Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7619509.345 | 152115.2699 | -7771624.6149 | 108441835.2877 | -54469565.6254 | 162911400.9131 |
Total P&L (%) | -7619.5093 | 152.1153 | -7771.6246 | 108441.8353 | -54469.5656 | 162911.4009 |
Avg Daily Profit (%) | -3.3737 | 0.0674 | -3.4411 | 0.31 | 0 | 0.328 |
Buy And Hold Return (%) | 9116.3675 | 9116.3675 | 9116.3675 | 9116.3675 | 9116.3675 | 9116.3675 |
Max Trade Drawdown | -7763759 | -66831 | -7829458 | -96382489 | -85866563 | -63814187 |
Profit Factor | 0.0687 | 2.1281 | 0.0342 | 1.4757 | 0.5673 | 2.5958 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 57 | 29 | 28 | 23 | 11 | 12 |
Losing Trades | 13 | 6 | 7 | 47 | 24 | 23 |
Profitability (%) | 81.4286 | 82.8571 | 80 | 32.8571 | 31.4286 | 34.2857 |
Ratio Avg Win / Avg Loss | 0.0157 | 0.4403 | 0.0086 | 3.0155 | 1.2378 | 4.9753 |
Largest Winning Trade | 41487 | 41487 | 30814 | 179747082 | 21458501 | 179747082 |
Largest Losing Trade | -7759451 | -37730 | -7759451 | -27276669 | -27276669 | -11511156 |
Avg Bars in Trades | 59 | 62 | 56 | 59 | 62 | 56 |
Avg Bars in Winners | 30 | 34 | 26 | 97 | 111 | 85 |
Avg Bars in Losers | 187 | 198 | 177 | 41 | 40 | 41 |
Bars Traded | 4181 | 2198 | 1983 | 4181 | 2198 | 1983 |
Profit Streak | 121.6875 | 121.6875 | 225.1875 | 121.6875 | 121.6875 | 342.1875 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -673863 | -262396 | -575925 | -92811 | -585384 | 334982 |
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4517, "evaluation_days": 2258.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1568851200000, "last_datapoint_time": 1757419200000, "evaluation_time": 1757435397802, "expiration_time": 1763273232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 152, "offset": 0, "a": 0.62113 } } }
{ "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": [ [ -7619509.344987276, 152115.2699035422, -7771624.6148908185, 108441835.28772871, -54469565.62538089, 162911400.91310966 ], [ -7619.509345, 152.11527, -7771.624615, 108441.835288, -54469.565625, 162911.400913 ], [ -3.373703, 0.067352, -3.441056, 0.309964, 0, 0.328029 ], [ 9116.367497, 9116.367497, 9116.367497, 9116.367497, 9116.367497, 9116.367497 ], [ -7763759, -66831, -7829458, -96382489, -85866563, -63814187 ], [ 0.068712, 2.128098, 0.034203, 1.475656, 0.567347, 2.595809 ], [ 70, 35, 35, 70, 35, 35 ], [ 57, 29, 28, 23, 11, 12 ], [ 13, 6, 7, 47, 24, 23 ], [ 81.428571, 82.857143, 80, 32.857143, 31.428571, 34.285714 ], [ 0.015671, 0.440296, 0.008551, 3.015471, 1.237848, 4.9753 ], [ 41487, 41487, 30814, 179747082, 21458501, 179747082 ], [ -7759451, -37730, -7759451, -27276669, -27276669, -11511156 ], [ 59, 62, 56, 59, 62, 56 ], [ 30, 34, 26, 97, 111, 85 ], [ 187, 198, 177, 41, 40, 41 ], [ 4181, 2198, 1983, 4181, 2198, 1983 ], [ 121.687474, 121.687474, 225.187474, 121.687475, 121.687475, 342.187475 ], [ 4, 2, 2, 4, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -673863, -262396, -575925, -92811, -585384, 334982 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4517, "evaluation_days": 2258.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1568851200000, "last_datapoint_time": 1757419200000, "evaluation_time": 1757435397802, "expiration_time": 1763273232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 152, "offset": 0, "a": 0.62113 } } }
# | 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) |
---|