Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7143989.7715 | 271669.7884 | -7415659.5599 | 139740143.6073 | -44668031.1129 | 184408174.7202 |
Total P&L (%) | -7143.9898 | 271.6698 | -7415.6596 | 139740.1436 | -44668.0311 | 184408.1747 |
Avg Daily Profit (%) | -3.1548 | 0.12 | -3.2747 | 0.3204 | 0 | 0.3326 |
Buy And Hold Return (%) | 12014.3144 | 12014.3144 | 12014.3144 | 12014.3144 | 12014.3144 | 12014.3144 |
Max Trade Drawdown | -7432792 | -82421 | -7504525 | -203018501 | -138811754 | -101207011 |
Profit Factor | 0.0901 | 2.6121 | 0.0348 | 1.4783 | 0.7599 | 2.7377 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 41 | 20 | 21 | 29 | 17 | 12 |
Losing Trades | 23 | 12 | 11 | 35 | 15 | 20 |
Profitability (%) | 64.0625 | 62.5 | 65.625 | 45.3125 | 53.125 | 37.5 |
Ratio Avg Win / Avg Loss | 0.0505 | 1.5673 | 0.0182 | 1.7841 | 0.6705 | 4.5629 |
Largest Winning Trade | 108363 | 108363 | 42744 | 152168945 | 47079898 | 152168945 |
Largest Losing Trade | -7423503 | -42813 | -7423503 | -69740964 | -69740964 | -20776271 |
Avg Bars in Trades | 65 | 72 | 58 | 65 | 72 | 58 |
Avg Bars in Winners | 43 | 58 | 29 | 76 | 83 | 67 |
Avg Bars in Losers | 105 | 97 | 113 | 56 | 60 | 53 |
Bars Traded | 4208 | 2334 | 1874 | 4208 | 2334 | 1874 |
Profit Streak | 78.7484 | 80.7484 | 78.7484 | 78.7484 | 80.7484 | 78.7484 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -720991 | -190688 | -577821 | -132786 | -579037 | 376754 |
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{ "first_band": { "type": "swma", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 47, "offset": 119 } } }
{ "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": [ [ -7143989.771501209, 271669.7883768406, -7415659.559878049, 139740143.60729542, -44668031.112933464, 184408174.72022888 ], [ -7143.989772, 271.669788, -7415.65956, 139740.143607, -44668.031113, 184408.17472 ], [ -3.154776, 0.119969, -3.274745, 0.320366, 0, 0.332646 ], [ 12014.314387, 12014.314387, 12014.314387, 12014.314387, 12014.314387, 12014.314387 ], [ -7432792, -82421, -7504525, -203018501, -138811754, -101207011 ], [ 0.090071, 2.612089, 0.03475, 1.478258, 0.759934, 2.737731 ], [ 64, 32, 32, 64, 32, 32 ], [ 41, 20, 21, 29, 17, 12 ], [ 23, 12, 11, 35, 15, 20 ], [ 64.0625, 62.5, 65.625, 45.3125, 53.125, 37.5 ], [ 0.050528, 1.567253, 0.018202, 1.784104, 0.67053, 4.562886 ], [ 108363, 108363, 42744, 152168945, 47079898, 152168945 ], [ -7423503, -42813, -7423503, -69740964, -69740964, -20776271 ], [ 65, 72, 58, 65, 72, 58 ], [ 43, 58, 29, 76, 83, 67 ], [ 105, 97, 113, 56, 60, 53 ], [ 4208, 2334, 1874, 4208, 2334, 1874 ], [ 78.748428, 80.748428, 78.748428, 78.748428, 80.748428, 78.748428 ], [ 5, 3, 2, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -720991, -190688, -577821, -132786, -579037, 376754 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4529, "evaluation_days": 2264.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1569456000000, "last_datapoint_time": 1757937600000, "evaluation_time": 1757959064171, "expiration_time": 1763807184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 47, "offset": 119 } } }
# | 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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