Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 799002.9809 | 954984.7344 | -155981.7534 | 65695688.7426 | -45605988.8085 | 111301677.5511 |
Total P&L (%) | 799.003 | 954.9847 | -155.9818 | 65695.6887 | -45605.9888 | 111301.6776 |
Avg Daily Profit (%) | 0.3523 | 0.4211 | -0.0688 | 0.2866 | 0 | 0.3099 |
Buy And Hold Return (%) | 10952.4473 | 10952.4473 | 10952.4473 | 10952.4473 | 10952.4473 | 10952.4473 |
Max Trade Drawdown | -204431 | -55076 | -239270 | -93579683 | -66622930 | -42358926 |
Profit Factor | 2.1113 | 6.6834 | 0.7169 | 1.4113 | 0.5136 | 2.687 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 51 | 26 | 25 | 37 | 20 | 17 |
Losing Trades | 30 | 14 | 16 | 44 | 20 | 24 |
Profitability (%) | 62.963 | 65 | 60.9756 | 45.679 | 50 | 41.4634 |
Ratio Avg Win / Avg Loss | 1.2419 | 3.5988 | 0.4588 | 1.6783 | 0.5136 | 3.7935 |
Largest Winning Trade | 410300 | 410300 | 40584 | 113779405 | 16593083 | 113779405 |
Largest Losing Trade | -204431 | -23955 | -204431 | -23858037 | -23858037 | -18878472 |
Avg Bars in Trades | 80 | 94 | 66 | 80 | 94 | 66 |
Avg Bars in Winners | 90 | 100 | 79 | 79 | 84 | 72 |
Avg Bars in Losers | 64 | 83 | 46 | 81 | 103 | 62 |
Bars Traded | 6511 | 3775 | 2736 | 6511 | 3775 | 2736 |
Profit Streak | 0 | 117.4672 | 0 | 0 | 117.4672 | 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 | -167853 | -144390 | -579319 | -7973 | -579791 | 389475 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6803, "evaluation_days": 2267.67, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1569110400000, "last_datapoint_time": 1758211200000, "evaluation_time": 1758222764640, "expiration_time": 1764088992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 237, "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": [ [ 799002.9809439505, 954984.734390171, -155981.7534462204, 65695688.742551416, -45605988.8085173, 111301677.55106871 ], [ 799.002981, 954.984734, -155.981753, 65695.688743, -45605.988809, 111301.677551 ], [ 0.352345, 0.42113, -0.068785, 0.286569, 0, 0.30986 ], [ 10952.44728, 10952.44728, 10952.44728, 10952.44728, 10952.44728, 10952.44728 ], [ -204431, -55076, -239270, -93579683, -66622930, -42358926 ], [ 2.111311, 6.683425, 0.716882, 1.411296, 0.513555, 2.687032 ], [ 81, 40, 41, 81, 40, 41 ], [ 51, 26, 25, 37, 20, 17 ], [ 30, 14, 16, 44, 20, 24 ], [ 62.962963, 65, 60.97561, 45.679012, 50, 41.463415 ], [ 1.241948, 3.598767, 0.458805, 1.678298, 0.513555, 3.793457 ], [ 410300, 410300, 40584, 113779405, 16593083, 113779405 ], [ -204431, -23955, -204431, -23858037, -23858037, -18878472 ], [ 80, 94, 66, 80, 94, 66 ], [ 90, 100, 79, 79, 84, 72 ], [ 64, 83, 46, 81, 103, 62 ], [ 6511, 3775, 2736, 6511, 3775, 2736 ], [ 0, 117.467183, 0, 0, 117.467183, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -167853, -144390, -579319, -7973, -579791, 389475 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6803, "evaluation_days": 2267.67, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1569110400000, "last_datapoint_time": 1758211200000, "evaluation_time": 1758222764640, "expiration_time": 1764088992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 237, "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) |
---|