Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1664323.5159 | 1544684.5158 | 119639.0001 | 103983519.5622 | 98629755.9628 | 5353763.5993 |
Total P&L (%) | 1664.3235 | 1544.6845 | 119.639 | 103983.5196 | 98629.756 | 5353.7636 |
Avg Daily Profit (%) | 0.7335 | 0.6808 | 0.0527 | 0.3067 | 0.3043 | 0.1764 |
Buy And Hold Return (%) | 9391.2645 | 9391.2645 | 9391.2645 | 9391.2645 | 9391.2645 | 9391.2645 |
Max Trade Drawdown | -120540 | -99026 | -50859 | -58700148 | -46206402 | -49127431 |
Profit Factor | 3.5437 | 5.891 | 1.3535 | 1.4564 | 1.8975 | 1.0454 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Profitability (%) | 43.3824 | 44.1176 | 42.6471 | 43.3824 | 44.1176 | 42.6471 |
Ratio Avg Win / Avg Loss | 4.6248 | 7.4619 | 1.8202 | 1.9007 | 2.4035 | 1.4059 |
Largest Winning Trade | 570897 | 570897 | 40789 | 74816521 | 74816521 | 38897927 |
Largest Losing Trade | -31737 | -31737 | -25217 | -36271394 | -32344198 | -36271394 |
Avg Bars in Trades | 49 | 47 | 50 | 49 | 47 | 50 |
Avg Bars in Winners | 75 | 71 | 79 | 75 | 71 | 79 |
Avg Bars in Losers | 29 | 29 | 28 | 29 | 29 | 28 |
Bars Traded | 6677 | 3243 | 3434 | 6677 | 3243 | 3434 |
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 | -148666 | -256928 | -399075 | 319930 | -99213 | -440853 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6807, "evaluation_days": 2269, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1564329600000, "last_datapoint_time": 1758326400000, "evaluation_time": 1758344809118, "expiration_time": 1764207648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 33, "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": [ [ 1664323.5159160262, 1544684.5157793912, 119639.0001366347, 103983519.56218171, 98629755.96283859, 5353763.599343112 ], [ 1664.323516, 1544.684516, 119.639, 103983.519562, 98629.755963, 5353.763599 ], [ 0.733505, 0.680778, 0.052728, 0.306674, 0.304339, 0.176396 ], [ 9391.264499, 9391.264499, 9391.264499, 9391.264499, 9391.264499, 9391.264499 ], [ -120540, -99026, -50859, -58700148, -46206402, -49127431 ], [ 3.543685, 5.890968, 1.353468, 1.456409, 1.897528, 1.045394 ], [ 136, 68, 68, 136, 68, 68 ], [ 59, 30, 29, 59, 30, 29 ], [ 77, 38, 39, 77, 38, 39 ], [ 43.382353, 44.117647, 42.647059, 43.382353, 44.117647, 42.647059 ], [ 4.624809, 7.461892, 1.820181, 1.900737, 2.403536, 1.405875 ], [ 570897, 570897, 40789, 74816521, 74816521, 38897927 ], [ -31737, -31737, -25217, -36271394, -32344198, -36271394 ], [ 49, 47, 50, 49, 47, 50 ], [ 75, 71, 79, 75, 71, 79 ], [ 29, 29, 28, 29, 29, 28 ], [ 6677, 3243, 3434, 6677, 3243, 3434 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -148666, -256928, -399075, 319930, -99213, -440853 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6807, "evaluation_days": 2269, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1564329600000, "last_datapoint_time": 1758326400000, "evaluation_time": 1758344809118, "expiration_time": 1764207648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 33, "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) |
---|