Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 11153585.2712 | 11124170.4364 | 29414.8347 | 10884651.6951 | 9895276.6298 | 989375.0652 |
Total P&L (%) | 11153.5853 | 11124.1704 | 29.4148 | 10884.6517 | 9895.2766 | 989.3751 |
Avg Daily Profit (%) | 4.9113 | 4.8984 | 0.013 | 0.2071 | 0.203 | 0.1052 |
Buy And Hold Return (%) | 7319.0843 | 7319.0843 | 7319.0843 | 7319.0843 | 7319.0843 | 7319.0843 |
Max Trade Drawdown | -134258 | -132480 | -5434 | -11567834 | -11522232 | -684151 |
Profit Factor | 43.5596 | 46.3901 | 2.7312 | 1.4305 | 1.4139 | 1.7196 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 51.7241 | 48.2759 | 55.1724 | 51.7241 | 48.2759 | 55.1724 |
Ratio Avg Win / Avg Loss | 40.6556 | 49.7037 | 2.2191 | 1.3351 | 1.5149 | 1.3971 |
Largest Winning Trade | 11020511 | 11020511 | 10791 | 13895965 | 13895965 | 558474 |
Largest Losing Trade | -50276 | -50276 | -4304 | -5147851 | -5147851 | -494056 |
Avg Bars in Trades | 222 | 435 | 8 | 222 | 435 | 8 |
Avg Bars in Winners | 278 | 582 | 11 | 278 | 582 | 11 |
Avg Bars in Losers | 162 | 299 | 5 | 162 | 299 | 5 |
Bars Traded | 12895 | 12642 | 252 | 12895 | 12642 | 252 |
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 | -164867 | 491644 | -334932 | -184513 | -47043 | -214838 |
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13626, "evaluation_days": 2271, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1562976000000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758587347157, "expiration_time": 1764443232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 184, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 46, "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": [ [ 11153585.271165963, 11124170.43642629, 29414.8347396819, 10884651.695050653, 9895276.629805364, 989375.065245291 ], [ 11153.585271, 11124.170436, 29.414835, 10884.651695, 9895.27663, 989.375065 ], [ 4.91131, 4.898358, 0.012952, 0.207131, 0.202966, 0.105216 ], [ 7319.084301, 7319.084301, 7319.084301, 7319.084301, 7319.084301, 7319.084301 ], [ -134258, -132480, -5434, -11567834, -11522232, -684151 ], [ 43.559552, 46.390139, 2.731194, 1.430487, 1.413863, 1.719559 ], [ 58, 29, 29, 58, 29, 29 ], [ 30, 14, 16, 30, 14, 16 ], [ 28, 15, 13, 28, 15, 13 ], [ 51.724138, 48.275862, 55.172414, 51.724138, 48.275862, 55.172414 ], [ 40.655582, 49.703721, 2.219095, 1.335121, 1.514854, 1.397141 ], [ 11020511, 11020511, 10791, 13895965, 13895965, 558474 ], [ -50276, -50276, -4304, -5147851, -5147851, -494056 ], [ 222, 435, 8, 222, 435, 8 ], [ 278, 582, 11, 278, 582, 11 ], [ 162, 299, 5, 162, 299, 5 ], [ 12895, 12642, 252, 12895, 12642, 252 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -164867, 491644, -334932, -184513, -47043, -214838 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13626, "evaluation_days": 2271, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1562976000000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758587347157, "expiration_time": 1764443232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 184, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 46, "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) |
---|