Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1909082.5177 | 258701.4659 | -2167783.9835 | -83313170.064 | 93904267.8651 | -177217437.9291 |
Total P&L (%) | -1909.0825 | 258.7015 | -2167.784 | -83313.1701 | 93904.2679 | -177217.4379 |
Avg Daily Profit (%) | -0.8445 | 0.1144 | -0.9589 | 0 | 0.3033 | 0 |
Buy And Hold Return (%) | 9659.0504 | 9659.0504 | 9659.0504 | 9659.0504 | 9659.0504 | 9659.0504 |
Max Trade Drawdown | -2196796 | -64895 | -2229288 | -327534809 | -61929911 | -365285877 |
Profit Factor | 0.2698 | 2.7556 | 0.1213 | 0.8457 | 1.6612 | 0.5545 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 53 | 29 | 24 | 52 | 28 | 24 |
Losing Trades | 27 | 11 | 16 | 28 | 12 | 16 |
Profitability (%) | 66.25 | 72.5 | 60 | 65 | 70 | 60 |
Ratio Avg Win / Avg Loss | 0.1374 | 1.0452 | 0.0809 | 0.4554 | 0.7119 | 0.3696 |
Largest Winning Trade | 78381 | 78381 | 38634 | 43805495 | 43805495 | 32304533 |
Largest Losing Trade | -1849365 | -48458 | -1849365 | -225628415 | -33764021 | -225628415 |
Avg Bars in Trades | 78 | 83 | 74 | 78 | 83 | 74 |
Avg Bars in Winners | 57 | 65 | 48 | 64 | 76 | 50 |
Avg Bars in Losers | 119 | 130 | 112 | 104 | 99 | 109 |
Bars Traded | 6303 | 3337 | 2966 | 6303 | 3337 | 2966 |
Profit Streak | 127.6825 | 127.6825 | 244.6825 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -601212 | -198343 | -578863 | -602333 | 428754 | -579453 |
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{ "first_band": { "type": "vwma", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 8, "offset": 172 } } }
{ "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": [ [ -1909082.5176531805, 258701.4658805386, -2167783.9835337196, -83313170.0640097, 93904267.86508194, -177217437.9290917 ], [ -1909.082518, 258.701466, -2167.783984, -83313.170064, 93904.267865, -177217.437929 ], [ -0.844476, 0.114436, -0.958912, 0, 0.303286, 0 ], [ 9659.050352, 9659.050352, 9659.050352, 9659.050352, 9659.050352, 9659.050352 ], [ -2196796, -64895, -2229288, -327534809, -61929911, -365285877 ], [ 0.269807, 2.755635, 0.121336, 0.845657, 1.661178, 0.55447 ], [ 80, 40, 40, 80, 40, 40 ], [ 53, 29, 24, 52, 28, 24 ], [ 27, 11, 16, 28, 12, 16 ], [ 66.25, 72.5, 60, 65, 70, 60 ], [ 0.137449, 1.045241, 0.080891, 0.455354, 0.711934, 0.369647 ], [ 78381, 78381, 38634, 43805495, 43805495, 32304533 ], [ -1849365, -48458, -1849365, -225628415, -33764021, -225628415 ], [ 78, 83, 74, 78, 83, 74 ], [ 57, 65, 48, 64, 76, 50 ], [ 119, 130, 112, 104, 99, 109 ], [ 6303, 3337, 2966, 6303, 3337, 2966 ], [ 127.682543, 127.682543, 244.682543, 0, 0, 0 ], [ 2, 1, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -601212, -198343, -578863, -602333, 428754, -579453 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6782, "evaluation_days": 2260.67, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1567468800000, "last_datapoint_time": 1757606400000, "evaluation_time": 1757607771707, "expiration_time": 1763466048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 8, "offset": 172 } } }
# | 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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