Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2106556.926 | 2005123.3233 | 101433.6027 | 82088517.2378 | 64728803.7077 | 17359713.53 |
Total P&L (%) | 2106.5569 | 2005.1233 | 101.4336 | 82088.5172 | 64728.8037 | 17359.7135 |
Avg Daily Profit (%) | 0.927 | 0.8824 | 0.0446 | 0.2958 | 0.2853 | 0.2274 |
Buy And Hold Return (%) | 7718.5297 | 7718.5297 | 7718.5297 | 7718.5297 | 7718.5297 | 7718.5297 |
Max Trade Drawdown | -85479 | -72804 | -65718 | -39208569 | -24543038 | -32505497 |
Profit Factor | 6.1891 | 13.1749 | 1.4204 | 1.7417 | 2.174 | 1.3125 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 48.0519 | 44.7368 | 51.2821 | 48.0519 | 44.7368 | 51.2821 |
Ratio Avg Win / Avg Loss | 6.6909 | 16.2749 | 1.3494 | 1.8829 | 2.6855 | 1.2469 |
Largest Winning Trade | 1114531 | 1114531 | 48965 | 66350193 | 66350193 | 34263130 |
Largest Losing Trade | -28896 | -23189 | -28896 | -18365861 | -15788992 | -18365861 |
Avg Bars in Trades | 86 | 83 | 88 | 86 | 83 | 88 |
Avg Bars in Winners | 139 | 143 | 135 | 139 | 143 | 135 |
Avg Bars in Losers | 36 | 34 | 38 | 36 | 34 | 38 |
Bars Traded | 6622 | 3171 | 3451 | 6622 | 3171 | 3451 |
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 | -191008 | -146045 | -298058 | -34876 | 391295 | 122083 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6817, "evaluation_days": 2272.33, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1563609600000, "last_datapoint_time": 1758614400000, "evaluation_time": 1758636011706, "expiration_time": 1764504288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 179, "offset": 0, "poles": 3 } }, "second_band": { "type": "zlma", "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": [ [ 2106556.9260344016, 2005123.3233006387, 101433.6027337628, 82088517.23777719, 64728803.707746625, 17359713.530030537 ], [ 2106.556926, 2005.123323, 101.433603, 82088.517238, 64728.803708, 17359.71353 ], [ 0.927047, 0.882409, 0.044639, 0.295799, 0.285327, 0.227447 ], [ 7718.529688, 7718.529688, 7718.529688, 7718.529688, 7718.529688, 7718.529688 ], [ -85479, -72804, -65718, -39208569, -24543038, -32505497 ], [ 6.189077, 13.174941, 1.42042, 1.741653, 2.174012, 1.312514 ], [ 77, 38, 39, 77, 38, 39 ], [ 37, 17, 20, 37, 17, 20 ], [ 40, 21, 19, 40, 21, 19 ], [ 48.051948, 44.736842, 51.282051, 48.051948, 44.736842, 51.282051 ], [ 6.690894, 16.274927, 1.349399, 1.882868, 2.685544, 1.246889 ], [ 1114531, 1114531, 48965, 66350193, 66350193, 34263130 ], [ -28896, -23189, -28896, -18365861, -15788992, -18365861 ], [ 86, 83, 88, 86, 83, 88 ], [ 139, 143, 135, 139, 143, 135 ], [ 36, 34, 38, 36, 34, 38 ], [ 6622, 3171, 3451, 6622, 3171, 3451 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -191008, -146045, -298058, -34876, 391295, 122083 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6817, "evaluation_days": 2272.33, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1563609600000, "last_datapoint_time": 1758614400000, "evaluation_time": 1758636011706, "expiration_time": 1764504288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 179, "offset": 0, "poles": 3 } }, "second_band": { "type": "zlma", "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) |
---|