Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7135712.4501 | 233042.7511 | -7368755.2012 | 240627920.9131 | -248914841.373 | 489542762.2861 |
Total P&L (%) | -7135.7125 | 233.0428 | -7368.7552 | 240627.9209 | -248914.8414 | 489542.7623 |
Avg Daily Profit (%) | -3.1509 | 0.1029 | -3.2538 | 0.3444 | 0 | 0.3759 |
Buy And Hold Return (%) | 9868.6804 | 9868.6804 | 9868.6804 | 9868.6804 | 9868.6804 | 9868.6804 |
Max Trade Drawdown | -7385268 | -51563 | -7449628 | -535005033 | -330268306 | -308852224 |
Profit Factor | 0.0893 | 2.5359 | 0.041 | 1.2788 | 0.4975 | 2.331 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 84 | 42 | 42 | 44 | 23 | 21 |
Losing Trades | 19 | 10 | 9 | 59 | 29 | 30 |
Profitability (%) | 81.5534 | 80.7692 | 82.3529 | 42.7184 | 44.2308 | 41.1765 |
Ratio Avg Win / Avg Loss | 0.0202 | 0.6038 | 0.0088 | 1.7147 | 0.6273 | 3.33 |
Largest Winning Trade | 51640 | 51640 | 37889 | 419179903 | 57761340 | 419179903 |
Largest Losing Trade | -7385268 | -43698 | -7385268 | -111017896 | -111017896 | -48776184 |
Avg Bars in Trades | 62 | 68 | 56 | 62 | 68 | 56 |
Avg Bars in Winners | 33 | 41 | 25 | 85 | 94 | 74 |
Avg Bars in Losers | 189 | 178 | 201 | 45 | 47 | 43 |
Bars Traded | 6432 | 3540 | 2892 | 6432 | 3540 | 2892 |
Profit Streak | 129.8334 | 129.8334 | 237.8334 | 129.8334 | 129.8334 | 343.1667 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574801 | -394454 | -755361 | 329906 | -762117 | -168143 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6794, "evaluation_days": 2264.67, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1568966400000, "last_datapoint_time": 1757952000000, "evaluation_time": 1757966405385, "expiration_time": 1763822016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 232, "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": [ [ -7135712.450070788, 233042.7511161285, -7368755.201186919, 240627920.91312057, -248914841.37295365, 489542762.28607434 ], [ -7135.71245, 233.042751, -7368.755201, 240627.920913, -248914.841373, 489542.762286 ], [ -3.150884, 0.102904, -3.253788, 0.344406, 0, 0.37587 ], [ 9868.680427, 9868.680427, 9868.680427, 9868.680427, 9868.680427, 9868.680427 ], [ -7385268, -51563, -7449628, -535005033, -330268306, -308852224 ], [ 0.089267, 2.535863, 0.040951, 1.278772, 0.497527, 2.331031 ], [ 103, 52, 51, 103, 52, 51 ], [ 84, 42, 42, 44, 23, 21 ], [ 19, 10, 9, 59, 29, 30 ], [ 81.553398, 80.769231, 82.352941, 42.718447, 44.230769, 41.176471 ], [ 0.020191, 0.603777, 0.008775, 1.714717, 0.627316, 3.330044 ], [ 51640, 51640, 37889, 419179903, 57761340, 419179903 ], [ -7385268, -43698, -7385268, -111017896, -111017896, -48776184 ], [ 62, 68, 56, 62, 68, 56 ], [ 33, 41, 25, 85, 94, 74 ], [ 189, 178, 201, 45, 47, 43 ], [ 6432, 3540, 2892, 6432, 3540, 2892 ], [ 129.833395, 129.833396, 237.833395, 129.833396, 129.833396, 343.166729 ], [ 4, 2, 3, 4, 2, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574801, -394454, -755361, 329906, -762117, -168143 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6794, "evaluation_days": 2264.67, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1568966400000, "last_datapoint_time": 1757952000000, "evaluation_time": 1757966405385, "expiration_time": 1763822016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 232, "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) |
---|