Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2651924.637 | 2584198.1155 | 67726.5216 | 38078296.0755 | 20063485.0481 | 18014811.0274 |
Total P&L (%) | 2651.9246 | 2584.1981 | 67.7265 | 38078.2961 | 20063.485 | 18014.811 |
Avg Daily Profit (%) | 1.1734 | 1.1435 | 0.03 | 0.2634 | 0.2351 | 0.2303 |
Buy And Hold Return (%) | 8941.5241 | 8941.5241 | 8941.5241 | 8941.5241 | 8941.5241 | 8941.5241 |
Max Trade Drawdown | -92230 | -81009 | -94173 | -16170923 | -15341977 | -3958346 |
Profit Factor | 6.5583 | 10.799 | 1.3174 | 2.2354 | 1.8365 | 3.6349 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 46.4286 | 46.4286 | 46.4286 | 46.4286 | 46.4286 | 46.4286 |
Ratio Avg Win / Avg Loss | 7.5673 | 12.4604 | 1.5201 | 2.5793 | 2.119 | 4.1941 |
Largest Winning Trade | 1828063 | 1828063 | 35713 | 20419312 | 20419312 | 8235405 |
Largest Losing Trade | -35366 | -35366 | -25150 | -15341977 | -15341977 | -2505083 |
Avg Bars in Trades | 39 | 55 | 22 | 39 | 55 | 22 |
Avg Bars in Winners | 50 | 72 | 29 | 50 | 72 | 29 |
Avg Bars in Losers | 29 | 41 | 17 | 29 | 41 | 17 |
Bars Traded | 4402 | 3124 | 1278 | 4402 | 3124 | 1278 |
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 | -144850 | -325229 | -498493 | 351013 | -174885 | -172866 |
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4520, "evaluation_days": 2260, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1566259200000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757556559783, "expiration_time": 1763406720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 92, "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": [ [ 2651924.6370133115, 2584198.1154579045, 67726.5215554057, 38078296.07548885, 20063485.04805558, 18014811.02743326 ], [ 2651.924637, 2584.198115, 67.726522, 38078.296075, 20063.485048, 18014.811027 ], [ 1.173418, 1.14345, 0.029967, 0.263393, 0.235075, 0.230323 ], [ 8941.524146, 8941.524146, 8941.524146, 8941.524146, 8941.524146, 8941.524146 ], [ -92230, -81009, -94173, -16170923, -15341977, -3958346 ], [ 6.55831, 10.799015, 1.317384, 2.235371, 1.836455, 3.634881 ], [ 112, 56, 56, 112, 56, 56 ], [ 52, 26, 26, 52, 26, 26 ], [ 60, 30, 30, 60, 30, 30 ], [ 46.428571, 46.428571, 46.428571, 46.428571, 46.428571, 46.428571 ], [ 7.56728, 12.460402, 1.520059, 2.579274, 2.118987, 4.194094 ], [ 1828063, 1828063, 35713, 20419312, 20419312, 8235405 ], [ -35366, -35366, -25150, -15341977, -15341977, -2505083 ], [ 39, 55, 22, 39, 55, 22 ], [ 50, 72, 29, 50, 72, 29 ], [ 29, 41, 17, 29, 41, 17 ], [ 4402, 3124, 1278, 4402, 3124, 1278 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -144850, -325229, -498493, 351013, -174885, -172866 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4520, "evaluation_days": 2260, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1566259200000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757556559783, "expiration_time": 1763406720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 92, "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) |
---|