Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -203313.1005 | 561397.0896 | -764710.1901 | 40696105.6543 | 26301523.4457 | 14394582.2086 |
Total P&L (%) | -203.3131 | 561.3971 | -764.7102 | 40696.1057 | 26301.5234 | 14394.5822 |
Avg Daily Profit (%) | -0.0899 | 0.2483 | -0.3382 | 0.2662 | 0.2469 | 0.2203 |
Buy And Hold Return (%) | 9832.2519 | 9832.2519 | 9832.2519 | 9832.2519 | 9832.2519 | 9832.2519 |
Max Trade Drawdown | -899528 | -62730 | -932061 | -23161185 | -9741268 | -23830755 |
Profit Factor | 0.8488 | 3.5444 | 0.3196 | 1.7714 | 2.1278 | 1.489 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 46 | 23 | 23 | 46 | 22 | 24 |
Losing Trades | 26 | 13 | 13 | 26 | 14 | 12 |
Profitability (%) | 63.8889 | 63.8889 | 63.8889 | 63.8889 | 61.1111 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.4797 | 2.0033 | 0.1806 | 1.0012 | 1.3541 | 0.7445 |
Largest Winning Trade | 137737 | 137737 | 42913 | 10886963 | 10886963 | 8160999 |
Largest Losing Trade | -480421 | -33421 | -480421 | -18248767 | -6259570 | -18248767 |
Avg Bars in Trades | 86 | 97 | 76 | 86 | 97 | 76 |
Avg Bars in Winners | 92 | 96 | 88 | 94 | 98 | 91 |
Avg Bars in Losers | 76 | 98 | 54 | 72 | 95 | 44 |
Bars Traded | 6236 | 3497 | 2739 | 6236 | 3497 | 2739 |
Profit Streak | 223.6446 | 223.6446 | 299.6446 | 223.6446 | 223.6446 | 299.6446 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -661096 | -147827 | -577632 | -71565 | 373911 | -10127 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6784, "evaluation_days": 2261.33, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1568937600000, "last_datapoint_time": 1757664000000, "evaluation_time": 1757690897586, "expiration_time": 1763525376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 54, "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": [ [ -203313.100535517, 561397.0895838637, -764710.1901193808, 40696105.654258415, 26301523.44567238, 14394582.208586033 ], [ -203.313101, 561.39709, -764.71019, 40696.105654, 26301.523446, 14394.582209 ], [ -0.089909, 0.24826, -0.338168, 0.266178, 0.246885, 0.220306 ], [ 9832.251872, 9832.251872, 9832.251872, 9832.251872, 9832.251872, 9832.251872 ], [ -899528, -62730, -932061, -23161185, -9741268, -23830755 ], [ 0.848781, 3.544363, 0.31956, 1.7714, 2.127827, 1.489019 ], [ 72, 36, 36, 72, 36, 36 ], [ 46, 23, 23, 46, 22, 24 ], [ 26, 13, 13, 26, 14, 12 ], [ 63.888889, 63.888889, 63.888889, 63.888889, 61.111111, 66.666667 ], [ 0.479746, 2.003336, 0.180621, 1.001226, 1.354072, 0.74451 ], [ 137737, 137737, 42913, 10886963, 10886963, 8160999 ], [ -480421, -33421, -480421, -18248767, -6259570, -18248767 ], [ 86, 97, 76, 86, 97, 76 ], [ 92, 96, 88, 94, 98, 91 ], [ 76, 98, 54, 72, 95, 44 ], [ 6236, 3497, 2739, 6236, 3497, 2739 ], [ 223.644648, 223.644648, 299.644648, 223.644648, 223.644648, 299.644648 ], [ 4, 2, 3, 4, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -661096, -147827, -577632, -71565, 373911, -10127 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6784, "evaluation_days": 2261.33, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1568937600000, "last_datapoint_time": 1757664000000, "evaluation_time": 1757690897586, "expiration_time": 1763525376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 54, "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) |
---|