Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1691332.7584 | 1579346.8694 | 111985.8889 | 82336132.5077 | 62210359.0603 | 20125773.4474 |
Total P&L (%) | 1691.3328 | 1579.3469 | 111.9859 | 82336.1325 | 62210.3591 | 20125.7734 |
Avg Daily Profit (%) | 0.748 | 0.6985 | 0.0495 | 0.2974 | 0.285 | 0.2351 |
Buy And Hold Return (%) | 8623.5046 | 8623.5046 | 8623.5046 | 8623.5046 | 8623.5046 | 8623.5046 |
Max Trade Drawdown | -60686 | -46203 | -82773 | -21821300 | -22204945 | -14844805 |
Profit Factor | 4.0713 | 7.8185 | 1.351 | 1.81 | 2.4774 | 1.338 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Profitability (%) | 43.75 | 42.1875 | 45.3125 | 43.75 | 42.1875 | 45.3125 |
Ratio Avg Win / Avg Loss | 5.2345 | 10.7142 | 1.6305 | 2.3271 | 3.3949 | 1.6148 |
Largest Winning Trade | 732825 | 732825 | 46854 | 40019528 | 40019528 | 15486049 |
Largest Losing Trade | -40652 | -23115 | -40652 | -14034799 | -12021833 | -14034799 |
Avg Bars in Trades | 69 | 65 | 73 | 69 | 65 | 73 |
Avg Bars in Winners | 110 | 108 | 111 | 110 | 108 | 111 |
Avg Bars in Losers | 38 | 34 | 41 | 38 | 34 | 41 |
Bars Traded | 8902 | 4220 | 4682 | 8902 | 4220 | 4682 |
Profit Streak | 0 | 161.8464 | 0 | 0 | 161.8464 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148033 | -286064 | -432319 | 367654 | -127628 | -136179 |
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9044, "evaluation_days": 2261, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1563796800000, "last_datapoint_time": 1757656800000, "evaluation_time": 1757665130311, "expiration_time": 1763517312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 68, "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": [ [ 1691332.758359397, 1579346.8694258227, 111985.8889335751, 82336132.50770357, 62210359.06027758, 20125773.447426002 ], [ 1691.332758, 1579.346869, 111.985889, 82336.132508, 62210.35906, 20125.773447 ], [ 0.748046, 0.698517, 0.049529, 0.297417, 0.285001, 0.235108 ], [ 8623.504634, 8623.504634, 8623.504634, 8623.504634, 8623.504634, 8623.504634 ], [ -60686, -46203, -82773, -21821300, -22204945, -14844805 ], [ 4.071258, 7.818462, 1.350977, 1.809952, 2.477383, 1.337981 ], [ 128, 64, 64, 128, 64, 64 ], [ 56, 27, 29, 56, 27, 29 ], [ 72, 37, 35, 72, 37, 35 ], [ 43.75, 42.1875, 45.3125, 43.75, 42.1875, 45.3125 ], [ 5.234475, 10.714189, 1.63049, 2.327081, 3.394932, 1.614805 ], [ 732825, 732825, 46854, 40019528, 40019528, 15486049 ], [ -40652, -23115, -40652, -14034799, -12021833, -14034799 ], [ 69, 65, 73, 69, 65, 73 ], [ 110, 108, 111, 110, 108, 111 ], [ 38, 34, 41, 38, 34, 41 ], [ 8902, 4220, 4682, 8902, 4220, 4682 ], [ 0, 161.846416, 0, 0, 161.846416, 0 ], [ 0, 4, 0, 0, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -148033, -286064, -432319, 367654, -127628, -136179 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9044, "evaluation_days": 2261, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1563796800000, "last_datapoint_time": 1757656800000, "evaluation_time": 1757665130311, "expiration_time": 1763517312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 68, "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) |
---|