Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1506284.0298 | 1403090.7243 | 103193.3055 | 55558674.142 | 47605389.3651 | 7953284.7769 |
Total P&L (%) | 1506.284 | 1403.0907 | 103.1933 | 55558.6741 | 47605.3894 | 7953.2848 |
Avg Daily Profit (%) | 0.6627 | 0.6173 | 0.0454 | 0.2785 | 0.2717 | 0.1933 |
Buy And Hold Return (%) | 6506.4692 | 6506.4692 | 6506.4692 | 6506.4692 | 6506.4692 | 6506.4692 |
Max Trade Drawdown | -77126 | -64994 | -126807 | -44860480 | -40190807 | -21904595 |
Profit Factor | 2.9564 | 5.2338 | 1.2353 | 1.439 | 1.7632 | 1.1239 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 109 | 50 | 59 | 109 | 50 | 59 |
Losing Trades | 132 | 71 | 61 | 132 | 71 | 61 |
Profitability (%) | 45.2282 | 41.3223 | 49.1667 | 45.2282 | 41.3223 | 49.1667 |
Ratio Avg Win / Avg Loss | 3.5802 | 7.432 | 1.2772 | 1.7427 | 2.5038 | 1.162 |
Largest Winning Trade | 481004 | 481004 | 45474 | 52961176 | 52961176 | 8935033 |
Largest Losing Trade | -68335 | -18517 | -68335 | -17228156 | -8722721 | -17228156 |
Avg Bars in Trades | 37 | 46 | 28 | 37 | 46 | 28 |
Avg Bars in Winners | 54 | 79 | 33 | 54 | 79 | 33 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 8976 | 5603 | 3373 | 8976 | 5603 | 3373 |
Profit Streak | 16.8354 | 26.3354 | 0 | 16.8354 | 26.3354 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148162 | -148797 | -298643 | 386300 | 338545 | -173106 |
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9092, "evaluation_days": 2273, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1562500800000, "last_datapoint_time": 1758693600000, "evaluation_time": 1758700976594, "expiration_time": 1764585216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 226, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 237, "offset": 0, "std": 2.55502 } } }
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{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9092, "evaluation_days": 2273, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1562500800000, "last_datapoint_time": 1758693600000, "evaluation_time": 1758700976594, "expiration_time": 1764585216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 226, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 237, "offset": 0, "std": 2.55502 } } }
# | 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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