
Total P&L (%) | 1687.707 | 1579.1701 | 108.5369 | 104524.7249 | 97554.1029 | 6970.622 |
Avg Daily Profit (%) | 0.8103 | 0.7582 | 0.0521 | 0.3344 | 0.331 | 0.2047 |
Buy And Hold Return (%) | 11501.8355 | 11501.8355 | 11501.8355 | 11501.8355 | 11501.8355 | 11501.8355 |
Max Trade Drawdown | -68830 | -69476 | -97121 | -100668662 | -34619933 | -66048729 |
Profit Factor | 3.9549 | 7.2522 | 1.3407 | 1.5827 | 2.168 | 1.0727 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Profitability (%) | 38.3234 | 37.3494 | 39.2857 | 38.3234 | 37.3494 | 39.2857 |
Ratio Avg Win / Avg Loss | 6.3649 | 12.165 | 2.072 | 2.5471 | 3.6366 | 1.6578 |
Largest Winning Trade | 725846 | 725846 | 44990 | 60310976 | 60310976 | 34652862 |
Largest Losing Trade | -43035 | -19824 | -43035 | -22438282 | -22438282 | -19292412 |
Avg Bars in Trades | 147 | 139 | 155 | 147 | 139 | 155 |
Avg Bars in Winners | 273 | 272 | 275 | 273 | 272 | 275 |
Avg Bars in Losers | 68 | 59 | 77 | 68 | 59 | 77 |
Bars Traded | 24595 | 11547 | 13048 | 24595 | 11547 | 13048 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149240 | -149692 | -292159 | 303928 | 289099 | -301629 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 62, "offset": 154 } }, "second_band": { "type": "wma", "factors": { "length": 52, "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": [ [ 1687706.9929823224, 1579170.059370999, 108536.9336113245, 104524724.91318463, 97554102.87631145, 6970622.036873193 ], [ 1687.706993, 1579.170059, 108.536934, 104524.724913, 97554.102876, 6970.622037 ], [ 0.81026, 0.758152, 0.052108, 0.334366, 0.331045, 0.204659 ], [ 11501.83548, 11501.83548, 11501.83548, 11501.83548, 11501.83548, 11501.83548 ], [ -68830, -69476, -97121, -100668662, -34619933, -66048729 ], [ 3.954882, 7.252231, 1.340688, 1.582666, 2.167971, 1.072712 ], [ 167, 83, 84, 167, 83, 84 ], [ 64, 31, 33, 64, 31, 33 ], [ 103, 52, 51, 103, 52, 51 ], [ 38.323353, 37.349398, 39.285714, 38.323353, 37.349398, 39.285714 ], [ 6.364888, 12.165032, 2.071972, 2.547103, 3.636597, 1.657828 ], [ 725846, 725846, 44990, 60310976, 60310976, 34652862 ], [ -43035, -19824, -43035, -22438282, -22438282, -19292412 ], [ 147, 139, 155, 147, 139, 155 ], [ 273, 272, 275, 273, 272, 275 ], [ 68, 59, 77, 68, 59, 77 ], [ 24595, 11547, 13048, 24595, 11547, 13048 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -149240, -149692, -292159, 303928, 289099, -301629 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24995, "evaluation_days": 2082.92, "actual_first_datapoint_time": 1577692800000, "first_datapoint_time": 1579240800000, "last_datapoint_time": 1757721600000, "evaluation_time": 1757721828145, "expiration_time": 1764200304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 62, "offset": 154 } }, "second_band": { "type": "wma", "factors": { "length": 52, "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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