Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2137070.31 | 221532.8117 | -2358603.1217 | -25158595.1768 | 113886419.215 | -139045014.3918 |
Total P&L (%) | -2137.0703 | 221.5328 | -2358.6031 | -25158.5952 | 113886.4192 | -139045.0144 |
Avg Daily Profit (%) | -0.9464 | 0.0981 | -1.0446 | 0 | 0.3122 | 0 |
Buy And Hold Return (%) | 10180.0803 | 10180.0803 | 10180.0803 | 10180.0803 | 10180.0803 | 10180.0803 |
Max Trade Drawdown | -2414474 | -57368 | -2428999 | -265343852 | -18330463 | -280477935 |
Profit Factor | 0.2548 | 2.3073 | 0.126 | 0.9347 | 2.64 | 0.56 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 58.2278 | 61.5385 | 55 | 58.2278 | 61.5385 | 55 |
Ratio Avg Win / Avg Loss | 0.1828 | 1.4421 | 0.1031 | 0.6706 | 1.65 | 0.4581 |
Largest Winning Trade | 50516 | 49354 | 50516 | 37148405 | 32070269 | 37148405 |
Largest Losing Trade | -1929837 | -46581 | -1929837 | -189706207 | -18330463 | -189706207 |
Avg Bars in Trades | 54 | 47 | 60 | 54 | 47 | 60 |
Avg Bars in Winners | 44 | 41 | 48 | 48 | 49 | 47 |
Avg Bars in Losers | 67 | 57 | 75 | 62 | 45 | 76 |
Bars Traded | 4282 | 1852 | 2430 | 4282 | 1852 | 2430 |
Profit Streak | 132.6035 | 138.1035 | 132.6035 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -609327 | -222011 | -579141 | -610711 | 559745 | -580101 |
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4516, "evaluation_days": 2258, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1570276800000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757384938299, "expiration_time": 1763228736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 185, "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": [ [ -2137070.3099938515, 221532.8117323107, -2358603.1217261613, -25158595.176834404, 113886419.21500221, -139045014.39183658 ], [ -2137.07031, 221.532812, -2358.603122, -25158.595177, 113886.419215, -139045.014392 ], [ -0.946444, 0.09811, -1.044554, 0, 0.312208, 0 ], [ 10180.080272, 10180.080272, 10180.080272, 10180.080272, 10180.080272, 10180.080272 ], [ -2414474, -57368, -2428999, -265343852, -18330463, -280477935 ], [ 0.254849, 2.307288, 0.12596, 0.934725, 2.640031, 0.559958 ], [ 79, 39, 40, 79, 39, 40 ], [ 46, 24, 22, 46, 24, 22 ], [ 33, 15, 18, 33, 15, 18 ], [ 58.227848, 61.538462, 55, 58.227848, 61.538462, 55 ], [ 0.182826, 1.442055, 0.103059, 0.670563, 1.650019, 0.458147 ], [ 50516, 49354, 50516, 37148405, 32070269, 37148405 ], [ -1929837, -46581, -1929837, -189706207, -18330463, -189706207 ], [ 54, 47, 60, 54, 47, 60 ], [ 44, 41, 48, 48, 49, 47 ], [ 67, 57, 75, 62, 45, 76 ], [ 4282, 1852, 2430, 4282, 1852, 2430 ], [ 132.603452, 138.103452, 132.603452, 0, 0, 0 ], [ 4, 2, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -609327, -222011, -579141, -610711, 559745, -580101 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4516, "evaluation_days": 2258, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1570276800000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757384938299, "expiration_time": 1763228736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 185, "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) |
---|