Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -21021972.2623 | 216638.5292 | -21238610.7914 | 33982424.8292 | -279620665.6427 | 313603090.4719 |
Total P&L (%) | -21021.9723 | 216.6385 | -21238.6108 | 33982.4248 | -279620.6656 | 313603.0905 |
Avg Daily Profit (%) | -9.2764 | 0.0956 | -9.372 | 0.2577 | 0 | 0.3559 |
Buy And Hold Return (%) | 9789.9044 | 9789.9044 | 9789.9044 | 9789.9044 | 9789.9044 | 9789.9044 |
Max Trade Drawdown | -21245219 | -51547 | -21347575 | -596407249 | -315925912 | -405400735 |
Profit Factor | 0.0371 | 2.6339 | 0.0212 | 1.0316 | 0.2924 | 1.4615 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 39 | 21 | 18 | 33 | 18 | 15 |
Losing Trades | 34 | 16 | 18 | 40 | 19 | 21 |
Profitability (%) | 53.4247 | 56.7568 | 50 | 45.2055 | 48.6486 | 41.6667 |
Ratio Avg Win / Avg Loss | 0.0323 | 2.0068 | 0.0212 | 1.2504 | 0.3087 | 2.046 |
Largest Winning Trade | 59036 | 42677 | 59036 | 321671940 | 30330869 | 321671940 |
Largest Losing Trade | -21171014 | -51547 | -21171014 | -129946859 | -97781456 | -129946859 |
Avg Bars in Trades | 177 | 117 | 239 | 177 | 117 | 239 |
Avg Bars in Winners | 204 | 159 | 256 | 160 | 127 | 199 |
Avg Bars in Losers | 147 | 61 | 223 | 191 | 107 | 268 |
Bars Traded | 12962 | 4331 | 8631 | 12962 | 4331 | 8631 |
Profit Streak | 231.9413 | 231.9413 | 243.1079 | 231.9413 | 231.9413 | 435.6079 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -654954 | -224243 | -579808 | -256671 | -580325 | 348629 |
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13597, "evaluation_days": 2266.17, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1565726400000, "last_datapoint_time": 1758139200000, "evaluation_time": 1758148524540, "expiration_time": 1764013104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 237, "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": [ [ -21021972.262279864, 216638.5291550221, -21238610.791434884, 33982424.82921758, -279620665.6427152, 313603090.4719328 ], [ -21021.972262, 216.638529, -21238.610791, 33982.424829, -279620.665643, 313603.090472 ], [ -9.276432, 0.095597, -9.372029, 0.257654, 0, 0.355902 ], [ 9789.904372, 9789.904372, 9789.904372, 9789.904372, 9789.904372, 9789.904372 ], [ -21245219, -51547, -21347575, -596407249, -315925912, -405400735 ], [ 0.037098, 2.633898, 0.021231, 1.031619, 0.292411, 1.461461 ], [ 73, 37, 36, 73, 37, 36 ], [ 39, 21, 18, 33, 18, 15 ], [ 34, 16, 18, 40, 19, 21 ], [ 53.424658, 56.756757, 50, 45.205479, 48.648649, 41.666667 ], [ 0.032342, 2.00678, 0.021231, 1.250447, 0.308656, 2.046045 ], [ 59036, 42677, 59036, 321671940, 30330869, 321671940 ], [ -21171014, -51547, -21171014, -129946859, -97781456, -129946859 ], [ 177, 117, 239, 177, 117, 239 ], [ 204, 159, 256, 160, 127, 199 ], [ 147, 61, 223, 191, 107, 268 ], [ 12962, 4331, 8631, 12962, 4331, 8631 ], [ 231.941256, 231.941256, 243.107923, 231.941256, 231.941256, 435.607923 ], [ 4, 2, 2, 4, 2, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -654954, -224243, -579808, -256671, -580325, 348629 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13597, "evaluation_days": 2266.17, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1565726400000, "last_datapoint_time": 1758139200000, "evaluation_time": 1758148524540, "expiration_time": 1764013104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 237, "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) |
---|