Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2065263.7277 | 213020.3827 | -2278284.1104 | -10040360.4428 | 37136480.6453 | -47176841.0881 |
Total P&L (%) | -2065.2637 | 213.0204 | -2278.2841 | -10040.3604 | 37136.4806 | -47176.8411 |
Avg Daily Profit (%) | -0.9153 | 0.0944 | -1.0097 | 0 | 0.2627 | 0 |
Buy And Hold Return (%) | 9128.8211 | 9128.8211 | 9128.8211 | 9128.8211 | 9128.8211 | 9128.8211 |
Max Trade Drawdown | -2375228 | -64537 | -2395741 | -177664373 | -29532634 | -182112609 |
Profit Factor | 0.264 | 2.1431 | 0.1303 | 0.9609 | 1.6293 | 0.7613 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 40 | 19 | 21 | 40 | 21 | 19 |
Losing Trades | 29 | 15 | 14 | 29 | 13 | 16 |
Profitability (%) | 57.971 | 55.8824 | 60 | 57.971 | 61.7647 | 54.2857 |
Ratio Avg Win / Avg Loss | 0.1914 | 1.6919 | 0.0869 | 0.6966 | 1.0086 | 0.6411 |
Largest Winning Trade | 90196 | 90196 | 35943 | 37414015 | 37414015 | 37261412 |
Largest Losing Trade | -1710539 | -32237 | -1710539 | -115018487 | -16991966 | -115018487 |
Avg Bars in Trades | 93 | 96 | 89 | 93 | 96 | 89 |
Avg Bars in Winners | 80 | 87 | 74 | 85 | 91 | 78 |
Avg Bars in Losers | 110 | 108 | 112 | 103 | 104 | 102 |
Bars Traded | 6421 | 3276 | 3145 | 6421 | 3276 | 3145 |
Profit Streak | 116.8848 | 116.8848 | 119.8848 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -684392 | -227318 | -578533 | -685744 | 356166 | -580232 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6769, "evaluation_days": 2256.33, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1568188800000, "last_datapoint_time": 1757232000000, "evaluation_time": 1757250844427, "expiration_time": 1763080416000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 13, "offset": 138 } } }
{ "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": [ [ -2065263.7276964202, 213020.382749964, -2278284.1104463846, -10040360.442781553, 37136480.645280875, -47176841.08806245 ], [ -2065.263728, 213.020383, -2278.28411, -10040.360443, 37136.480645, -47176.841088 ], [ -0.91532, 0.09441, -1.00973, 0, 0.262712, 0 ], [ 9128.821071, 9128.821071, 9128.821071, 9128.821071, 9128.821071, 9128.821071 ], [ -2375228, -64537, -2395741, -177664373, -29532634, -182112609 ], [ 0.263999, 2.143096, 0.130328, 0.960884, 1.629258, 0.76133 ], [ 69, 34, 35, 69, 34, 35 ], [ 40, 19, 21, 40, 21, 19 ], [ 29, 15, 14, 29, 13, 16 ], [ 57.971014, 55.882353, 60, 57.971014, 61.764706, 54.285714 ], [ 0.191399, 1.691918, 0.086885, 0.696641, 1.008588, 0.64112 ], [ 90196, 90196, 35943, 37414015, 37414015, 37261412 ], [ -1710539, -32237, -1710539, -115018487, -16991966, -115018487 ], [ 93, 96, 89, 93, 96, 89 ], [ 80, 87, 74, 85, 91, 78 ], [ 110, 108, 112, 103, 104, 102 ], [ 6421, 3276, 3145, 6421, 3276, 3145 ], [ 116.884773, 116.884773, 119.884773, 0, 0, 0 ], [ 3, 1, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -684392, -227318, -578533, -685744, 356166, -580232 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6769, "evaluation_days": 2256.33, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1568188800000, "last_datapoint_time": 1757232000000, "evaluation_time": 1757250844427, "expiration_time": 1763080416000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 13, "offset": 138 } } }
# | 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) |
---|