Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1422061.6878 | 1320621.6465 | 101440.0413 | 84430537.6978 | 74706992.4456 | 9723545.2522 |
Total P&L (%) | 1422.0617 | 1320.6216 | 101.44 | 84430.5377 | 74706.9924 | 9723.5453 |
Avg Daily Profit (%) | 0.6828 | 0.6341 | 0.0487 | 0.3241 | 0.3183 | 0.2205 |
Buy And Hold Return (%) | 10974.2431 | 10974.2431 | 10974.2431 | 10974.2431 | 10974.2431 | 10974.2431 |
Max Trade Drawdown | -129664 | -110138 | -116985 | -46911585 | -28755867 | -39811870 |
Profit Factor | 2.0672 | 2.9615 | 1.1539 | 1.2511 | 1.4193 | 1.0615 |
Total Trades | 392 | 196 | 196 | 392 | 196 | 196 |
Winning Trades | 192 | 93 | 99 | 192 | 93 | 99 |
Losing Trades | 200 | 103 | 97 | 200 | 103 | 97 |
Profitability (%) | 48.9796 | 47.449 | 50.5102 | 48.9796 | 47.449 | 50.5102 |
Ratio Avg Win / Avg Loss | 2.1534 | 3.2799 | 1.1306 | 1.3032 | 1.572 | 1.0401 |
Largest Winning Trade | 403512 | 403512 | 32027 | 28325183 | 28325183 | 14757994 |
Largest Losing Trade | -42200 | -23664 | -42200 | -18634743 | -18212694 | -18634743 |
Avg Bars in Trades | 63 | 65 | 60 | 63 | 65 | 60 |
Avg Bars in Winners | 79 | 84 | 75 | 79 | 84 | 75 |
Avg Bars in Losers | 47 | 48 | 46 | 47 | 48 | 46 |
Bars Traded | 24779 | 12826 | 11953 | 24779 | 12826 | 11953 |
Profit Streak | 16.7386 | 21.3219 | 0 | 16.7386 | 21.3219 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147458 | -148344 | -344356 | 399911 | 391464 | -309901 |
{ "trading_pair": "DOGE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24991, "evaluation_days": 2082.58, "actual_first_datapoint_time": 1578038400000, "first_datapoint_time": 1579082400000, "last_datapoint_time": 1758038400000, "evaluation_time": 1758044615747, "expiration_time": 1764516067200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 146, "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": [ [ 1422061.68778184, 1320621.646498727, 101440.0412831139, 84430537.69780974, 74706992.44561787, 9723545.252191912 ], [ 1422.061688, 1320.621646, 101.440041, 84430.537698, 74706.992446, 9723.545252 ], [ 0.682837, 0.634128, 0.048709, 0.324147, 0.31826, 0.220516 ], [ 10974.243053, 10974.243053, 10974.243053, 10974.243053, 10974.243053, 10974.243053 ], [ -129664, -110138, -116985, -46911585, -28755867, -39811870 ], [ 2.06724, 2.961506, 1.153884, 1.251092, 1.419337, 1.061503 ], [ 392, 196, 196, 392, 196, 196 ], [ 192, 93, 99, 192, 93, 99 ], [ 200, 103, 97, 200, 103, 97 ], [ 48.979592, 47.44898, 50.510204, 48.979592, 47.44898, 50.510204 ], [ 2.153375, 3.279948, 1.130573, 1.303221, 1.571954, 1.040059 ], [ 403512, 403512, 32027, 28325183, 28325183, 14757994 ], [ -42200, -23664, -42200, -18634743, -18212694, -18634743 ], [ 63, 65, 60, 63, 65, 60 ], [ 79, 84, 75, 79, 84, 75 ], [ 47, 48, 46, 47, 48, 46 ], [ 24779, 12826, 11953, 24779, 12826, 11953 ], [ 16.738608, 21.321941, 0, 16.738608, 21.321941, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -147458, -148344, -344356, 399911, 391464, -309901 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24991, "evaluation_days": 2082.58, "actual_first_datapoint_time": 1578038400000, "first_datapoint_time": 1579082400000, "last_datapoint_time": 1758038400000, "evaluation_time": 1758044615747, "expiration_time": 1764516067200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 146, "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) |
---|