Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9398683.8869 | 194133.0779 | -9592816.9648 | 74496406.5454 | -92313522.2864 | 166809928.8318 |
Total P&L (%) | -9398.6839 | 194.1331 | -9592.817 | 74496.4065 | -92313.5223 | 166809.9288 |
Avg Daily Profit (%) | -4.1377 | 0.0855 | -4.2231 | 0.2916 | 0 | 0.3272 |
Buy And Hold Return (%) | 9887.9932 | 9887.9932 | 9887.9932 | 9887.9932 | 9887.9932 | 9887.9932 |
Max Trade Drawdown | -9613339 | -38870 | -9687937 | -327987167 | -130487143 | -219875666 |
Profit Factor | 0.0607 | 2.9686 | 0.0318 | 1.1731 | 0.5336 | 1.7177 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 38 | 17 | 21 | 30 | 14 | 16 |
Losing Trades | 22 | 13 | 9 | 30 | 16 | 14 |
Profitability (%) | 63.3333 | 56.6667 | 70 | 50 | 46.6667 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.0351 | 2.2701 | 0.0136 | 1.1731 | 0.6099 | 1.503 |
Largest Winning Trade | 48921 | 48921 | 40894 | 197022319 | 28972466 | 197022319 |
Largest Losing Trade | -9604984 | -23826 | -9604984 | -73223751 | -73223751 | -55676651 |
Avg Bars in Trades | 69 | 61 | 77 | 69 | 61 | 77 |
Avg Bars in Winners | 48 | 53 | 43 | 68 | 77 | 60 |
Avg Bars in Losers | 106 | 72 | 155 | 70 | 47 | 96 |
Bars Traded | 4171 | 1854 | 2317 | 4171 | 1854 | 2317 |
Profit Streak | 135.598 | 135.598 | 255.098 | 135.598 | 135.598 | 737.098 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -751589 | -237575 | -576858 | -193832 | -581552 | 510266 |
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4543, "evaluation_days": 2271.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1569888000000, "last_datapoint_time": 1758542400000, "evaluation_time": 1758550868389, "expiration_time": 1764430128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 176, "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": [ [ -9398683.8869147, 194133.0778694457, -9592816.964784147, 74496406.54541466, -92313522.2863515, 166809928.8317661 ], [ -9398.683887, 194.133078, -9592.816965, 74496.406545, -92313.522286, 166809.928832 ], [ -4.137655, 0.085465, -4.22312, 0.291627, 0, 0.327192 ], [ 9887.99321, 9887.99321, 9887.99321, 9887.99321, 9887.99321, 9887.99321 ], [ -9613339, -38870, -9687937, -327987167, -130487143, -219875666 ], [ 0.060696, 2.968578, 0.031751, 1.173103, 0.533633, 1.717721 ], [ 60, 30, 30, 60, 30, 30 ], [ 38, 17, 21, 30, 14, 16 ], [ 22, 13, 9, 30, 16, 14 ], [ 63.333333, 56.666667, 70, 50, 46.666667, 53.333333 ], [ 0.03514, 2.270089, 0.013608, 1.173103, 0.609866, 1.503006 ], [ 48921, 48921, 40894, 197022319, 28972466, 197022319 ], [ -9604984, -23826, -9604984, -73223751, -73223751, -55676651 ], [ 69, 61, 77, 69, 61, 77 ], [ 48, 53, 43, 68, 77, 60 ], [ 106, 72, 155, 70, 47, 96 ], [ 4171, 1854, 2317, 4171, 1854, 2317 ], [ 135.598014, 135.598014, 255.098014, 135.598014, 135.598014, 737.098014 ], [ 2, 1, 4, 2, 1, 8 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -751589, -237575, -576858, -193832, -581552, 510266 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4543, "evaluation_days": 2271.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1569888000000, "last_datapoint_time": 1758542400000, "evaluation_time": 1758550868389, "expiration_time": 1764430128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 176, "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) |
---|