Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10893624.8771 | 51427.4886 | -10945052.3657 | 1316493.5589 | 28857162.3232 | -27540668.7643 |
Total P&L (%) | -10893.6249 | 51.4275 | -10945.0524 | 1316.4936 | 28857.1623 | -27540.6688 |
Avg Daily Profit (%) | -4.8181 | 0.0227 | -4.8408 | 0.1173 | 0.251 | 0 |
Buy And Hold Return (%) | 9891.0226 | 9891.0226 | 9891.0226 | 9891.0226 | 9891.0226 | 9891.0226 |
Max Trade Drawdown | -11151720 | -121074 | -11042304 | -48489764 | -4362118 | -52630161 |
Profit Factor | 0.0391 | 1.24 | 0.016 | 1.0184 | 4.8762 | 0.5714 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 42 | 19 | 23 | 48 | 25 | 23 |
Losing Trades | 32 | 18 | 14 | 26 | 12 | 14 |
Profitability (%) | 56.7568 | 51.3514 | 62.1622 | 64.8649 | 67.5676 | 62.1622 |
Ratio Avg Win / Avg Loss | 0.0298 | 1.1747 | 0.0097 | 0.5516 | 2.3406 | 0.3478 |
Largest Winning Trade | 102129 | 102129 | 41671 | 16360205 | 12174697 | 16360205 |
Largest Losing Trade | -10810014 | -51252 | -10810014 | -48489764 | -1770894 | -48489764 |
Avg Bars in Trades | 87 | 94 | 80 | 87 | 94 | 80 |
Avg Bars in Winners | 65 | 85 | 49 | 77 | 93 | 61 |
Avg Bars in Losers | 115 | 104 | 130 | 104 | 96 | 111 |
Bars Traded | 6456 | 3491 | 2964 | 6456 | 3491 | 2964 |
Profit Streak | 7.0023 | 91.3356 | 0 | 7.0023 | 91.3356 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -647717 | -327400 | -579195 | -469643 | 584491 | -579195 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6783, "evaluation_days": 2261, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1569168000000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757635394517, "expiration_time": 1763495712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 239, "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": [ [ -10893624.877052447, 51427.4886019975, -10945052.365654442, 1316493.558938411, 28857162.323202204, -27540668.7642638 ], [ -10893.624877, 51.427489, -10945.052366, 1316.493559, 28857.162323, -27540.668764 ], [ -4.818056, 0.022745, -4.840802, 0.117308, 0.251018, 0 ], [ 9891.022639, 9891.022639, 9891.022639, 9891.022639, 9891.022639, 9891.022639 ], [ -11151720, -121074, -11042304, -48489764, -4362118, -52630161 ], [ 0.039115, 1.239974, 0.015978, 1.01836, 4.876203, 0.57141 ], [ 74, 37, 37, 74, 37, 37 ], [ 42, 19, 23, 48, 25, 23 ], [ 32, 18, 14, 26, 12, 14 ], [ 56.756757, 51.351351, 62.162162, 64.864865, 67.567568, 62.162162 ], [ 0.029802, 1.174713, 0.009726, 0.551612, 2.340577, 0.347815 ], [ 102129, 102129, 41671, 16360205, 12174697, 16360205 ], [ -10810014, -51252, -10810014, -48489764, -1770894, -48489764 ], [ 87, 94, 80, 87, 94, 80 ], [ 65, 85, 49, 77, 93, 61 ], [ 115, 104, 130, 104, 96, 111 ], [ 6456, 3491, 2964, 6456, 3491, 2964 ], [ 7.002251, 91.335585, 0, 7.002251, 91.335585, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -647717, -327400, -579195, -469643, 584491, -579195 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6783, "evaluation_days": 2261, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1569168000000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757635394517, "expiration_time": 1763495712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 239, "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) |
---|