Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1266814.1377 | 1228583.7437 | 38230.394 | 23809420.163 | 23420106.8413 | 389313.3217 |
Total P&L (%) | 1266.8141 | 1228.5837 | 38.2304 | 23809.4202 | 23420.1068 | 389.3133 |
Avg Daily Profit (%) | 0.5574 | 0.5406 | 0.0168 | 0.2413 | 0.2405 | 0.0699 |
Buy And Hold Return (%) | 8313.3333 | 8313.3333 | 8313.3333 | 8313.3333 | 8313.3333 | 8313.3333 |
Max Trade Drawdown | -59297 | -37407 | -106968 | -8717453 | -4945213 | -7085634 |
Profit Factor | 3.5671 | 7.4363 | 1.1263 | 1.6813 | 2.5851 | 1.0193 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Losing Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Profitability (%) | 46.6667 | 53.3333 | 40 | 46.6667 | 53.3333 | 40 |
Ratio Avg Win / Avg Loss | 4.0767 | 6.5068 | 1.6895 | 1.9215 | 2.2619 | 1.529 |
Largest Winning Trade | 393457 | 393457 | 51375 | 19634383 | 19634383 | 9059667 |
Largest Losing Trade | -45973 | -24898 | -45973 | -6378741 | -4823030 | -6378741 |
Avg Bars in Trades | 96 | 86 | 107 | 96 | 86 | 107 |
Avg Bars in Winners | 143 | 120 | 174 | 143 | 120 | 174 |
Avg Bars in Losers | 55 | 47 | 61 | 55 | 47 | 61 |
Bars Traded | 8715 | 3896 | 4819 | 8715 | 3896 | 4819 |
Profit Streak | 0 | 52.3724 | 0 | 0 | 52.3724 | 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 | -148997 | -144815 | -420423 | 262354 | 414896 | -467406 |
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9091, "evaluation_days": 2272.75, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1565654400000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758682576995, "expiration_time": 1764562968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 38, "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": [ [ 1266814.1377252624, 1228583.7437066257, 38230.394018638, 23809420.16297691, 23420106.841267172, 389313.3217097372 ], [ 1266.814138, 1228.583744, 38.230394, 23809.420163, 23420.106841, 389.313322 ], [ 0.557393, 0.540571, 0.016821, 0.24127, 0.240546, 0.069888 ], [ 8313.333333, 8313.333333, 8313.333333, 8313.333333, 8313.333333, 8313.333333 ], [ -59297, -37407, -106968, -8717453, -4945213, -7085634 ], [ 3.56707, 7.436338, 1.126338, 1.681334, 2.585064, 1.019302 ], [ 90, 45, 45, 90, 45, 45 ], [ 42, 24, 18, 42, 24, 18 ], [ 48, 21, 27, 48, 21, 27 ], [ 46.666667, 53.333333, 40, 46.666667, 53.333333, 40 ], [ 4.076652, 6.506796, 1.689507, 1.921524, 2.261931, 1.528953 ], [ 393457, 393457, 51375, 19634383, 19634383, 9059667 ], [ -45973, -24898, -45973, -6378741, -4823030, -6378741 ], [ 96, 86, 107, 96, 86, 107 ], [ 143, 120, 174, 143, 120, 174 ], [ 55, 47, 61, 55, 47, 61 ], [ 8715, 3896, 4819, 8715, 3896, 4819 ], [ 0, 52.372419, 0, 0, 52.372419, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -148997, -144815, -420423, 262354, 414896, -467406 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9091, "evaluation_days": 2272.75, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1565654400000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758682576995, "expiration_time": 1764562968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 38, "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) |
---|