Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9630857.372 | 152481.025 | -9783338.3969 | 171808407.4234 | -132210577.9088 | 304018985.3322 |
Total P&L (%) | -9630.8574 | 152.481 | -9783.3384 | 171808.4074 | -132210.5779 | 304018.9853 |
Avg Daily Profit (%) | -4.238 | 0.0671 | -4.3051 | 0.3284 | 0 | 0.3535 |
Buy And Hold Return (%) | 9355.7957 | 9355.7957 | 9355.7957 | 9355.7957 | 9355.7957 | 9355.7957 |
Max Trade Drawdown | -9782810 | -65165 | -9846545 | -230819483 | -190392937 | -135671888 |
Profit Factor | 0.0575 | 2.0034 | 0.0281 | 1.3677 | 0.5241 | 2.6044 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 78 | 39 | 39 | 30 | 15 | 15 |
Losing Trades | 12 | 6 | 6 | 60 | 30 | 30 |
Profitability (%) | 86.6667 | 86.6667 | 86.6667 | 33.3333 | 33.3333 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.0088 | 0.3082 | 0.0043 | 2.7353 | 1.0481 | 5.2088 |
Largest Winning Trade | 30164 | 26751 | 30164 | 325431291 | 54338324 | 325431291 |
Largest Losing Trade | -9781065 | -42425 | -9781065 | -70338865 | -70338865 | -21122965 |
Avg Bars in Trades | 47 | 51 | 42 | 47 | 51 | 42 |
Avg Bars in Winners | 25 | 31 | 19 | 77 | 88 | 67 |
Avg Bars in Losers | 187 | 181 | 193 | 31 | 33 | 30 |
Bars Traded | 4236 | 2323 | 1913 | 4236 | 2323 | 1913 |
Profit Streak | 137.6403 | 137.6403 | 243.6403 | 137.6403 | 137.6403 | 356.6403 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574275 | -262136 | -574821 | 214177 | -584175 | 333491 |
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4545, "evaluation_days": 2272.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1571097600000, "last_datapoint_time": 1758628800000, "evaluation_time": 1758640925085, "expiration_time": 1764519120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.55599, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "wma", "factors": { "length": 124, "offset": 80 } } }
{ "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": [ [ -9630857.371961161, 152481.0249528365, -9783338.396914, 171808407.4233799, -132210577.90881369, 304018985.33219355 ], [ -9630.857372, 152.481025, -9783.338397, 171808.407423, -132210.577909, 304018.985332 ], [ -4.238001, 0.067098, -4.305099, 0.328351, 0, 0.353539 ], [ 9355.795678, 9355.795678, 9355.795678, 9355.795678, 9355.795678, 9355.795678 ], [ -9782810, -65165, -9846545, -230819483, -190392937, -135671888 ], [ 0.057485, 2.003381, 0.028109, 1.367674, 0.524065, 2.60438 ], [ 90, 45, 45, 90, 45, 45 ], [ 78, 39, 39, 30, 15, 15 ], [ 12, 6, 6, 60, 30, 30 ], [ 86.666667, 86.666667, 86.666667, 33.333333, 33.333333, 33.333333 ], [ 0.008844, 0.308212, 0.004324, 2.735348, 1.04813, 5.20876 ], [ 30164, 26751, 30164, 325431291, 54338324, 325431291 ], [ -9781065, -42425, -9781065, -70338865, -70338865, -21122965 ], [ 47, 51, 42, 47, 51, 42 ], [ 25, 31, 19, 77, 88, 67 ], [ 187, 181, 193, 31, 33, 30 ], [ 4236, 2323, 1913, 4236, 2323, 1913 ], [ 137.640336, 137.640337, 243.640337, 137.640337, 137.640337, 356.640337 ], [ 6, 3, 3, 6, 3, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574275, -262136, -574821, 214177, -584175, 333491 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4545, "evaluation_days": 2272.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1571097600000, "last_datapoint_time": 1758628800000, "evaluation_time": 1758640925085, "expiration_time": 1764519120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.55599, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "wma", "factors": { "length": 124, "offset": 80 } } }
# | 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) |
---|