Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9577673.8441 | 133144.4605 | -9710818.3046 | 119588364.1077 | -47166446.9987 | 166754811.1064 |
Total P&L (%) | -9577.6738 | 133.1445 | -9710.8183 | 119588.3641 | -47166.447 | 166754.8111 |
Avg Daily Profit (%) | -4.2286 | 0.0588 | -4.2873 | 0.3134 | 0 | 0.3281 |
Buy And Hold Return (%) | 12098.9721 | 12098.9721 | 12098.9721 | 12098.9721 | 12098.9721 | 12098.9721 |
Max Trade Drawdown | -9711187 | -47117 | -9789608 | -130620053 | -90741601 | -101494801 |
Profit Factor | 0.0554 | 1.9467 | 0.0288 | 1.3947 | 0.7064 | 2.1718 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 83 | 40 | 43 | 45 | 24 | 21 |
Losing Trades | 19 | 11 | 8 | 57 | 27 | 30 |
Profitability (%) | 81.3725 | 78.4314 | 84.3137 | 44.1176 | 47.0588 | 41.1765 |
Ratio Avg Win / Avg Loss | 0.0127 | 0.5353 | 0.0054 | 1.7667 | 0.7947 | 3.1026 |
Largest Winning Trade | 31211 | 29235 | 31211 | 191370625 | 28747594 | 191370625 |
Largest Losing Trade | -9697084 | -40436 | -9697084 | -47141896 | -47141896 | -20340401 |
Avg Bars in Trades | 82 | 92 | 72 | 82 | 92 | 72 |
Avg Bars in Winners | 39 | 47 | 31 | 114 | 134 | 91 |
Avg Bars in Losers | 270 | 253 | 293 | 57 | 54 | 59 |
Bars Traded | 8397 | 4696 | 3700 | 8397 | 4696 | 3700 |
Profit Streak | 129.4173 | 129.4173 | 238.4173 | 129.4173 | 129.4173 | 343.6673 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574688 | -454272 | -755123 | 370184 | -760592 | -168818 |
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9060, "evaluation_days": 2265, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1569715200000, "last_datapoint_time": 1758002400000, "evaluation_time": 1758016853125, "expiration_time": 1763873280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 172, "offset": 171 } } }
{ "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": [ [ -9577673.844113223, 133144.4604798815, -9710818.304593103, 119588364.10768104, -47166446.99873399, 166754811.10641503 ], [ -9577.673844, 133.14446, -9710.818305, 119588.364108, -47166.446999, 166754.811106 ], [ -4.228554, 0.058783, -4.287337, 0.313403, 0, 0.328118 ], [ 12098.9721, 12098.9721, 12098.9721, 12098.9721, 12098.9721, 12098.9721 ], [ -9711187, -47117, -9789608, -130620053, -90741601, -101494801 ], [ 0.055382, 1.946705, 0.028779, 1.394745, 0.706394, 2.171808 ], [ 102, 51, 51, 102, 51, 51 ], [ 83, 40, 43, 45, 24, 21 ], [ 19, 11, 8, 57, 27, 30 ], [ 81.372549, 78.431373, 84.313725, 44.117647, 47.058824, 41.176471 ], [ 0.012678, 0.535344, 0.005354, 1.766677, 0.794694, 3.102583 ], [ 31211, 29235, 31211, 191370625, 28747594, 191370625 ], [ -9697084, -40436, -9697084, -47141896, -47141896, -20340401 ], [ 82, 92, 72, 82, 92, 72 ], [ 39, 47, 31, 114, 134, 91 ], [ 270, 253, 293, 57, 54, 59 ], [ 8397, 4696, 3700, 8397, 4696, 3700 ], [ 129.417281, 129.417281, 238.417281, 129.417282, 129.417282, 343.667282 ], [ 8, 4, 5, 8, 4, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574688, -454272, -755123, 370184, -760592, -168818 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9060, "evaluation_days": 2265, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1569715200000, "last_datapoint_time": 1758002400000, "evaluation_time": 1758016853125, "expiration_time": 1763873280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 172, "offset": 171 } } }
# | 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) |
---|