Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2181743.4477 | 2114193.275 | 67550.1727 | 38305061.1375 | 31875969.2832 | 6429091.8543 |
Total P&L (%) | 2181.7434 | 2114.1933 | 67.5502 | 38305.0611 | 31875.9693 | 6429.0919 |
Avg Daily Profit (%) | 0.9609 | 0.9312 | 0.0298 | 0.2624 | 0.2543 | 0.1842 |
Buy And Hold Return (%) | 9048.4211 | 9048.4211 | 9048.4211 | 9048.4211 | 9048.4211 | 9048.4211 |
Max Trade Drawdown | -87858 | -67554 | -64308 | -19397213 | -8237033 | -13556517 |
Profit Factor | 6.1322 | 11.5447 | 1.3007 | 1.8485 | 2.3266 | 1.3044 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 46.25 | 45 | 47.5 | 46.25 | 45 | 47.5 |
Ratio Avg Win / Avg Loss | 7.1266 | 14.1102 | 1.4377 | 2.1482 | 2.8436 | 1.4417 |
Largest Winning Trade | 1372627 | 1372627 | 47071 | 32780953 | 32780953 | 15923970 |
Largest Losing Trade | -25058 | -22861 | -25058 | -8572592 | -8237033 | -8572592 |
Avg Bars in Trades | 54 | 52 | 56 | 54 | 52 | 56 |
Avg Bars in Winners | 88 | 89 | 88 | 88 | 89 | 88 |
Avg Bars in Losers | 25 | 22 | 28 | 25 | 22 | 28 |
Bars Traded | 4364 | 2092 | 2272 | 4364 | 2092 | 2272 |
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 | -169179 | -145885 | -319771 | -15171 | 301322 | -158708 |
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{ "first_band": { "type": "sma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 13, "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": [ [ 2181743.447680611, 2114193.2750025196, 67550.1726780911, 38305061.137509294, 31875969.28323637, 6429091.8542729225 ], [ 2181.743448, 2114.193275, 67.550173, 38305.061138, 31875.969283, 6429.091854 ], [ 0.960909, 0.931158, 0.029751, 0.262435, 0.254345, 0.184219 ], [ 9048.421053, 9048.421053, 9048.421053, 9048.421053, 9048.421053, 9048.421053 ], [ -87858, -67554, -64308, -19397213, -8237033, -13556517 ], [ 6.132172, 11.544721, 1.30074, 1.848463, 2.326601, 1.304435 ], [ 80, 40, 40, 80, 40, 40 ], [ 37, 18, 19, 37, 18, 19 ], [ 43, 22, 21, 43, 22, 21 ], [ 46.25, 45, 47.5, 46.25, 45, 47.5 ], [ 7.126578, 14.110215, 1.43766, 2.148214, 2.843623, 1.441744 ], [ 1372627, 1372627, 47071, 32780953, 32780953, 15923970 ], [ -25058, -22861, -25058, -8572592, -8237033, -8572592 ], [ 54, 52, 56, 54, 52, 56 ], [ 88, 89, 88, 88, 89, 88 ], [ 25, 22, 28, 25, 22, 28 ], [ 4364, 2092, 2272, 4364, 2092, 2272 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -169179, -145885, -319771, -15171, 301322, -158708 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4541, "evaluation_days": 2270.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1565438400000, "last_datapoint_time": 1758456000000, "evaluation_time": 1758496922810, "expiration_time": 1764341136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 13, "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) |
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