Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1675027.6279 | 1504571.0001 | 170456.6278 | 298636868.0213 | 240881132.7546 | 57755735.2667 |
Total P&L (%) | 1675.0276 | 1504.571 | 170.4566 | 298636.868 | 240881.1328 | 57755.7353 |
Avg Daily Profit (%) | 0.7407 | 0.6653 | 0.0754 | 0.3545 | 0.3449 | 0.2816 |
Buy And Hold Return (%) | 8435.7271 | 8435.7271 | 8435.7271 | 8435.7271 | 8435.7271 | 8435.7271 |
Max Trade Drawdown | -52198 | -57967 | -79019 | -178876471 | -98195849 | -130090786 |
Profit Factor | 4.3495 | 7.266 | 1.6557 | 1.6988 | 2.1005 | 1.277 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Profitability (%) | 41.1765 | 38.1579 | 44.1558 | 41.1765 | 38.1579 | 44.1558 |
Ratio Avg Win / Avg Loss | 6.2136 | 11.7759 | 2.094 | 2.4268 | 3.4042 | 1.6151 |
Largest Winning Trade | 547785 | 547785 | 47614 | 174890107 | 174890107 | 83703553 |
Largest Losing Trade | -40337 | -17155 | -40337 | -75615185 | -39904487 | -75615185 |
Avg Bars in Trades | 29 | 27 | 31 | 29 | 27 | 31 |
Avg Bars in Winners | 53 | 54 | 52 | 53 | 54 | 52 |
Avg Bars in Losers | 11 | 10 | 13 | 11 | 10 | 13 |
Bars Traded | 4441 | 2052 | 2389 | 4441 | 2052 | 2389 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148152 | -199020 | -299181 | 368103 | -40514 | -34542 |
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4523, "evaluation_days": 2261.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1564963200000, "last_datapoint_time": 1757678400000, "evaluation_time": 1757685593640, "expiration_time": 1763540208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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": [ [ 1675027.6278840762, 1504571.0000892866, 170456.6277947899, 298636868.021296, 240881132.75458547, 57755735.266710594 ], [ 1675.027628, 1504.571, 170.456628, 298636.868021, 240881.132755, 57755.735267 ], [ 0.740671, 0.665298, 0.075373, 0.354469, 0.344936, 0.281649 ], [ 8435.727086, 8435.727086, 8435.727086, 8435.727086, 8435.727086, 8435.727086 ], [ -52198, -57967, -79019, -178876471, -98195849, -130090786 ], [ 4.349499, 7.265988, 1.655689, 1.698776, 2.100472, 1.277029 ], [ 153, 76, 77, 153, 76, 77 ], [ 63, 29, 34, 63, 29, 34 ], [ 90, 47, 43, 90, 47, 43 ], [ 41.176471, 38.157895, 44.155844, 41.176471, 38.157895, 44.155844 ], [ 6.213571, 11.775911, 2.093959, 2.426823, 3.404214, 1.615066 ], [ 547785, 547785, 47614, 174890107, 174890107, 83703553 ], [ -40337, -17155, -40337, -75615185, -39904487, -75615185 ], [ 29, 27, 31, 29, 27, 31 ], [ 53, 54, 52, 53, 54, 52 ], [ 11, 10, 13, 11, 10, 13 ], [ 4441, 2052, 2389, 4441, 2052, 2389 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -148152, -199020, -299181, 368103, -40514, -34542 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4523, "evaluation_days": 2261.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1564963200000, "last_datapoint_time": 1757678400000, "evaluation_time": 1757685593640, "expiration_time": 1763540208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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) |
---|