Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1369692.5328 | 388021.3623 | -1757713.8951 | -246943355.8189 | 84113581.9876 | -331056937.8066 |
Total P&L (%) | -1369.6925 | 388.0214 | -1757.7139 | -246943.3558 | 84113.582 | -331056.9378 |
Avg Daily Profit (%) | -0.6001 | 0.17 | -0.7701 | 0 | 0.2955 | 0 |
Buy And Hold Return (%) | 10310.5913 | 10310.5913 | 10310.5913 | 10310.5913 | 10310.5913 | 10310.5913 |
Max Trade Drawdown | -1823800 | -71291 | -1867103 | -456935808 | -129050796 | -424148095 |
Profit Factor | 0.4091 | 2.7653 | 0.1622 | 0.6529 | 1.3694 | 0.3155 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 52 | 25 | 27 | 49 | 23 | 26 |
Losing Trades | 34 | 18 | 16 | 37 | 20 | 17 |
Profitability (%) | 60.4651 | 58.1395 | 62.7907 | 56.9767 | 53.4884 | 60.4651 |
Ratio Avg Win / Avg Loss | 0.2675 | 1.991 | 0.0961 | 0.493 | 1.1908 | 0.2063 |
Largest Winning Trade | 100794 | 100794 | 38514 | 72371045 | 72371045 | 26903716 |
Largest Losing Trade | -1542865 | -32501 | -1542865 | -337437675 | -73528926 | -337437675 |
Avg Bars in Trades | 49 | 50 | 49 | 49 | 50 | 49 |
Avg Bars in Winners | 45 | 51 | 39 | 53 | 61 | 47 |
Avg Bars in Losers | 56 | 49 | 65 | 44 | 38 | 52 |
Bars Traded | 4295 | 2174 | 2121 | 4295 | 2174 | 2121 |
Profit Streak | 24.0343 | 153.0343 | 0 | 0 | 0 | 95.0343 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578369 | -150647 | -579069 | -579643 | 355153 | -578811 |
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4565, "evaluation_days": 2282.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1571140800000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759538960210, "expiration_time": 1765409040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 108 } } }
{ "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": [ [ -1369692.5327994137, 388021.3623125292, -1757713.8951119422, -246943355.81891027, 84113581.98763952, -331056937.8065497 ], [ -1369.692533, 388.021362, -1757.713895, -246943.355819, 84113.581988, -331056.937807 ], [ -0.600084, 0.169998, -0.770083, 0, 0.295548, 0 ], [ 10310.591251, 10310.591251, 10310.591251, 10310.591251, 10310.591251, 10310.591251 ], [ -1823800, -71291, -1867103, -456935808, -129050796, -424148095 ], [ 0.409063, 2.765307, 0.162207, 0.652859, 1.369393, 0.315512 ], [ 86, 43, 43, 86, 43, 43 ], [ 52, 25, 27, 49, 23, 26 ], [ 34, 18, 16, 37, 20, 17 ], [ 60.465116, 58.139535, 62.790698, 56.976744, 53.488372, 60.465116 ], [ 0.267464, 1.991021, 0.096123, 0.492975, 1.190776, 0.206296 ], [ 100794, 100794, 38514, 72371045, 72371045, 26903716 ], [ -1542865, -32501, -1542865, -337437675, -73528926, -337437675 ], [ 49, 50, 49, 49, 50, 49 ], [ 45, 51, 39, 53, 61, 47 ], [ 56, 49, 65, 44, 38, 52 ], [ 4295, 2174, 2121, 4295, 2174, 2121 ], [ 24.034262, 153.034262, 0, 0, 0, 95.034262 ], [ 1, 4, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578369, -150647, -579069, -579643, 355153, -578811 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4565, "evaluation_days": 2282.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1571140800000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759538960210, "expiration_time": 1765409040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 108 } } }
# | 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) |
---|