Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 15642796.6302 | 15603455.1448 | 39341.4854 | 16302940.3307 | 16694942.9973 | -392002.6666 |
Total P&L (%) | 15642.7966 | 15603.4551 | 39.3415 | 16302.9403 | 16694.943 | -392.0027 |
Avg Daily Profit (%) | 6.8951 | 6.8778 | 0.0173 | 0.2251 | 0.2261 | 0 |
Buy And Hold Return (%) | 9426.5233 | 9426.5233 | 9426.5233 | 9426.5233 | 9426.5233 | 9426.5233 |
Max Trade Drawdown | -159244 | -118246 | -59068 | -29387767 | -21824446 | -13302591 |
Profit Factor | 37.5663 | 63.0859 | 1.2229 | 1.2178 | 1.3707 | 0.9868 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 52.0548 | 50 | 54.0541 | 52.0548 | 50 | 54.0541 |
Ratio Avg Win / Avg Loss | 34.6005 | 63.0859 | 1.0395 | 1.1217 | 1.3707 | 0.8388 |
Largest Winning Trade | 15437398 | 15437398 | 32225 | 24203689 | 24203689 | 5841709 |
Largest Losing Trade | -35207 | -35207 | -21259 | -9528773 | -9528773 | -7506476 |
Avg Bars in Trades | 88 | 135 | 41 | 88 | 135 | 41 |
Avg Bars in Winners | 113 | 181 | 52 | 113 | 181 | 52 |
Avg Bars in Losers | 60 | 90 | 28 | 60 | 90 | 28 |
Bars Traded | 6427 | 4893 | 1534 | 6427 | 4893 | 1534 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60698 | 550181 | -335318 | -76870 | 12934 | -580247 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6806, "evaluation_days": 2268.67, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1566172800000, "last_datapoint_time": 1758297600000, "evaluation_time": 1758307668794, "expiration_time": 1764177984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 110, "offset": 25 } }, "second_band": { "type": "dcu", "factors": { "length": 47, "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": [ [ 15642796.630198954, 15603455.144822909, 39341.4853760483, 16302940.330728382, 16694942.99730175, -392002.6665733745 ], [ 15642.79663, 15603.455145, 39.341485, 16302.940331, 16694.942997, -392.002667 ], [ 6.89514, 6.877799, 0.017341, 0.225056, 0.2261, 0 ], [ 9426.523297, 9426.523297, 9426.523297, 9426.523297, 9426.523297, 9426.523297 ], [ -159244, -118246, -59068, -29387767, -21824446, -13302591 ], [ 37.566281, 63.085949, 1.222932, 1.217831, 1.370671, 0.986847 ], [ 73, 36, 37, 73, 36, 37 ], [ 38, 18, 20, 38, 18, 20 ], [ 35, 18, 17, 35, 18, 17 ], [ 52.054795, 50, 54.054054, 52.054795, 50, 54.054054 ], [ 34.600522, 63.085949, 1.039493, 1.121686, 1.370671, 0.83882 ], [ 15437398, 15437398, 32225, 24203689, 24203689, 5841709 ], [ -35207, -35207, -21259, -9528773, -9528773, -7506476 ], [ 88, 135, 41, 88, 135, 41 ], [ 113, 181, 52, 113, 181, 52 ], [ 60, 90, 28, 60, 90, 28 ], [ 6427, 4893, 1534, 6427, 4893, 1534 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -60698, 550181, -335318, -76870, 12934, -580247 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6806, "evaluation_days": 2268.67, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1566172800000, "last_datapoint_time": 1758297600000, "evaluation_time": 1758307668794, "expiration_time": 1764177984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 110, "offset": 25 } }, "second_band": { "type": "dcu", "factors": { "length": 47, "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) |
---|