Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2528734.9361 | 2450318.786 | 78416.1501 | 48852722.7397 | 44847145.8316 | 4005576.9081 |
Total P&L (%) | 2528.7349 | 2450.3188 | 78.4162 | 48852.7227 | 44847.1458 | 4005.5769 |
Avg Daily Profit (%) | 1.1171 | 1.0825 | 0.0346 | 0.274 | 0.2702 | 0.1642 |
Buy And Hold Return (%) | 10270.7274 | 10270.7274 | 10270.7274 | 10270.7274 | 10270.7274 | 10270.7274 |
Max Trade Drawdown | -98856 | -79756 | -60845 | -86355273 | -77520992 | -14882978 |
Profit Factor | 6.3974 | 10.2409 | 1.3856 | 1.3947 | 1.4804 | 1.1317 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 52.381 | 51.9231 | 52.8302 | 52.381 | 51.9231 | 52.8302 |
Ratio Avg Win / Avg Loss | 5.8158 | 9.4823 | 1.2372 | 1.2679 | 1.3707 | 1.0104 |
Largest Winning Trade | 1680779 | 1680779 | 32997 | 90561066 | 90561066 | 5048345 |
Largest Losing Trade | -39406 | -39406 | -32029 | -40164972 | -40164972 | -12049591 |
Avg Bars in Trades | 63 | 91 | 35 | 63 | 91 | 35 |
Avg Bars in Winners | 77 | 107 | 49 | 77 | 107 | 49 |
Avg Bars in Losers | 46 | 74 | 19 | 46 | 74 | 19 |
Bars Traded | 6622 | 4756 | 1866 | 6622 | 4756 | 1866 |
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 | -143220 | -323644 | -491477 | 301342 | -171878 | -413424 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6791, "evaluation_days": 2263.67, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1566115200000, "last_datapoint_time": 1757865600000, "evaluation_time": 1757887853760, "expiration_time": 1763733024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 133, "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": [ [ 2528734.936064011, 2450318.7859616466, 78416.1501023641, 48852722.739658445, 44847145.83158885, 4005576.908069603 ], [ 2528.734936, 2450.318786, 78.41615, 48852.72274, 44847.145832, 4005.576908 ], [ 1.117095, 1.082454, 0.034641, 0.273976, 0.270195, 0.164246 ], [ 10270.727367, 10270.727367, 10270.727367, 10270.727367, 10270.727367, 10270.727367 ], [ -98856, -79756, -60845, -86355273, -77520992, -14882978 ], [ 6.397407, 10.240911, 1.385623, 1.394677, 1.48038, 1.13167 ], [ 105, 52, 53, 105, 52, 53 ], [ 55, 27, 28, 55, 27, 28 ], [ 50, 25, 25, 50, 25, 25 ], [ 52.380952, 51.923077, 52.830189, 52.380952, 51.923077, 52.830189 ], [ 5.815824, 9.482325, 1.237163, 1.267888, 1.370723, 1.010419 ], [ 1680779, 1680779, 32997, 90561066, 90561066, 5048345 ], [ -39406, -39406, -32029, -40164972, -40164972, -12049591 ], [ 63, 91, 35, 63, 91, 35 ], [ 77, 107, 49, 77, 107, 49 ], [ 46, 74, 19, 46, 74, 19 ], [ 6622, 4756, 1866, 6622, 4756, 1866 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -143220, -323644, -491477, 301342, -171878, -413424 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6791, "evaluation_days": 2263.67, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1566115200000, "last_datapoint_time": 1757865600000, "evaluation_time": 1757887853760, "expiration_time": 1763733024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 133, "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) |
---|