Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2488604.198 | 2428726.955 | 59877.243 | 27501529.5745 | 20767168.1187 | 6734361.4558 |
Total P&L (%) | 2488.6042 | 2428.727 | 59.8772 | 27501.5296 | 20767.1681 | 6734.3615 |
Avg Daily Profit (%) | 1.1009 | 1.0744 | 0.0265 | 0.2489 | 0.2365 | 0.1871 |
Buy And Hold Return (%) | 9111.6825 | 9111.6825 | 9111.6825 | 9111.6825 | 9111.6825 | 9111.6825 |
Max Trade Drawdown | -150720 | -126345 | -75993 | -10419100 | -7121118 | -3810498 |
Profit Factor | 4.7313 | 6.3296 | 1.2835 | 1.8266 | 1.9382 | 1.6047 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 96 | 47 | 49 | 96 | 47 | 49 |
Losing Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Profitability (%) | 52.7473 | 51.6484 | 53.8462 | 52.7473 | 51.6484 | 53.8462 |
Ratio Avg Win / Avg Loss | 4.2385 | 5.9255 | 1.1001 | 1.6363 | 1.8145 | 1.3754 |
Largest Winning Trade | 1828393 | 1828393 | 42103 | 4779511 | 4779511 | 2788870 |
Largest Losing Trade | -39533 | -39533 | -22051 | -2391619 | -2211440 | -2391619 |
Avg Bars in Trades | 23 | 39 | 7 | 23 | 39 | 7 |
Avg Bars in Winners | 24 | 41 | 7 | 24 | 41 | 7 |
Avg Bars in Losers | 23 | 38 | 8 | 23 | 38 | 8 |
Bars Traded | 4358 | 3638 | 720 | 4358 | 3638 | 720 |
Profit Streak | 0 | 0 | 58.9941 | 0 | 0 | 58.9941 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143165 | -143942 | -321840 | 374895 | 248613 | -154481 |
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4521, "evaluation_days": 2260.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1564444800000, "last_datapoint_time": 1757592000000, "evaluation_time": 1757634688916, "expiration_time": 1763451216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.07106, "nb": 0.61371, "nc": 0.1 } }, "second_band": { "type": "bbu", "factors": { "length": 50, "offset": 0, "std": 4.77886 } } }
{ "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": [ [ 2488604.198043632, 2428726.9550054516, 59877.2430381798, 27501529.574501086, 20767168.118685722, 6734361.455815367 ], [ 2488.604198, 2428.726955, 59.877243, 27501.529575, 20767.168119, 6734.361456 ], [ 1.100909, 1.07442, 0.026488, 0.248947, 0.236544, 0.18706 ], [ 9111.682512, 9111.682512, 9111.682512, 9111.682512, 9111.682512, 9111.682512 ], [ -150720, -126345, -75993, -10419100, -7121118, -3810498 ], [ 4.731318, 6.329559, 1.283454, 1.826551, 1.93819, 1.604669 ], [ 182, 91, 91, 182, 91, 91 ], [ 96, 47, 49, 96, 47, 49 ], [ 86, 44, 42, 86, 44, 42 ], [ 52.747253, 51.648352, 53.846154, 52.747253, 51.648352, 53.846154 ], [ 4.238472, 5.925544, 1.100103, 1.636285, 1.814475, 1.37543 ], [ 1828393, 1828393, 42103, 4779511, 4779511, 2788870 ], [ -39533, -39533, -22051, -2391619, -2211440, -2391619 ], [ 23, 39, 7, 23, 39, 7 ], [ 24, 41, 7, 24, 41, 7 ], [ 23, 38, 8, 23, 38, 8 ], [ 4358, 3638, 720, 4358, 3638, 720 ], [ 0, 0, 58.994085, 0, 0, 58.994085 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -143165, -143942, -321840, 374895, 248613, -154481 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4521, "evaluation_days": 2260.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1564444800000, "last_datapoint_time": 1757592000000, "evaluation_time": 1757634688916, "expiration_time": 1763451216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.07106, "nb": 0.61371, "nc": 0.1 } }, "second_band": { "type": "bbu", "factors": { "length": 50, "offset": 0, "std": 4.77886 } } }
# | 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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