Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1977697.9175 | 1930785.0938 | 46912.8237 | 25218538.8318 | 18747965.1242 | 6470573.7076 |
Total P&L (%) | 1977.6979 | 1930.7851 | 46.9128 | 25218.5388 | 18747.9651 | 6470.5737 |
Avg Daily Profit (%) | 0.871 | 0.8504 | 0.0207 | 0.244 | 0.231 | 0.1845 |
Buy And Hold Return (%) | 8482.6464 | 8482.6464 | 8482.6464 | 8482.6464 | 8482.6464 | 8482.6464 |
Max Trade Drawdown | -128418 | -54251 | -93179 | -8571140 | -3061503 | -7142212 |
Profit Factor | 5.9146 | 13.413 | 1.19 | 2.1388 | 3.0327 | 1.5007 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 5.9146 | 13.413 | 1.19 | 2.1388 | 3.0327 | 1.5007 |
Largest Winning Trade | 1191656 | 1191656 | 52185 | 13629627 | 13629627 | 9324551 |
Largest Losing Trade | -58745 | -27401 | -58745 | -3531993 | -2121518 | -3531993 |
Avg Bars in Trades | 68 | 64 | 72 | 68 | 64 | 72 |
Avg Bars in Winners | 98 | 88 | 108 | 98 | 88 | 108 |
Avg Bars in Losers | 37 | 40 | 35 | 37 | 40 | 35 |
Bars Traded | 4360 | 2053 | 2307 | 4360 | 2053 | 2307 |
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 | -287584 | -144072 | -342560 | -134152 | 308724 | -155483 |
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4541, "evaluation_days": 2270.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1564963200000, "last_datapoint_time": 1758456000000, "evaluation_time": 1758486411369, "expiration_time": 1764341136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 58, "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": [ [ 1977697.9175050715, 1930785.0937617766, 46912.8237432951, 25218538.831823513, 18747965.124197226, 6470573.707626291 ], [ 1977.697918, 1930.785094, 46.912824, 25218.538832, 18747.965124, 6470.573708 ], [ 0.871041, 0.850379, 0.020662, 0.244038, 0.231008, 0.184499 ], [ 8482.646378, 8482.646378, 8482.646378, 8482.646378, 8482.646378, 8482.646378 ], [ -128418, -54251, -93179, -8571140, -3061503, -7142212 ], [ 5.91457, 13.412976, 1.190031, 2.138767, 3.032683, 1.500733 ], [ 64, 32, 32, 64, 32, 32 ], [ 32, 16, 16, 32, 16, 16 ], [ 32, 16, 16, 32, 16, 16 ], [ 50, 50, 50, 50, 50, 50 ], [ 5.91457, 13.412976, 1.190031, 2.138767, 3.032683, 1.500733 ], [ 1191656, 1191656, 52185, 13629627, 13629627, 9324551 ], [ -58745, -27401, -58745, -3531993, -2121518, -3531993 ], [ 68, 64, 72, 68, 64, 72 ], [ 98, 88, 108, 98, 88, 108 ], [ 37, 40, 35, 37, 40, 35 ], [ 4360, 2053, 2307, 4360, 2053, 2307 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -287584, -144072, -342560, -134152, 308724, -155483 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4541, "evaluation_days": 2270.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1564963200000, "last_datapoint_time": 1758456000000, "evaluation_time": 1758486411369, "expiration_time": 1764341136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 58, "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) |
---|