Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9075193.8173 | 118270.2661 | -9193464.0834 | 53599144.5172 | 2204810.2935 | 51394334.2238 |
Total P&L (%) | -9075.1938 | 118.2703 | -9193.4641 | 53599.1445 | 2204.8103 | 51394.3342 |
Avg Daily Profit (%) | -4.0156 | 0.0523 | -4.0679 | 0.2785 | 0.1389 | 0.2767 |
Buy And Hold Return (%) | 10190.016 | 10190.016 | 10190.016 | 10190.016 | 10190.016 | 10190.016 |
Max Trade Drawdown | -9314879 | -48726 | -9303211 | -76956308 | -33971203 | -80524009 |
Profit Factor | 0.0539 | 2.0649 | 0.0304 | 1.3694 | 1.0501 | 1.5086 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 30 | 12 | 18 | 32 | 16 | 16 |
Losing Trades | 28 | 17 | 11 | 26 | 13 | 13 |
Profitability (%) | 51.7241 | 41.3793 | 62.069 | 55.1724 | 55.1724 | 55.1724 |
Ratio Avg Win / Avg Loss | 0.0503 | 2.9253 | 0.0186 | 1.1127 | 0.8532 | 1.2258 |
Largest Winning Trade | 104424 | 104424 | 41150 | 71165038 | 12536015 | 71165038 |
Largest Losing Trade | -9113518 | -20414 | -9113518 | -38106527 | -9300838 | -38106527 |
Avg Bars in Trades | 73 | 31 | 115 | 73 | 31 | 115 |
Avg Bars in Winners | 64 | 32 | 86 | 65 | 25 | 106 |
Avg Bars in Losers | 82 | 30 | 161 | 82 | 39 | 125 |
Bars Traded | 4245 | 909 | 3336 | 4245 | 909 | 3336 |
Profit Streak | 162.2369 | 162.2369 | 252.2369 | 162.2369 | 162.2369 | 384.2369 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759088 | -287711 | -577916 | -169806 | -338867 | 386039 |
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4520, "evaluation_days": 2260, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1568635200000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757569271970, "expiration_time": 1763406720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 47, "offset": 45 } } }
{ "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": [ [ -9075193.817287395, 118270.2661268053, -9193464.083414204, 53599144.51724894, 2204810.293488389, 51394334.223760515 ], [ -9075.193817, 118.270266, -9193.464083, 53599.144517, 2204.810293, 51394.334224 ], [ -4.015572, 0.052332, -4.067904, 0.278528, 0.138928, 0.276668 ], [ 10190.016043, 10190.016043, 10190.016043, 10190.016043, 10190.016043, 10190.016043 ], [ -9314879, -48726, -9303211, -76956308, -33971203, -80524009 ], [ 0.053944, 2.064884, 0.030388, 1.369425, 1.050057, 1.508643 ], [ 58, 29, 29, 58, 29, 29 ], [ 30, 12, 18, 32, 16, 16 ], [ 28, 17, 11, 26, 13, 13 ], [ 51.724138, 41.37931, 62.068966, 55.172414, 55.172414, 55.172414 ], [ 0.050347, 2.925252, 0.018571, 1.112657, 0.853171, 1.225772 ], [ 104424, 104424, 41150, 71165038, 12536015, 71165038 ], [ -9113518, -20414, -9113518, -38106527, -9300838, -38106527 ], [ 73, 31, 115, 73, 31, 115 ], [ 64, 32, 86, 65, 25, 106 ], [ 82, 30, 161, 82, 39, 125 ], [ 4245, 909, 3336, 4245, 909, 3336 ], [ 162.236944, 162.236944, 252.236944, 162.236944, 162.236944, 384.236944 ], [ 2, 1, 3, 2, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -759088, -287711, -577916, -169806, -338867, 386039 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4520, "evaluation_days": 2260, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1568635200000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757569271970, "expiration_time": 1763406720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 47, "offset": 45 } } }
# | 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) |
---|