Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3078354.2457 | 2937096.8325 | 141257.4132 | 169090645.551 | 141331329.7097 | 27759315.8412 |
Total P&L (%) | 3078.3542 | 2937.0968 | 141.2574 | 169090.6456 | 141331.3297 | 27759.3158 |
Avg Daily Profit (%) | 1.3545 | 1.2923 | 0.0622 | 0.3276 | 0.3197 | 0.248 |
Buy And Hold Return (%) | 8973.0668 | 8973.0668 | 8973.0668 | 8973.0668 | 8973.0668 | 8973.0668 |
Max Trade Drawdown | -69607 | -50934 | -31492 | -102872569 | -76548705 | -38564529 |
Profit Factor | 8.0845 | 14.026 | 1.6757 | 1.8771 | 2.2676 | 1.3415 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Profitability (%) | 34.2857 | 30 | 38.5714 | 34.2857 | 30 | 38.5714 |
Ratio Avg Win / Avg Loss | 15.4952 | 32.7274 | 2.6688 | 3.5978 | 5.291 | 2.1365 |
Largest Winning Trade | 1990891 | 1990891 | 54646 | 142593463 | 142593463 | 44064657 |
Largest Losing Trade | -28814 | -21169 | -28814 | -25889755 | -25889755 | -19623293 |
Avg Bars in Trades | 62 | 61 | 63 | 62 | 61 | 63 |
Avg Bars in Winners | 134 | 144 | 126 | 134 | 144 | 126 |
Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
Bars Traded | 8704 | 4281 | 4423 | 8704 | 4281 | 4423 |
Profit Streak | 110.062 | 110.562 | 110.062 | 110.062 | 110.562 | 110.062 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147952 | -244934 | -370483 | 300303 | -87900 | -91075 |
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{ "first_band": { "type": "hma", "factors": { "length": 77, "offset": 123 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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": [ [ 3078354.245656216, 2937096.8324519563, 141257.4132042599, 169090645.55096978, 141331329.70972246, 27759315.84124728 ], [ 3078.354246, 2937.096832, 141.257413, 169090.645551, 141331.32971, 27759.315841 ], [ 1.354462, 1.29231, 0.062153, 0.327611, 0.3197, 0.248014 ], [ 8973.066829, 8973.066829, 8973.066829, 8973.066829, 8973.066829, 8973.066829 ], [ -69607, -50934, -31492, -102872569, -76548705, -38564529 ], [ 8.084467, 14.026022, 1.675736, 1.877124, 2.267558, 1.341529 ], [ 140, 70, 70, 140, 70, 70 ], [ 48, 21, 27, 48, 21, 27 ], [ 92, 49, 43, 92, 49, 43 ], [ 34.285714, 30, 38.571429, 34.285714, 30, 38.571429 ], [ 15.495229, 32.727386, 2.668764, 3.59782, 5.290968, 2.136508 ], [ 1990891, 1990891, 54646, 142593463, 142593463, 44064657 ], [ -28814, -21169, -28814, -25889755, -25889755, -19623293 ], [ 62, 61, 63, 62, 61, 63 ], [ 134, 144, 126, 134, 144, 126 ], [ 24, 25, 23, 24, 25, 23 ], [ 8704, 4281, 4423, 8704, 4281, 4423 ], [ 110.061971, 110.561971, 110.061971, 110.061971, 110.561971, 110.061971 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -147952, -244934, -370483, 300303, -87900, -91075 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9091, "evaluation_days": 2272.75, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1566777600000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758698954319, "expiration_time": 1764562968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 77, "offset": 123 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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) |
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