Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1969595.4547 | 304157.4807 | -2273752.9354 | -77536417.876 | 167180554.571 | -244716972.447 |
Total P&L (%) | -1969.5955 | 304.1575 | -2273.7529 | -77536.4179 | 167180.5546 | -244716.9724 |
Avg Daily Profit (%) | -0.8708 | 0.1345 | -1.0053 | 0 | 0.3287 | 0 |
Buy And Hold Return (%) | 10653.5116 | 10653.5116 | 10653.5116 | 10653.5116 | 10653.5116 | 10653.5116 |
Max Trade Drawdown | -2295958 | -63748 | -2337517 | -437200743 | -30993025 | -457684222 |
Profit Factor | 0.2942 | 2.7787 | 0.132 | 0.8639 | 3.1434 | 0.5023 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 39 | 18 | 21 | 37 | 17 | 20 |
Losing Trades | 20 | 11 | 9 | 22 | 12 | 10 |
Profitability (%) | 66.1017 | 62.069 | 70 | 62.7119 | 58.6207 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.1509 | 1.6981 | 0.0566 | 0.5137 | 2.2189 | 0.2511 |
Largest Winning Trade | 134973 | 134973 | 46145 | 55292062 | 46226933 | 55292062 |
Largest Losing Trade | -1857418 | -46807 | -1857418 | -250518872 | -25885641 | -250518872 |
Avg Bars in Trades | 149 | 159 | 139 | 149 | 159 | 139 |
Avg Bars in Winners | 125 | 153 | 102 | 137 | 182 | 99 |
Avg Bars in Losers | 194 | 168 | 226 | 169 | 126 | 220 |
Bars Traded | 8804 | 4614 | 4190 | 8804 | 4614 | 4190 |
Profit Streak | 134.3912 | 134.3912 | 253.3912 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756839 | -171897 | -577261 | -758629 | 583450 | -578665 |
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{ "first_band": { "type": "swma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 37, "offset": 200, "poles": 2 } } }
{ "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": [ [ -1969595.4546597742, 304157.4807439104, -2273752.9354036856, -77536417.87597755, 167180554.57100105, -244716972.44697866 ], [ -1969.595455, 304.157481, -2273.752935, -77536.417876, 167180.554571, -244716.972447 ], [ -0.870828, 0.134479, -1.005307, 0, 0.328703, 0 ], [ 10653.511641, 10653.511641, 10653.511641, 10653.511641, 10653.511641, 10653.511641 ], [ -2295958, -63748, -2337517, -437200743, -30993025, -457684222 ], [ 0.294198, 2.778706, 0.132016, 0.86389, 3.143393, 0.502265 ], [ 59, 29, 30, 59, 29, 30 ], [ 39, 18, 21, 37, 17, 20 ], [ 20, 11, 9, 22, 12, 10 ], [ 66.101695, 62.068966, 70, 62.711864, 58.62069, 66.666667 ], [ 0.150871, 1.698098, 0.056578, 0.513664, 2.218866, 0.251133 ], [ 134973, 134973, 46145, 55292062, 46226933, 55292062 ], [ -1857418, -46807, -1857418, -250518872, -25885641, -250518872 ], [ 149, 159, 139, 149, 159, 139 ], [ 125, 153, 102, 137, 182, 99 ], [ 194, 168, 226, 169, 126, 220 ], [ 8804, 4614, 4190, 8804, 4614, 4190 ], [ 134.391168, 134.391168, 253.391168, 0, 0, 0 ], [ 3, 1, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -756839, -171897, -577261, -758629, 583450, -578665 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9047, "evaluation_days": 2261.75, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1566648000000, "last_datapoint_time": 1757721600000, "evaluation_time": 1757733796923, "expiration_time": 1763584056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 37, "offset": 200, "poles": 2 } } }
# | 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) |
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