Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 13205125.4318 | 13185697.1147 | 19428.317 | 9723830.4696 | 10747785.0751 | -1023954.6056 |
Total P&L (%) | 13205.1254 | 13185.6971 | 19.4283 | 9723.8305 | 10747.7851 | -1023.9546 |
Avg Daily Profit (%) | 5.8507 | 5.8421 | 0.0086 | 0.2035 | 0.2079 | 0 |
Buy And Hold Return (%) | 8280.4285 | 8280.4285 | 8280.4285 | 8280.4285 | 8280.4285 | 8280.4285 |
Max Trade Drawdown | -221260 | -151953 | -85846 | -24571679 | -14454328 | -11098681 |
Profit Factor | 17.8022 | 34.2056 | 1.05 | 1.1549 | 1.3728 | 0.9699 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 94 | 44 | 50 | 94 | 44 | 50 |
Losing Trades | 127 | 66 | 61 | 127 | 66 | 61 |
Profitability (%) | 42.5339 | 40 | 45.045 | 42.5339 | 40 | 45.045 |
Ratio Avg Win / Avg Loss | 24.0519 | 51.3084 | 1.281 | 1.5603 | 2.0592 | 1.1832 |
Largest Winning Trade | 13014772 | 13014772 | 27993 | 17794647 | 17794647 | 4788614 |
Largest Losing Trade | -25234 | -25234 | -22431 | -6027742 | -3959920 | -6027742 |
Avg Bars in Trades | 38 | 55 | 21 | 38 | 55 | 21 |
Avg Bars in Winners | 59 | 98 | 24 | 59 | 98 | 24 |
Avg Bars in Losers | 23 | 27 | 19 | 23 | 27 | 19 |
Bars Traded | 8561 | 6141 | 2420 | 8561 | 6141 | 2420 |
Profit Streak | 85.4817 | 0 | 89.7317 | 85.4817 | 0 | 89.7317 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492939 | 385753 | -514019 | -153745 | -67480 | -580460 |
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{ "first_band": { "type": "wma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 13, "offset": 0, "std": 3.76265 } } }
{ "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": [ [ 13205125.431760505, 13185697.114727212, 19428.3170332935, 9723830.46955406, 10747785.07513544, -1023954.6055813688 ], [ 13205.125432, 13185.697115, 19.428317, 9723.83047, 10747.785075, -1023.954606 ], [ 5.850742, 5.842134, 0.008608, 0.203459, 0.207861, 0 ], [ 8280.42853, 8280.42853, 8280.42853, 8280.42853, 8280.42853, 8280.42853 ], [ -221260, -151953, -85846, -24571679, -14454328, -11098681 ], [ 17.802226, 34.205612, 1.049967, 1.154853, 1.372828, 0.969854 ], [ 221, 110, 111, 221, 110, 111 ], [ 94, 44, 50, 94, 44, 50 ], [ 127, 66, 61, 127, 66, 61 ], [ 42.533937, 40, 45.045045, 42.533937, 40, 45.045045 ], [ 24.051943, 51.308417, 1.28096, 1.560281, 2.059242, 1.183221 ], [ 13014772, 13014772, 27993, 17794647, 17794647, 4788614 ], [ -25234, -25234, -22431, -6027742, -3959920, -6027742 ], [ 38, 55, 21, 38, 55, 21 ], [ 59, 98, 24, 59, 98, 24 ], [ 23, 27, 19, 23, 27, 19 ], [ 8561, 6141, 2420, 8561, 6141, 2420 ], [ 85.481696, 0, 89.731696, 85.481696, 0, 89.731696 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 492939, 385753, -514019, -153745, -67480, -580460 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9028, "evaluation_days": 2257, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1566237600000, "last_datapoint_time": 1757311200000, "evaluation_time": 1757331218551, "expiration_time": 1763161344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 13, "offset": 0, "std": 3.76265 } } }
# | 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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