Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7866806.3484 | 208970.6846 | -8075777.033 | 23846769.3699 | -30260744.7255 | 54107514.0954 |
Total P&L (%) | -7866.8063 | 208.9707 | -8075.777 | 23846.7694 | -30260.7447 | 54107.5141 |
Avg Daily Profit (%) | -3.474 | 0.0923 | -3.5663 | 0.2422 | 0 | 0.2784 |
Buy And Hold Return (%) | 11211.6659 | 11211.6659 | 11211.6659 | 11211.6659 | 11211.6659 | 11211.6659 |
Max Trade Drawdown | -8166788 | -95553 | -8147046 | -58217929 | -42192598 | -26979642 |
Profit Factor | 0.0751 | 2.0964 | 0.0288 | 1.2571 | 0.4493 | 2.431 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 34 | 15 | 19 | 28 | 15 | 13 |
Losing Trades | 26 | 15 | 11 | 32 | 15 | 17 |
Profitability (%) | 56.6667 | 50 | 63.3333 | 46.6667 | 50 | 43.3333 |
Ratio Avg Win / Avg Loss | 0.0574 | 2.0964 | 0.0167 | 1.4367 | 0.4493 | 3.1791 |
Largest Winning Trade | 101760 | 101760 | 37548 | 78186193 | 8012771 | 78186193 |
Largest Losing Trade | -8069750 | -32311 | -8069750 | -25097679 | -25097679 | -11042021 |
Avg Bars in Trades | 70 | 72 | 68 | 70 | 72 | 68 |
Avg Bars in Winners | 61 | 72 | 52 | 72 | 79 | 64 |
Avg Bars in Losers | 82 | 73 | 95 | 69 | 66 | 71 |
Bars Traded | 4230 | 2182 | 2048 | 4230 | 2182 | 2048 |
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 | -753413 | -231604 | -579097 | -172618 | -580825 | 331622 |
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{ "first_band": { "type": "alma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 26, "offset": 149 } } }
{ "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": [ [ -7866806.3484084, 208970.6846354037, -8075777.033043803, 23846769.369915493, -30260744.72545348, 54107514.09536898 ], [ -7866.806348, 208.970685, -8075.777033, 23846.76937, -30260.744725, 54107.514095 ], [ -3.473971, 0.092281, -3.566252, 0.242219, 0, 0.278391 ], [ 11211.665949, 11211.665949, 11211.665949, 11211.665949, 11211.665949, 11211.665949 ], [ -8166788, -95553, -8147046, -58217929, -42192598, -26979642 ], [ 0.075106, 2.096359, 0.028773, 1.257078, 0.449315, 2.431042 ], [ 60, 30, 30, 60, 30, 30 ], [ 34, 15, 19, 28, 15, 13 ], [ 26, 15, 11, 32, 15, 17 ], [ 56.666667, 50, 63.333333, 46.666667, 50, 43.333333 ], [ 0.057434, 2.096359, 0.016658, 1.43666, 0.449315, 3.179055 ], [ 101760, 101760, 37548, 78186193, 8012771, 78186193 ], [ -8069750, -32311, -8069750, -25097679, -25097679, -11042021 ], [ 70, 72, 68, 70, 72, 68 ], [ 61, 72, 52, 72, 79, 64 ], [ 82, 73, 95, 69, 66, 71 ], [ 4230, 2182, 2048, 4230, 2182, 2048 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -753413, -231604, -579097, -172618, -580825, 331622 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4529, "evaluation_days": 2264.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1570017600000, "last_datapoint_time": 1757937600000, "evaluation_time": 1757942884635, "expiration_time": 1763807184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 26, "offset": 149 } } }
# | 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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