Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2755080.6668 | 2675580.2253 | 79500.4415 | 52956397.577 | 47764096.7498 | 5192300.8272 |
Total P&L (%) | 2755.0807 | 2675.5802 | 79.5004 | 52956.3976 | 47764.0968 | 5192.3008 |
Avg Daily Profit (%) | 1.2149 | 1.1799 | 0.0351 | 0.2771 | 0.2725 | 0.1752 |
Buy And Hold Return (%) | 11246.3761 | 11246.3761 | 11246.3761 | 11246.3761 | 11246.3761 | 11246.3761 |
Max Trade Drawdown | -58573 | -70986 | -41151 | -14026945 | -9383242 | -10332242 |
Profit Factor | 8.9522 | 14.4835 | 1.5371 | 1.9152 | 2.6174 | 1.1833 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 46.3415 | 43.9024 | 48.7805 | 46.3415 | 43.9024 | 48.7805 |
Ratio Avg Win / Avg Loss | 10.3658 | 18.5067 | 1.614 | 2.2176 | 3.3445 | 1.2424 |
Largest Winning Trade | 1955830 | 1955830 | 53890 | 34866842 | 34866842 | 16679215 |
Largest Losing Trade | -21883 | -21883 | -15540 | -7626784 | -7626784 | -6400160 |
Avg Bars in Trades | 79 | 76 | 83 | 79 | 76 | 83 |
Avg Bars in Winners | 128 | 131 | 125 | 128 | 131 | 125 |
Avg Bars in Losers | 37 | 32 | 43 | 37 | 32 | 43 |
Bars Traded | 6545 | 3119 | 3426 | 6545 | 3119 | 3426 |
Profit Streak | 0 | 230.7917 | 0 | 0 | 230.7917 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153923 | -144709 | -309634 | 19450 | 384859 | -177335 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6803, "evaluation_days": 2267.67, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1567612800000, "last_datapoint_time": 1758211200000, "evaluation_time": 1758222004329, "expiration_time": 1764088992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 16, "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": [ [ 2755080.6667797277, 2675580.225304506, 79500.4414752218, 52956397.57699746, 47764096.7497635, 5192300.827233948 ], [ 2755.080667, 2675.580225, 79.500441, 52956.397577, 47764.09675, 5192.300827 ], [ 1.214939, 1.179881, 0.035058, 0.277052, 0.272498, 0.175172 ], [ 11246.376061, 11246.376061, 11246.376061, 11246.376061, 11246.376061, 11246.376061 ], [ -58573, -70986, -41151, -14026945, -9383242, -10332242 ], [ 8.952247, 14.483486, 1.537095, 1.915186, 2.617444, 1.183257 ], [ 82, 41, 41, 82, 41, 41 ], [ 38, 18, 20, 38, 18, 20 ], [ 44, 23, 21, 44, 23, 21 ], [ 46.341463, 43.902439, 48.780488, 46.341463, 43.902439, 48.780488 ], [ 10.36576, 18.506677, 1.61395, 2.217584, 3.344512, 1.24242 ], [ 1955830, 1955830, 53890, 34866842, 34866842, 16679215 ], [ -21883, -21883, -15540, -7626784, -7626784, -6400160 ], [ 79, 76, 83, 79, 76, 83 ], [ 128, 131, 125, 128, 131, 125 ], [ 37, 32, 43, 37, 32, 43 ], [ 6545, 3119, 3426, 6545, 3119, 3426 ], [ 0, 230.791717, 0, 0, 230.791717, 0 ], [ 0, 4, 0, 0, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -153923, -144709, -309634, 19450, 384859, -177335 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6803, "evaluation_days": 2267.67, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1567612800000, "last_datapoint_time": 1758211200000, "evaluation_time": 1758222004329, "expiration_time": 1764088992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 16, "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) |
---|