Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8749016.3848 | 77240.0122 | -8826256.397 | 42761052.8429 | -66532091.3259 | 109293144.1688 |
Total P&L (%) | -8749.0164 | 77.24 | -8826.2564 | 42761.0528 | -66532.0913 | 109293.1442 |
Avg Daily Profit (%) | -3.8712 | 0.0342 | -3.9054 | 0.2685 | 0 | 0.3101 |
Buy And Hold Return (%) | 10138.3678 | 10138.3678 | 10138.3678 | 10138.3678 | 10138.3678 | 10138.3678 |
Max Trade Drawdown | -8857668 | -48041 | -8881222 | -85780527 | -73602567 | -63706087 |
Profit Factor | 0.0496 | 1.6765 | 0.0292 | 1.2304 | 0.2613 | 2.1437 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 42 | 20 | 22 | 26 | 13 | 13 |
Losing Trades | 22 | 12 | 10 | 38 | 19 | 19 |
Profitability (%) | 65.625 | 62.5 | 68.75 | 40.625 | 40.625 | 40.625 |
Ratio Avg Win / Avg Loss | 0.026 | 1.0059 | 0.0133 | 1.7982 | 0.3819 | 3.1331 |
Largest Winning Trade | 53321 | 53321 | 40841 | 137823360 | 4405801 | 137823360 |
Largest Losing Trade | -8715323 | -31072 | -8715323 | -22398999 | -22398999 | -17939475 |
Avg Bars in Trades | 131 | 73 | 189 | 131 | 73 | 189 |
Avg Bars in Winners | 83 | 55 | 108 | 154 | 85 | 223 |
Avg Bars in Losers | 223 | 104 | 366 | 115 | 65 | 165 |
Bars Traded | 8405 | 2349 | 6056 | 8405 | 2349 | 6056 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -722252 | -309361 | -578379 | -140059 | -584456 | 337613 |
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9040, "evaluation_days": 2260, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1568008800000, "last_datapoint_time": 1757570400000, "evaluation_time": 1757586494053, "expiration_time": 1763428320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 82, "offset": 182 } } }
{ "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": [ [ -8749016.384776665, 77240.012185213, -8826256.39696188, 42761052.84288816, -66532091.32592125, 109293144.16880947 ], [ -8749.016385, 77.240012, -8826.256397, 42761.052843, -66532.091326, 109293.144169 ], [ -3.871246, 0.034177, -3.905423, 0.268526, 0, 0.310105 ], [ 10138.367814, 10138.367814, 10138.367814, 10138.367814, 10138.367814, 10138.367814 ], [ -8857668, -48041, -8881222, -85780527, -73602567, -63706087 ], [ 0.049623, 1.676526, 0.029192, 1.230357, 0.261318, 2.143705 ], [ 64, 32, 32, 64, 32, 32 ], [ 42, 20, 22, 26, 13, 13 ], [ 22, 12, 10, 38, 19, 19 ], [ 65.625, 62.5, 68.75, 40.625, 40.625, 40.625 ], [ 0.025993, 1.005916, 0.013269, 1.798215, 0.381926, 3.133108 ], [ 53321, 53321, 40841, 137823360, 4405801, 137823360 ], [ -8715323, -31072, -8715323, -22398999, -22398999, -17939475 ], [ 131, 73, 189, 131, 73, 189 ], [ 83, 55, 108, 154, 85, 223 ], [ 223, 104, 366, 115, 65, 165 ], [ 8405, 2349, 6056, 8405, 2349, 6056 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -722252, -309361, -578379, -140059, -584456, 337613 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9040, "evaluation_days": 2260, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1568008800000, "last_datapoint_time": 1757570400000, "evaluation_time": 1757586494053, "expiration_time": 1763428320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 82, "offset": 182 } } }
# | 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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