Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1975085.2828 | 1856433.6597 | 118651.6231 | 127654526.6289 | 82759112.8379 | 44895413.791 |
Total P&L (%) | 1975.0853 | 1856.4337 | 118.6516 | 127654.5266 | 82759.1128 | 44895.4138 |
Avg Daily Profit (%) | 0.87 | 0.8177 | 0.0523 | 0.3156 | 0.2964 | 0.2695 |
Buy And Hold Return (%) | 11141.7638 | 11141.7638 | 11141.7638 | 11141.7638 | 11141.7638 | 11141.7638 |
Max Trade Drawdown | -83108 | -57512 | -83017 | -14893383 | -18159325 | -11441482 |
Profit Factor | 5.0627 | 7.4644 | 1.5963 | 3.5958 | 3.4929 | 3.8097 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 51.4563 | 50.9804 | 51.9231 | 51.4563 | 50.9804 | 51.9231 |
Ratio Avg Win / Avg Loss | 4.7762 | 7.1773 | 1.4781 | 3.3923 | 3.3585 | 3.5275 |
Largest Winning Trade | 1022266 | 1022266 | 39102 | 35592584 | 35592584 | 21497672 |
Largest Losing Trade | -27741 | -27741 | -27468 | -13996261 | -13996261 | -11441482 |
Avg Bars in Trades | 85 | 115 | 56 | 85 | 115 | 56 |
Avg Bars in Winners | 104 | 140 | 70 | 104 | 140 | 70 |
Avg Bars in Losers | 65 | 89 | 41 | 65 | 89 | 41 |
Bars Traded | 8819 | 5881 | 2938 | 8819 | 5881 | 2938 |
Profit Streak | 0 | 107.9049 | 0 | 0 | 107.9049 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144247 | -323038 | -466810 | 585127 | -163427 | -166448 |
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9081, "evaluation_days": 2270.25, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1567058400000, "last_datapoint_time": 1758456000000, "evaluation_time": 1758469380956, "expiration_time": 1764340488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 205, "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": [ [ 1975085.2827565689, 1856433.659651499, 118651.6231050693, 127654526.62887532, 82759112.8378582, 44895413.79101711 ], [ 1975.085283, 1856.43366, 118.651623, 127654.526629, 82759.112838, 44895.413791 ], [ 0.869986, 0.817722, 0.052264, 0.315559, 0.296429, 0.269458 ], [ 11141.763811, 11141.763811, 11141.763811, 11141.763811, 11141.763811, 11141.763811 ], [ -83108, -57512, -83017, -14893383, -18159325, -11441482 ], [ 5.062726, 7.464357, 1.596336, 3.595826, 3.492879, 3.809714 ], [ 103, 51, 52, 103, 51, 52 ], [ 53, 26, 27, 53, 26, 27 ], [ 50, 25, 25, 50, 25, 25 ], [ 51.456311, 50.980392, 51.923077, 51.456311, 50.980392, 51.923077 ], [ 4.776157, 7.177267, 1.478088, 3.392288, 3.358537, 3.527513 ], [ 1022266, 1022266, 39102, 35592584, 35592584, 21497672 ], [ -27741, -27741, -27468, -13996261, -13996261, -11441482 ], [ 85, 115, 56, 85, 115, 56 ], [ 104, 140, 70, 104, 140, 70 ], [ 65, 89, 41, 65, 89, 41 ], [ 8819, 5881, 2938, 8819, 5881, 2938 ], [ 0, 107.904872, 0, 0, 107.904872, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -144247, -323038, -466810, 585127, -163427, -166448 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9081, "evaluation_days": 2270.25, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1567058400000, "last_datapoint_time": 1758456000000, "evaluation_time": 1758469380956, "expiration_time": 1764340488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 205, "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) |
---|