Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1935067.5349 | 1833933.6795 | 101133.8554 | 59648146.3673 | 34320246.7188 | 25327899.6485 |
Total P&L (%) | 1935.0675 | 1833.9337 | 101.1339 | 59648.1464 | 34320.2467 | 25327.8996 |
Avg Daily Profit (%) | 0.8513 | 0.8068 | 0.0445 | 0.2816 | 0.2573 | 0.244 |
Buy And Hold Return (%) | 7747.4681 | 7747.4681 | 7747.4681 | 7747.4681 | 7747.4681 | 7747.4681 |
Max Trade Drawdown | -126847 | -109757 | -84765 | -57792090 | -55933545 | -20314861 |
Profit Factor | 2.7607 | 4.0083 | 1.2067 | 1.2135 | 1.2052 | 1.226 |
Total Trades | 388 | 194 | 194 | 388 | 194 | 194 |
Winning Trades | 169 | 80 | 89 | 169 | 80 | 89 |
Losing Trades | 219 | 114 | 105 | 219 | 114 | 105 |
Profitability (%) | 43.5567 | 41.2371 | 45.8763 | 43.5567 | 41.2371 | 45.8763 |
Ratio Avg Win / Avg Loss | 3.5775 | 5.7118 | 1.4236 | 1.5726 | 1.7174 | 1.4464 |
Largest Winning Trade | 844675 | 844675 | 24913 | 51785890 | 51785890 | 9322192 |
Largest Losing Trade | -26440 | -26440 | -26300 | -19203160 | -19203160 | -10035330 |
Avg Bars in Trades | 11 | 17 | 5 | 11 | 17 | 5 |
Avg Bars in Winners | 16 | 27 | 6 | 16 | 27 | 6 |
Avg Bars in Losers | 7 | 10 | 5 | 7 | 10 | 5 |
Bars Traded | 4468 | 3326 | 1142 | 4468 | 3326 | 1142 |
Profit Streak | 0 | 24.4694 | 0 | 0 | 24.4694 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147498 | -147664 | -300611 | 331285 | 186381 | 155062 |
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{ "first_band": { "type": "vwma", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 5, "offset": 0, "std": 3.27916 } } }
{ "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": [ [ 1935067.5348855092, 1833933.6795309715, 101133.8553545361, 59648146.36731511, 34320246.71880053, 25327899.648514643 ], [ 1935.067535, 1833.93368, 101.133855, 59648.146367, 34320.246719, 25327.899649 ], [ 0.851328, 0.806834, 0.044494, 0.281642, 0.257314, 0.243959 ], [ 7747.468087, 7747.468087, 7747.468087, 7747.468087, 7747.468087, 7747.468087 ], [ -126847, -109757, -84765, -57792090, -55933545, -20314861 ], [ 2.76072, 4.008275, 1.206653, 1.213526, 1.205195, 1.225957 ], [ 388, 194, 194, 388, 194, 194 ], [ 169, 80, 89, 169, 80, 89 ], [ 219, 114, 105, 219, 114, 105 ], [ 43.556701, 41.237113, 45.876289, 43.556701, 41.237113, 45.876289 ], [ 3.577501, 5.711791, 1.423579, 1.572558, 1.717404, 1.446354 ], [ 844675, 844675, 24913, 51785890, 51785890, 9322192 ], [ -26440, -26440, -26300, -19203160, -19203160, -10035330 ], [ 11, 17, 5, 11, 17, 5 ], [ 16, 27, 6, 16, 27, 6 ], [ 7, 10, 5, 7, 10, 5 ], [ 4468, 3326, 1142, 4468, 3326, 1142 ], [ 0, 24.469397, 0, 0, 24.469397, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -147498, -147664, -300611, 331285, 186381, 155062 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4546, "evaluation_days": 2273, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1563624000000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758712555906, "expiration_time": 1764563616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 5, "offset": 0, "std": 3.27916 } } }
# | 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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