Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 9193725.504 | 9137840.8796 | 55884.6244 | 28148361.5748 | 38683605.0181 | -10535243.4434 |
Total P&L (%) | 9193.7255 | 9137.8409 | 55.8846 | 28148.3616 | 38683.605 | -10535.2434 |
Avg Daily Profit (%) | 4.0737 | 4.049 | 0.0248 | 0.2504 | 0.2645 | 0 |
Buy And Hold Return (%) | 8106.9941 | 8106.9941 | 8106.9941 | 8106.9941 | 8106.9941 | 8106.9941 |
Max Trade Drawdown | -66008 | -42889 | -57004 | -38440742 | -17990786 | -22996475 |
Profit Factor | 25.4483 | 66.4387 | 1.2364 | 1.3383 | 2.2347 | 0.797 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 50 | 45.7143 | 54.2857 | 50 | 45.7143 | 54.2857 |
Ratio Avg Win / Avg Loss | 25.4483 | 78.896 | 1.0412 | 1.3383 | 2.6538 | 0.6711 |
Largest Winning Trade | 8912784 | 8912784 | 47315 | 41132122 | 41132122 | 15108877 |
Largest Losing Trade | -28733 | -20510 | -28733 | -19162031 | -9748018 | -19162031 |
Avg Bars in Trades | 189 | 167 | 210 | 189 | 167 | 210 |
Avg Bars in Winners | 301 | 273 | 324 | 301 | 273 | 324 |
Avg Bars in Losers | 77 | 77 | 76 | 77 | 77 | 76 |
Bars Traded | 13235 | 5858 | 7377 | 13235 | 5858 | 7377 |
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 | -198379 | -103422 | -325327 | -92683 | 346653 | -580232 |
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13541, "evaluation_days": 2256.83, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1564776000000, "last_datapoint_time": 1757332800000, "evaluation_time": 1757347083459, "expiration_time": 1763182512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 171, "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": [ [ 9193725.503991261, 9137840.879605291, 55884.6243859703, 28148361.5747525, 38683605.01813054, -10535243.443378046 ], [ 9193.725504, 9137.84088, 55.884624, 28148.361575, 38683.605018, -10535.243443 ], [ 4.073734, 4.048972, 0.024762, 0.250381, 0.264462, 0 ], [ 8106.994068, 8106.994068, 8106.994068, 8106.994068, 8106.994068, 8106.994068 ], [ -66008, -42889, -57004, -38440742, -17990786, -22996475 ], [ 25.44826, 66.438718, 1.23639, 1.338263, 2.234748, 0.796951 ], [ 70, 35, 35, 70, 35, 35 ], [ 35, 16, 19, 35, 16, 19 ], [ 35, 19, 16, 35, 19, 16 ], [ 50, 45.714286, 54.285714, 50, 45.714286, 54.285714 ], [ 25.44826, 78.895977, 1.041171, 1.338263, 2.653763, 0.671117 ], [ 8912784, 8912784, 47315, 41132122, 41132122, 15108877 ], [ -28733, -20510, -28733, -19162031, -9748018, -19162031 ], [ 189, 167, 210, 189, 167, 210 ], [ 301, 273, 324, 301, 273, 324 ], [ 77, 77, 76, 77, 77, 76 ], [ 13235, 5858, 7377, 13235, 5858, 7377 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -198379, -103422, -325327, -92683, 346653, -580232 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13541, "evaluation_days": 2256.83, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1564776000000, "last_datapoint_time": 1757332800000, "evaluation_time": 1757347083459, "expiration_time": 1763182512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 171, "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) |
---|