Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2945235.2482 | 2890814.6964 | 54420.5518 | 36124331.5101 | 48499491.6125 | -12375160.1024 |
Total P&L (%) | 2945.2352 | 2890.8147 | 54.4206 | 36124.3315 | 48499.4916 | -12375.1601 |
Avg Daily Profit (%) | 1.298 | 1.274 | 0.024 | 0.26 | 0.273 | 0 |
Buy And Hold Return (%) | 9098.7423 | 9098.7423 | 9098.7423 | 9098.7423 | 9098.7423 | 9098.7423 |
Max Trade Drawdown | -65437 | -55528 | -58663 | -25529474 | -13144119 | -24666158 |
Profit Factor | 8.2879 | 14.1558 | 1.2951 | 1.3776 | 2.0167 | 0.7419 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 44.4444 | 45.1613 | 43.75 | 44.4444 | 45.1613 | 43.75 |
Ratio Avg Win / Avg Loss | 10.3599 | 17.1892 | 1.6652 | 1.7221 | 2.4488 | 0.9539 |
Largest Winning Trade | 2082787 | 2082787 | 52600 | 31584865 | 31584865 | 7571500 |
Largest Losing Trade | -34180 | -34180 | -24361 | -13144119 | -13144119 | -12385355 |
Avg Bars in Trades | 105 | 112 | 99 | 105 | 112 | 99 |
Avg Bars in Winners | 144 | 152 | 136 | 144 | 152 | 136 |
Avg Bars in Losers | 75 | 79 | 70 | 75 | 79 | 70 |
Bars Traded | 6677 | 3491 | 3186 | 6677 | 3491 | 3186 |
Profit Streak | 0 | 229.236 | 0 | 0 | 229.236 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -297089 | -144237 | -327903 | -145466 | 389347 | -583240 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6807, "evaluation_days": 2269, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1565395200000, "last_datapoint_time": 1758326400000, "evaluation_time": 1758346793641, "expiration_time": 1764207648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 90, "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": [ [ 2945235.248203789, 2890814.6964096366, 54420.5517941516, 36124331.51014171, 48499491.61252214, -12375160.10238044 ], [ 2945.235248, 2890.814696, 54.420552, 36124.33151, 48499.491613, -12375.160102 ], [ 1.298032, 1.274048, 0.023984, 0.260025, 0.273012, 0 ], [ 9098.742312, 9098.742312, 9098.742312, 9098.742312, 9098.742312, 9098.742312 ], [ -65437, -55528, -58663, -25529474, -13144119, -24666158 ], [ 8.287916, 14.155826, 1.295139, 1.37764, 2.016672, 0.741937 ], [ 63, 31, 32, 63, 31, 32 ], [ 28, 14, 14, 28, 14, 14 ], [ 35, 17, 18, 35, 17, 18 ], [ 44.444444, 45.16129, 43.75, 44.444444, 45.16129, 43.75 ], [ 10.359895, 17.189217, 1.665179, 1.72205, 2.448816, 0.953918 ], [ 2082787, 2082787, 52600, 31584865, 31584865, 7571500 ], [ -34180, -34180, -24361, -13144119, -13144119, -12385355 ], [ 105, 112, 99, 105, 112, 99 ], [ 144, 152, 136, 144, 152, 136 ], [ 75, 79, 70, 75, 79, 70 ], [ 6677, 3491, 3186, 6677, 3491, 3186 ], [ 0, 229.236037, 0, 0, 229.236038, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -297089, -144237, -327903, -145466, 389347, -583240 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6807, "evaluation_days": 2269, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1565395200000, "last_datapoint_time": 1758326400000, "evaluation_time": 1758346793641, "expiration_time": 1764207648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 90, "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) |
---|