Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 792378.9352 | 1041366.0671 | -248987.1319 | 807116453.1415 | 473271968.5245 | 333844484.617 |
Total P&L (%) | 792.3789 | 1041.3661 | -248.9871 | 807116.4531 | 473271.9685 | 333844.4846 |
Avg Daily Profit (%) | 0.3504 | 0.4605 | -0.1101 | 0.3986 | 0.3749 | 0.3594 |
Buy And Hold Return (%) | 9856.6635 | 9856.6635 | 9856.6635 | 9856.6635 | 9856.6635 | 9856.6635 |
Max Trade Drawdown | -312750 | -44758 | -575284 | -280384457 | -330711694 | -63413017 |
Profit Factor | 1.9997 | 8.0627 | 0.6141 | 2.7104 | 2.1819 | 5.6711 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 45 | 20 | 25 | 43 | 18 | 25 |
Losing Trades | 21 | 13 | 8 | 23 | 15 | 8 |
Profitability (%) | 68.1818 | 60.6061 | 75.7576 | 65.1515 | 54.5455 | 75.7576 |
Ratio Avg Win / Avg Loss | 0.9332 | 5.2407 | 0.1965 | 1.4497 | 1.8183 | 1.8148 |
Largest Winning Trade | 340187 | 340187 | 59451 | 432818132 | 432818132 | 89736360 |
Largest Losing Trade | -288224 | -36153 | -288224 | -280384457 | -280384457 | -63413017 |
Avg Bars in Trades | 97 | 114 | 80 | 97 | 114 | 80 |
Avg Bars in Winners | 99 | 125 | 78 | 103 | 131 | 83 |
Avg Bars in Losers | 93 | 98 | 85 | 86 | 94 | 70 |
Bars Traded | 6446 | 3790 | 2656 | 6446 | 3790 | 2656 |
Profit Streak | 0 | 0 | 316.8537 | 0 | 0 | 316.8537 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -281575 | -145635 | -576097 | -112740 | 512949 | 805252 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6784, "evaluation_days": 2261.33, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1568880000000, "last_datapoint_time": 1757664000000, "evaluation_time": 1757680158199, "expiration_time": 1763525376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 229, "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": [ [ 792378.9352059575, 1041366.0670801091, -248987.1318741514, 807116453.1415493, 473271968.52454257, 333844484.617007 ], [ 792.378935, 1041.366067, -248.987132, 807116.453142, 473271.968525, 333844.484617 ], [ 0.350404, 0.46051, -0.110107, 0.398619, 0.374926, 0.35944 ], [ 9856.663471, 9856.663471, 9856.663471, 9856.663471, 9856.663471, 9856.663471 ], [ -312750, -44758, -575284, -280384457, -330711694, -63413017 ], [ 1.99965, 8.062661, 0.614099, 2.710397, 2.181944, 5.6711 ], [ 66, 33, 33, 66, 33, 33 ], [ 45, 20, 25, 43, 18, 25 ], [ 21, 13, 8, 23, 15, 8 ], [ 68.181818, 60.606061, 75.757576, 65.151515, 54.545455, 75.757576 ], [ 0.93317, 5.24073, 0.196512, 1.449747, 1.818287, 1.814752 ], [ 340187, 340187, 59451, 432818132, 432818132, 89736360 ], [ -288224, -36153, -288224, -280384457, -280384457, -63413017 ], [ 97, 114, 80, 97, 114, 80 ], [ 99, 125, 78, 103, 131, 83 ], [ 93, 98, 85, 86, 94, 70 ], [ 6446, 3790, 2656, 6446, 3790, 2656 ], [ 0, 0, 316.853683, 0, 0, 316.853683 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -281575, -145635, -576097, -112740, 512949, 805252 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6784, "evaluation_days": 2261.33, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1568880000000, "last_datapoint_time": 1757664000000, "evaluation_time": 1757680158199, "expiration_time": 1763525376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 229, "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) |
---|