Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2909365.9637 | 2822522.4738 | 86843.4898 | 56948770.4708 | 71360905.0872 | -14412134.6164 |
Total P&L (%) | 2909.366 | 2822.5225 | 86.8435 | 56948.7705 | 71360.9051 | -14412.1346 |
Avg Daily Profit (%) | 1.2839 | 1.2456 | 0.0383 | 0.2805 | 0.2904 | 0 |
Buy And Hold Return (%) | 9481.5358 | 9481.5358 | 9481.5358 | 9481.5358 | 9481.5358 | 9481.5358 |
Max Trade Drawdown | -91111 | -53820 | -75140 | -56827196 | -36647615 | -52389633 |
Profit Factor | 8.9506 | 15.0214 | 1.5275 | 1.3545 | 1.8439 | 0.8106 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 51.6667 | 46.6667 | 56.6667 | 51.6667 | 46.6667 | 56.6667 |
Ratio Avg Win / Avg Loss | 8.3732 | 17.1673 | 1.1681 | 1.2671 | 2.1073 | 0.6198 |
Largest Winning Trade | 1863863 | 1863863 | 48911 | 55726415 | 55726415 | 17086749 |
Largest Losing Trade | -33790 | -33790 | -31111 | -27190156 | -20344255 | -27190156 |
Avg Bars in Trades | 144 | 149 | 139 | 144 | 149 | 139 |
Avg Bars in Winners | 186 | 217 | 160 | 186 | 217 | 160 |
Avg Bars in Losers | 100 | 90 | 112 | 100 | 90 | 112 |
Bars Traded | 8681 | 4490 | 4191 | 8681 | 4490 | 4191 |
Profit Streak | 68.0944 | 226.8444 | 68.0944 | 68.0944 | 226.8444 | 68.0944 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -315977 | -143684 | -304634 | -163834 | 443590 | -579402 |
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9064, "evaluation_days": 2266, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1566237600000, "last_datapoint_time": 1758088800000, "evaluation_time": 1758096959797, "expiration_time": 1763962272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 98, "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": [ [ 2909365.9636562825, 2822522.473816333, 86843.4898399492, 56948770.47083451, 71360905.08721603, -14412134.616381522 ], [ 2909.365964, 2822.522474, 86.84349, 56948.770471, 71360.905087, -14412.134616 ], [ 1.283921, 1.245597, 0.038325, 0.280467, 0.290436, 0 ], [ 9481.535807, 9481.535807, 9481.535807, 9481.535807, 9481.535807, 9481.535807 ], [ -91111, -53820, -75140, -56827196, -36647615, -52389633 ], [ 8.950609, 15.021389, 1.527511, 1.354508, 1.843858, 0.810558 ], [ 60, 30, 30, 60, 30, 30 ], [ 31, 14, 17, 31, 14, 17 ], [ 29, 16, 13, 29, 16, 13 ], [ 51.666667, 46.666667, 56.666667, 51.666667, 46.666667, 56.666667 ], [ 8.373151, 17.167302, 1.168097, 1.26712, 2.107267, 0.619839 ], [ 1863863, 1863863, 48911, 55726415, 55726415, 17086749 ], [ -33790, -33790, -31111, -27190156, -20344255, -27190156 ], [ 144, 149, 139, 144, 149, 139 ], [ 186, 217, 160, 186, 217, 160 ], [ 100, 90, 112, 100, 90, 112 ], [ 8681, 4490, 4191, 8681, 4490, 4191 ], [ 68.094442, 226.844442, 68.094442, 68.094442, 226.844442, 68.094442 ], [ 2, 3, 1, 2, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -315977, -143684, -304634, -163834, 443590, -579402 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9064, "evaluation_days": 2266, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1566237600000, "last_datapoint_time": 1758088800000, "evaluation_time": 1758096959797, "expiration_time": 1763962272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 98, "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) |
---|