Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1553335.8472 | 1461766.7569 | 91569.0904 | 74217288.5668 | 59180715.5825 | 15036572.9843 |
Total P&L (%) | 1553.3358 | 1461.7668 | 91.5691 | 74217.2886 | 59180.7156 | 15036.573 |
Avg Daily Profit (%) | 0.6835 | 0.6432 | 0.0403 | 0.2913 | 0.2814 | 0.2211 |
Buy And Hold Return (%) | 9184.4475 | 9184.4475 | 9184.4475 | 9184.4475 | 9184.4475 | 9184.4475 |
Max Trade Drawdown | -107400 | -83625 | -105172 | -32930555 | -7988459 | -26369747 |
Profit Factor | 4.096 | 8.6889 | 1.2939 | 2.1661 | 3.5291 | 1.3736 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 48.9583 | 50 | 47.9167 | 48.9583 | 50 | 47.9167 |
Ratio Avg Win / Avg Loss | 4.2703 | 8.6889 | 1.4064 | 2.2582 | 3.5291 | 1.493 |
Largest Winning Trade | 550731 | 550731 | 62267 | 32360894 | 32360894 | 22184296 |
Largest Losing Trade | -49580 | -19860 | -49580 | -15924084 | -3707222 | -15924084 |
Avg Bars in Trades | 44 | 46 | 43 | 44 | 46 | 43 |
Avg Bars in Winners | 73 | 75 | 70 | 73 | 75 | 70 |
Avg Bars in Losers | 16 | 16 | 17 | 16 | 16 | 17 |
Bars Traded | 4273 | 2209 | 2064 | 4273 | 2209 | 2064 |
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 | -146624 | -145334 | -305533 | 460433 | 546018 | -1277 |
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4545, "evaluation_days": 2272.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1571616000000, "last_datapoint_time": 1758628800000, "evaluation_time": 1758652503685, "expiration_time": 1764519120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 198, "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": [ [ 1553335.8472128687, 1461766.756852844, 91569.0903600242, 74217288.56677766, 59180715.582456194, 15036572.984321468 ], [ 1553.335847, 1461.766757, 91.56909, 74217.288567, 59180.715582, 15036.572984 ], [ 0.683536, 0.643242, 0.040294, 0.291334, 0.281357, 0.221133 ], [ 9184.447529, 9184.447529, 9184.447529, 9184.447529, 9184.447529, 9184.447529 ], [ -107400, -83625, -105172, -32930555, -7988459, -26369747 ], [ 4.096028, 8.688922, 1.293862, 2.166062, 3.529104, 1.373598 ], [ 96, 48, 48, 96, 48, 48 ], [ 47, 24, 23, 47, 24, 23 ], [ 49, 24, 25, 49, 24, 25 ], [ 48.958333, 50, 47.916667, 48.958333, 50, 47.916667 ], [ 4.270327, 8.688922, 1.406372, 2.258235, 3.529104, 1.493042 ], [ 550731, 550731, 62267, 32360894, 32360894, 22184296 ], [ -49580, -19860, -49580, -15924084, -3707222, -15924084 ], [ 44, 46, 43, 44, 46, 43 ], [ 73, 75, 70, 73, 75, 70 ], [ 16, 16, 17, 16, 16, 17 ], [ 4273, 2209, 2064, 4273, 2209, 2064 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -146624, -145334, -305533, 460433, 546018, -1277 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4545, "evaluation_days": 2272.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1571616000000, "last_datapoint_time": 1758628800000, "evaluation_time": 1758652503685, "expiration_time": 1764519120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 198, "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) |
---|