Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3027462.1307 | 2970766.4403 | 56695.6904 | 42587897.3893 | 58154298.3383 | -15566400.949 |
Total P&L (%) | 3027.4621 | 2970.7664 | 56.6957 | 42587.8974 | 58154.2983 | -15566.4009 |
Avg Daily Profit (%) | 1.3347 | 1.3097 | 0.025 | 0.2674 | 0.2811 | 0 |
Buy And Hold Return (%) | 10529.469 | 10529.469 | 10529.469 | 10529.469 | 10529.469 | 10529.469 |
Max Trade Drawdown | -83533 | -46856 | -83860 | -35496665 | -19962746 | -40054517 |
Profit Factor | 8.4486 | 15.35 | 1.2843 | 1.3202 | 1.9056 | 0.7737 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 8.4486 | 15.35 | 1.2843 | 1.3202 | 1.9056 | 0.7737 |
Largest Winning Trade | 2142677 | 2142677 | 54560 | 34176502 | 34176502 | 12641456 |
Largest Losing Trade | -31524 | -31524 | -24254 | -15250492 | -15250492 | -13670858 |
Avg Bars in Trades | 85 | 91 | 79 | 85 | 91 | 79 |
Avg Bars in Winners | 106 | 121 | 92 | 106 | 121 | 92 |
Avg Bars in Losers | 63 | 61 | 65 | 63 | 61 | 65 |
Bars Traded | 6485 | 3478 | 3007 | 6485 | 3478 | 3007 |
Profit Streak | 0 | 228.8001 | 0 | 0 | 228.8001 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -197397 | -142272 | -325257 | -47139 | 458397 | -580764 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6805, "evaluation_days": 2268.33, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1567526400000, "last_datapoint_time": 1758268800000, "evaluation_time": 1758280327463, "expiration_time": 1764148320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 94, "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": [ [ 3027462.130696322, 2970766.4402976194, 56695.6903987021, 42587897.38929735, 58154298.33832989, -15566400.949032543 ], [ 3027.462131, 2970.76644, 56.69569, 42587.897389, 58154.298338, -15566.400949 ], [ 1.334666, 1.309671, 0.024994, 0.267359, 0.281103, 0 ], [ 10529.468995, 10529.468995, 10529.468995, 10529.468995, 10529.468995, 10529.468995 ], [ -83533, -46856, -83860, -35496665, -19962746, -40054517 ], [ 8.448608, 15.349971, 1.284297, 1.320236, 1.905639, 0.773663 ], [ 76, 38, 38, 76, 38, 38 ], [ 38, 19, 19, 38, 19, 19 ], [ 38, 19, 19, 38, 19, 19 ], [ 50, 50, 50, 50, 50, 50 ], [ 8.448608, 15.349971, 1.284297, 1.320236, 1.905639, 0.773663 ], [ 2142677, 2142677, 54560, 34176502, 34176502, 12641456 ], [ -31524, -31524, -24254, -15250492, -15250492, -13670858 ], [ 85, 91, 79, 85, 91, 79 ], [ 106, 121, 92, 106, 121, 92 ], [ 63, 61, 65, 63, 61, 65 ], [ 6485, 3478, 3007, 6485, 3478, 3007 ], [ 0, 228.800086, 0, 0, 228.800086, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -197397, -142272, -325257, -47139, 458397, -580764 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6805, "evaluation_days": 2268.33, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1567526400000, "last_datapoint_time": 1758268800000, "evaluation_time": 1758280327463, "expiration_time": 1764148320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 94, "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) |
---|