Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7939136.3271 | 247735.6396 | -8186871.9667 | 337950362.9345 | -91686767.7417 | 429637130.6762 |
Total P&L (%) | -7939.1363 | 247.7356 | -8186.872 | 337950.3629 | -91686.7677 | 429637.1307 |
Avg Daily Profit (%) | -3.5059 | 0.1094 | -3.6153 | 0.3595 | 0 | 0.3701 |
Buy And Hold Return (%) | 10844.387 | 10844.387 | 10844.387 | 10844.387 | 10844.387 | 10844.387 |
Max Trade Drawdown | -8189357 | -57082 | -8281295 | -298022263 | -243087219 | -207589527 |
Profit Factor | 0.0789 | 2.7948 | 0.0347 | 1.5477 | 0.7573 | 2.7962 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 49 | 26 | 23 | 29 | 15 | 14 |
Losing Trades | 14 | 6 | 8 | 34 | 17 | 17 |
Profitability (%) | 77.7778 | 81.25 | 74.1935 | 46.0317 | 46.875 | 45.1613 |
Ratio Avg Win / Avg Loss | 0.0226 | 0.645 | 0.0121 | 1.8145 | 0.8583 | 3.3954 |
Largest Winning Trade | 61350 | 61350 | 38297 | 431183059 | 128537165 | 431183059 |
Largest Losing Trade | -8187820 | -42284 | -8187820 | -123049344 | -123049344 | -40947229 |
Avg Bars in Trades | 67 | 71 | 63 | 67 | 71 | 63 |
Avg Bars in Winners | 43 | 52 | 33 | 78 | 83 | 73 |
Avg Bars in Losers | 154 | 157 | 151 | 58 | 61 | 55 |
Bars Traded | 4277 | 2303 | 1974 | 4277 | 2303 | 1974 |
Profit Streak | 129.5673 | 129.5673 | 244.5673 | 129.5673 | 129.5673 | 347.0673 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -727217 | -205615 | -576709 | -139474 | -581458 | 513009 |
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{ "first_band": { "type": "vwma", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 57, "offset": 78 } } }
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{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4529, "evaluation_days": 2264.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1568116800000, "last_datapoint_time": 1757937600000, "evaluation_time": 1757943417841, "expiration_time": 1763807184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 57, "offset": 78 } } }
# | 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) |
---|