Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7669816.6216 | 257386.4366 | -7927203.0582 | 58956411.7198 | -503183947.699 | 562140359.4187 |
Total P&L (%) | -7669.8166 | 257.3864 | -7927.2031 | 58956.4117 | -503183.9477 | 562140.3594 |
Avg Daily Profit (%) | -3.3952 | 0.1139 | -3.5092 | 0.2829 | 0 | 0.383 |
Buy And Hold Return (%) | 9185.6035 | 9185.6035 | 9185.6035 | 9185.6035 | 9185.6035 | 9185.6035 |
Max Trade Drawdown | -7948647 | -58977 | -8007742 | -1018844680 | -539399036 | -571205694 |
Profit Factor | 0.0861 | 2.9649 | 0.0405 | 1.0467 | 0.2443 | 1.9438 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 48 | 26 | 22 | 36 | 18 | 18 |
Losing Trades | 30 | 13 | 17 | 42 | 21 | 21 |
Profitability (%) | 61.5385 | 66.6667 | 56.4103 | 46.1538 | 46.1538 | 46.1538 |
Ratio Avg Win / Avg Loss | 0.0538 | 1.4824 | 0.0313 | 1.2212 | 0.285 | 2.2678 |
Largest Winning Trade | 44557 | 41026 | 44557 | 773055872 | 50028201 | 773055872 |
Largest Losing Trade | -7948647 | -38899 | -7948647 | -177388504 | -177388504 | -174333715 |
Avg Bars in Trades | 80 | 63 | 97 | 80 | 63 | 97 |
Avg Bars in Winners | 66 | 47 | 89 | 83 | 73 | 93 |
Avg Bars in Losers | 101 | 94 | 107 | 77 | 54 | 100 |
Bars Traded | 6255 | 2469 | 3786 | 6255 | 2469 | 3786 |
Profit Streak | 57.4034 | 123.0701 | 0 | 57.4034 | 123.0701 | 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 | -617221 | -198975 | -579926 | -200470 | -581294 | 425455 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6777, "evaluation_days": 2259, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1569024000000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757468454976, "expiration_time": 1763317728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 234, "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": [ [ -7669816.621573123, 257386.4365783635, -7927203.058151487, 58956411.719772115, -503183947.69896734, 562140359.4187396 ], [ -7669.816622, 257.386437, -7927.203058, 58956.41172, -503183.947699, 562140.359419 ], [ -3.395226, 0.113938, -3.509165, 0.282873, 0, 0.382959 ], [ 9185.603475, 9185.603475, 9185.603475, 9185.603475, 9185.603475, 9185.603475 ], [ -7948647, -58977, -8007742, -1018844680, -539399036, -571205694 ], [ 0.086125, 2.964878, 0.04048, 1.046737, 0.24431, 1.943823 ], [ 78, 39, 39, 78, 39, 39 ], [ 48, 26, 22, 36, 18, 18 ], [ 30, 13, 17, 42, 21, 21 ], [ 61.538462, 66.666667, 56.410256, 46.153846, 46.153846, 46.153846 ], [ 0.053828, 1.482439, 0.03128, 1.221193, 0.285028, 2.267793 ], [ 44557, 41026, 44557, 773055872, 50028201, 773055872 ], [ -7948647, -38899, -7948647, -177388504, -177388504, -174333715 ], [ 80, 63, 97, 80, 63, 97 ], [ 66, 47, 89, 83, 73, 93 ], [ 101, 94, 107, 77, 54, 100 ], [ 6255, 2469, 3786, 6255, 2469, 3786 ], [ 57.403414, 123.070081, 0, 57.403414, 123.070081, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -617221, -198975, -579926, -200470, -581294, 425455 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6777, "evaluation_days": 2259, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1569024000000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757468454976, "expiration_time": 1763317728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 234, "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) |
---|