Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8551995.9065 | 237739.6726 | -8789735.5791 | 149058188.6062 | -119829026.6188 | 268887215.225 |
Total P&L (%) | -8551.9959 | 237.7397 | -8789.7356 | 149058.1886 | -119829.0266 | 268887.2152 |
Avg Daily Profit (%) | -3.7852 | 0.1052 | -3.8904 | 0.324 | 0 | 0.3502 |
Buy And Hold Return (%) | 10985.7743 | 10985.7743 | 10985.7743 | 10985.7743 | 10985.7743 | 10985.7743 |
Max Trade Drawdown | -8776582 | -35549 | -8898106 | -288507838 | -178006798 | -164188510 |
Profit Factor | 0.0796 | 3.3223 | 0.0435 | 1.337 | 0.425 | 2.1492 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 46 | 23 | 23 | 36 | 15 | 21 |
Losing Trades | 29 | 14 | 15 | 39 | 22 | 17 |
Profitability (%) | 61.3333 | 62.1622 | 60.5263 | 48 | 40.5405 | 55.2632 |
Ratio Avg Win / Avg Loss | 0.0502 | 2.0223 | 0.0284 | 1.4484 | 0.6233 | 1.7398 |
Largest Winning Trade | 45245 | 45245 | 44846 | 216058375 | 43562482 | 216058375 |
Largest Losing Trade | -8764943 | -25136 | -8764943 | -51202974 | -51202974 | -43193039 |
Avg Bars in Trades | 85 | 61 | 107 | 85 | 61 | 107 |
Avg Bars in Winners | 75 | 66 | 84 | 84 | 76 | 89 |
Avg Bars in Losers | 100 | 54 | 143 | 85 | 51 | 130 |
Bars Traded | 6391 | 2290 | 4101 | 6391 | 2290 | 4101 |
Profit Streak | 209.195 | 209.195 | 272.8617 | 209.195 | 209.195 | 367.5284 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -638899 | -209372 | -578006 | -51238 | -583475 | 558181 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6778, "evaluation_days": 2259.33, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1569456000000, "last_datapoint_time": 1757491200000, "evaluation_time": 1757508051032, "expiration_time": 1763347392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 249, "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": [ [ -8551995.906471692, 237739.672581955, -8789735.579053648, 149058188.6062428, -119829026.61877427, 268887215.2250172 ], [ -8551.995906, 237.739673, -8789.735579, 149058.188606, -119829.026619, 268887.215225 ], [ -3.785191, 0.105226, -3.890417, 0.323964, 0, 0.350151 ], [ 10985.774345, 10985.774345, 10985.774345, 10985.774345, 10985.774345, 10985.774345 ], [ -8776582, -35549, -8898106, -288507838, -178006798, -164188510 ], [ 0.079614, 3.322349, 0.04349, 1.336955, 0.424978, 2.149202 ], [ 75, 37, 38, 75, 37, 38 ], [ 46, 23, 23, 36, 15, 21 ], [ 29, 14, 15, 39, 22, 17 ], [ 61.333333, 62.162162, 60.526316, 48, 40.540541, 55.263158 ], [ 0.050191, 2.0223, 0.028363, 1.448368, 0.623301, 1.739831 ], [ 45245, 45245, 44846, 216058375, 43562482, 216058375 ], [ -8764943, -25136, -8764943, -51202974, -51202974, -43193039 ], [ 85, 61, 107, 85, 61, 107 ], [ 75, 66, 84, 84, 76, 89 ], [ 100, 54, 143, 85, 51, 130 ], [ 6391, 2290, 4101, 6391, 2290, 4101 ], [ 209.195035, 209.195035, 272.861702, 209.195035, 209.195035, 367.528368 ], [ 5, 2, 5, 5, 2, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -638899, -209372, -578006, -51238, -583475, 558181 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6778, "evaluation_days": 2259.33, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1569456000000, "last_datapoint_time": 1757491200000, "evaluation_time": 1757508051032, "expiration_time": 1763347392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 249, "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) |
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