Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2614042.4914 | 88518.1469 | -2702560.6383 | 89272242.7946 | 21871106.5832 | 67401136.2113 |
Total P&L (%) | -2614.0425 | 88.5181 | -2702.5606 | 89272.2428 | 21871.1066 | 67401.1362 |
Avg Daily Profit (%) | -1.1561 | 0.0392 | -1.1953 | 0.301 | 0.2388 | 0.2886 |
Buy And Hold Return (%) | 8534.81 | 8534.81 | 8534.81 | 8534.81 | 8534.81 | 8534.81 |
Max Trade Drawdown | -2752516 | -52095 | -2799148 | -90207383 | -26962338 | -98912987 |
Profit Factor | 0.2179 | 1.4701 | 0.1432 | 1.4155 | 1.321 | 1.4594 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 64 | 31 | 33 | 68 | 33 | 35 |
Losing Trades | 71 | 37 | 34 | 67 | 35 | 32 |
Profitability (%) | 47.4074 | 45.5882 | 49.2537 | 50.3704 | 48.5294 | 52.2388 |
Ratio Avg Win / Avg Loss | 0.2418 | 1.7546 | 0.1475 | 1.3947 | 1.4011 | 1.3343 |
Largest Winning Trade | 62682 | 32510 | 62682 | 72981698 | 13308425 | 72981698 |
Largest Losing Trade | -1828471 | -31354 | -1828471 | -59506182 | -24300771 | -59506182 |
Avg Bars in Trades | 47 | 26 | 68 | 47 | 26 | 68 |
Avg Bars in Winners | 46 | 32 | 59 | 51 | 32 | 69 |
Avg Bars in Losers | 48 | 21 | 77 | 43 | 21 | 68 |
Bars Traded | 6405 | 1807 | 4598 | 6405 | 1807 | 4598 |
Profit Streak | 63.9262 | 172.5928 | 0 | 63.9262 | 172.5928 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580869 | -413690 | -697748 | 383601 | -103315 | -106537 |
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{ "first_band": { "type": "vwma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 151, "offset": 0, "std": 4.52435 } } }
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{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6783, "evaluation_days": 2261, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1565020800000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757657621828, "expiration_time": 1763495712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 151, "offset": 0, "std": 4.52435 } } }
# | 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) |
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