Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3453000.9937 | 3351807.8821 | 101193.1116 | 71525057.73 | 45050301.2963 | 26474756.4337 |
Total P&L (%) | 3453.001 | 3351.8079 | 101.1931 | 71525.0577 | 45050.3013 | 26474.7564 |
Avg Daily Profit (%) | 1.5256 | 1.4809 | 0.0447 | 0.2909 | 0.2704 | 0.247 |
Buy And Hold Return (%) | 11636.4522 | 11636.4522 | 11636.4522 | 11636.4522 | 11636.4522 | 11636.4522 |
Max Trade Drawdown | -130592 | -79877 | -60415 | -44713886 | -45368952 | -11370115 |
Profit Factor | 7.4071 | 10.8521 | 1.5092 | 1.5625 | 1.4976 | 1.7231 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 53.125 | 50 | 56.25 | 53.125 | 50 | 56.25 |
Ratio Avg Win / Avg Loss | 6.5356 | 10.8521 | 1.1738 | 1.3787 | 1.4976 | 1.3402 |
Largest Winning Trade | 2319981 | 2319981 | 40715 | 55540310 | 55540310 | 12025180 |
Largest Losing Trade | -34908 | -34908 | -24767 | -29653593 | -29653593 | -11370115 |
Avg Bars in Trades | 68 | 90 | 45 | 68 | 90 | 45 |
Avg Bars in Winners | 81 | 114 | 51 | 81 | 114 | 51 |
Avg Bars in Losers | 52 | 66 | 37 | 52 | 66 | 37 |
Bars Traded | 6529 | 4355 | 2174 | 6529 | 4355 | 2174 |
Profit Streak | 140.0874 | 140.0874 | 172.4208 | 140.0874 | 140.0874 | 172.4208 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141378 | -142442 | -295354 | 432337 | 311198 | 280555 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6790, "evaluation_days": 2263.33, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1567843200000, "last_datapoint_time": 1757836800000, "evaluation_time": 1757844353144, "expiration_time": 1763703360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 166, "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": [ [ 3453000.9936677306, 3351807.8821023917, 101193.1115653387, 71525057.72996575, 45050301.29629339, 26474756.433672354 ], [ 3453.000994, 3351.807882, 101.193112, 71525.05773, 45050.301296, 26474.756434 ], [ 1.525629, 1.480919, 0.04471, 0.290881, 0.270435, 0.246956 ], [ 11636.45221, 11636.45221, 11636.45221, 11636.45221, 11636.45221, 11636.45221 ], [ -130592, -79877, -60415, -44713886, -45368952, -11370115 ], [ 7.407066, 10.85212, 1.509213, 1.562533, 1.497602, 1.723089 ], [ 96, 48, 48, 96, 48, 48 ], [ 51, 24, 27, 51, 24, 27 ], [ 45, 24, 21, 45, 24, 21 ], [ 53.125, 50, 56.25, 53.125, 50, 56.25 ], [ 6.535647, 10.85212, 1.173832, 1.378705, 1.497602, 1.34018 ], [ 2319981, 2319981, 40715, 55540310, 55540310, 12025180 ], [ -34908, -34908, -24767, -29653593, -29653593, -11370115 ], [ 68, 90, 45, 68, 90, 45 ], [ 81, 114, 51, 81, 114, 51 ], [ 52, 66, 37, 52, 66, 37 ], [ 6529, 4355, 2174, 6529, 4355, 2174 ], [ 140.087421, 140.087421, 172.420754, 140.087421, 140.087421, 172.420754 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -141378, -142442, -295354, 432337, 311198, 280555 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6790, "evaluation_days": 2263.33, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1567843200000, "last_datapoint_time": 1757836800000, "evaluation_time": 1757844353144, "expiration_time": 1763703360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 166, "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) |
---|