Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -11290726.0267 | 45929.5748 | -11336655.6015 | 2321351.9976 | 28213026.5619 | -25891674.5642 |
Total P&L (%) | -11290.726 | 45.9296 | -11336.6556 | 2321.352 | 28213.0266 | -25891.6746 |
Avg Daily Profit (%) | -4.9783 | 0.0203 | -4.9985 | 0.1406 | 0.2492 | 0 |
Buy And Hold Return (%) | 12785.6471 | 12785.6471 | 12785.6471 | 12785.6471 | 12785.6471 | 12785.6471 |
Max Trade Drawdown | -11528051 | -115955 | -11420128 | -51589533 | -7331147 | -56697461 |
Profit Factor | 0.0364 | 1.2171 | 0.0146 | 1.029 | 3.6204 | 0.6265 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 39 | 18 | 21 | 43 | 23 | 20 |
Losing Trades | 27 | 15 | 12 | 23 | 10 | 13 |
Profitability (%) | 59.0909 | 54.5455 | 63.6364 | 65.1515 | 69.697 | 60.6061 |
Ratio Avg Win / Avg Loss | 0.0252 | 1.0143 | 0.0084 | 0.5504 | 1.5741 | 0.4072 |
Largest Winning Trade | 102129 | 102129 | 41671 | 17941520 | 14763143 | 17941520 |
Largest Losing Trade | -11197413 | -50492 | -11197413 | -50371956 | -2351544 | -50371956 |
Avg Bars in Trades | 97 | 105 | 90 | 97 | 105 | 90 |
Avg Bars in Winners | 71 | 90 | 54 | 86 | 100 | 70 |
Avg Bars in Losers | 136 | 123 | 151 | 119 | 117 | 120 |
Bars Traded | 6456 | 3485 | 2971 | 6456 | 3485 | 2971 |
Profit Streak | 14.2986 | 98.6319 | 0 | 14.2986 | 98.6319 | 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 | -707506 | -330482 | -579035 | -486934 | 475829 | -579427 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6804, "evaluation_days": 2268, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1569369600000, "last_datapoint_time": 1758240000000, "evaluation_time": 1758265799537, "expiration_time": 1764118656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 246, "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": [ [ -11290726.026744813, 45929.5747531621, -11336655.601497972, 2321351.997645834, 28213026.56185723, -25891674.564211395 ], [ -11290.726027, 45.929575, -11336.655601, 2321.351998, 28213.026562, -25891.674564 ], [ -4.978274, 0.020251, -4.998525, 0.140615, 0.249248, 0 ], [ 12785.647059, 12785.647059, 12785.647059, 12785.647059, 12785.647059, 12785.647059 ], [ -11528051, -115955, -11420128, -51589533, -7331147, -56697461 ], [ 0.036355, 1.217107, 0.014644, 1.028984, 3.620401, 0.626517 ], [ 66, 33, 33, 66, 33, 33 ], [ 39, 18, 21, 43, 23, 20 ], [ 27, 15, 12, 23, 10, 13 ], [ 59.090909, 54.545455, 63.636364, 65.151515, 69.69697, 60.606061 ], [ 0.025169, 1.014256, 0.008368, 0.550387, 1.574087, 0.407236 ], [ 102129, 102129, 41671, 17941520, 14763143, 17941520 ], [ -11197413, -50492, -11197413, -50371956, -2351544, -50371956 ], [ 97, 105, 90, 97, 105, 90 ], [ 71, 90, 54, 86, 100, 70 ], [ 136, 123, 151, 119, 117, 120 ], [ 6456, 3485, 2971, 6456, 3485, 2971 ], [ 14.298606, 98.631939, 0, 14.298606, 98.631939, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -707506, -330482, -579035, -486934, 475829, -579427 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6804, "evaluation_days": 2268, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1569369600000, "last_datapoint_time": 1758240000000, "evaluation_time": 1758265799537, "expiration_time": 1764118656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 246, "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) |
---|