Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5739493.4737 | 283792.9898 | -6023286.4635 | 204162274.7456 | -67042789.9297 | 271205064.6753 |
Total P&L (%) | -5739.4935 | 283.793 | -6023.2865 | 204162.2747 | -67042.7899 | 271205.0647 |
Avg Daily Profit (%) | -2.5374 | 0.1255 | -2.6628 | 0.3375 | 0 | 0.3501 |
Buy And Hold Return (%) | 10791.491 | 10791.491 | 10791.491 | 10791.491 | 10791.491 | 10791.491 |
Max Trade Drawdown | -6039592 | -76056 | -6108971 | -213525000 | -163239917 | -95096537 |
Profit Factor | 0.1102 | 2.7346 | 0.0419 | 1.6103 | 0.7135 | 3.6979 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 41 | 19 | 22 | 23 | 12 | 11 |
Losing Trades | 17 | 10 | 7 | 35 | 17 | 18 |
Profitability (%) | 70.6897 | 65.5172 | 75.8621 | 39.6552 | 41.3793 | 37.931 |
Ratio Avg Win / Avg Loss | 0.0457 | 1.4393 | 0.0133 | 2.4504 | 1.0108 | 6.051 |
Largest Winning Trade | 73315 | 73315 | 37763 | 259789930 | 57856577 | 259789930 |
Largest Losing Trade | -6031359 | -39916 | -6031359 | -68751138 | -68751138 | -19707160 |
Avg Bars in Trades | 72 | 78 | 66 | 72 | 78 | 66 |
Avg Bars in Winners | 44 | 55 | 35 | 93 | 100 | 84 |
Avg Bars in Losers | 140 | 124 | 163 | 59 | 63 | 55 |
Bars Traded | 4216 | 2287 | 1929 | 4216 | 2287 | 1929 |
Profit Streak | 45.5772 | 45.5772 | 228.0772 | 45.5772 | 45.5772 | 484.5772 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756607 | -184682 | -576124 | -170551 | -581962 | 460230 |
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4524, "evaluation_days": 2262, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1569153600000, "last_datapoint_time": 1757721600000, "evaluation_time": 1757728269470, "expiration_time": 1763584704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 32, "offset": 127 } } }
{ "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": [ [ -5739493.473696457, 283792.9898274962, -6023286.463523952, 204162274.74562678, -67042789.9296899, 271205064.6753167 ], [ -5739.493474, 283.79299, -6023.286464, 204162.274746, -67042.78993, 271205.064675 ], [ -2.537353, 0.125461, -2.662815, 0.337526, 0, 0.350118 ], [ 10791.491023, 10791.491023, 10791.491023, 10791.491023, 10791.491023, 10791.491023 ], [ -6039592, -76056, -6108971, -213525000, -163239917, -95096537 ], [ 0.110183, 2.734649, 0.041884, 1.610269, 0.713515, 3.697855 ], [ 58, 29, 29, 58, 29, 29 ], [ 41, 19, 22, 23, 12, 11 ], [ 17, 10, 7, 35, 17, 18 ], [ 70.689655, 65.517241, 75.862069, 39.655172, 41.37931, 37.931034 ], [ 0.045686, 1.439289, 0.013327, 2.450409, 1.010813, 6.051036 ], [ 73315, 73315, 37763, 259789930, 57856577, 259789930 ], [ -6031359, -39916, -6031359, -68751138, -68751138, -19707160 ], [ 72, 78, 66, 72, 78, 66 ], [ 44, 55, 35, 93, 100, 84 ], [ 140, 124, 163, 59, 63, 55 ], [ 4216, 2287, 1929, 4216, 2287, 1929 ], [ 45.577193, 45.577193, 228.077193, 45.577193, 45.577193, 484.577193 ], [ 2, 1, 3, 2, 1, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -756607, -184682, -576124, -170551, -581962, 460230 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4524, "evaluation_days": 2262, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1569153600000, "last_datapoint_time": 1757721600000, "evaluation_time": 1757728269470, "expiration_time": 1763584704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 32, "offset": 127 } } }
# | 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) |
---|