Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10005721.6959 | 151201.6544 | -10156923.3503 | 196937113.9283 | -170344533.7184 | 367281647.6467 |
Total P&L (%) | -10005.7217 | 151.2017 | -10156.9234 | 196937.1139 | -170344.5337 | 367281.6476 |
Avg Daily Profit (%) | -4.4337 | 0.067 | -4.5007 | 0.3367 | 0 | 0.3644 |
Buy And Hold Return (%) | 8552.3003 | 8552.3003 | 8552.3003 | 8552.3003 | 8552.3003 | 8552.3003 |
Max Trade Drawdown | -10156958 | -63857 | -10217620 | -273844907 | -238765037 | -182299989 |
Profit Factor | 0.054 | 2.112 | 0.0272 | 1.3622 | 0.4569 | 2.5967 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 61 | 31 | 30 | 23 | 11 | 12 |
Losing Trades | 13 | 6 | 7 | 51 | 26 | 25 |
Profitability (%) | 82.4324 | 83.7838 | 81.0811 | 31.0811 | 29.7297 | 32.4324 |
Ratio Avg Win / Avg Loss | 0.0115 | 0.4088 | 0.0063 | 3.0206 | 1.0799 | 5.4097 |
Largest Winning Trade | 33488 | 33488 | 32772 | 418600369 | 40379269 | 418600369 |
Largest Losing Trade | -10150988 | -42307 | -10150988 | -94942610 | -94942610 | -31067443 |
Avg Bars in Trades | 113 | 124 | 102 | 113 | 124 | 102 |
Avg Bars in Winners | 62 | 75 | 48 | 200 | 242 | 162 |
Avg Bars in Losers | 353 | 376 | 334 | 74 | 74 | 74 |
Bars Traded | 8398 | 4593 | 3805 | 8398 | 4593 | 3805 |
Profit Streak | 121.8651 | 121.8651 | 230.3651 | 121.8651 | 121.8651 | 333.3651 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -644193 | -263184 | -576187 | -64394 | -587509 | 307227 |
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9027, "evaluation_days": 2256.75, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1569002400000, "last_datapoint_time": 1757289600000, "evaluation_time": 1757299542513, "expiration_time": 1763139096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 152, "offset": 158 } } }
{ "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": [ [ -10005721.695874931, 151201.6543979643, -10156923.35027289, 196937113.9283161, -170344533.7183667, 367281647.6466828 ], [ -10005.721696, 151.201654, -10156.92335, 196937.113928, -170344.533718, 367281.647647 ], [ -4.433686, 0.067, -4.500686, 0.336712, 0, 0.364415 ], [ 8552.30026, 8552.30026, 8552.30026, 8552.30026, 8552.30026, 8552.30026 ], [ -10156958, -63857, -10217620, -273844907, -238765037, -182299989 ], [ 0.053958, 2.112001, 0.027154, 1.362237, 0.456878, 2.596676 ], [ 74, 37, 37, 74, 37, 37 ], [ 61, 31, 30, 23, 11, 12 ], [ 13, 6, 7, 51, 26, 25 ], [ 82.432432, 83.783784, 81.081081, 31.081081, 29.72973, 32.432432 ], [ 0.011499, 0.408774, 0.006336, 3.020613, 1.079894, 5.409741 ], [ 33488, 33488, 32772, 418600369, 40379269, 418600369 ], [ -10150988, -42307, -10150988, -94942610, -94942610, -31067443 ], [ 113, 124, 102, 113, 124, 102 ], [ 62, 75, 48, 200, 242, 162 ], [ 353, 376, 334, 74, 74, 74 ], [ 8398, 4593, 3805, 8398, 4593, 3805 ], [ 121.865075, 121.865075, 230.365075, 121.865075, 121.865075, 333.365075 ], [ 2, 1, 1, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -644193, -263184, -576187, -64394, -587509, 307227 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9027, "evaluation_days": 2256.75, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1569002400000, "last_datapoint_time": 1757289600000, "evaluation_time": 1757299542513, "expiration_time": 1763139096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 152, "offset": 158 } } }
# | 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) |
---|