Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2580175.0654 | 2509128.3532 | 71046.7122 | 45345318.5413 | 49958500.365 | -4613181.8237 |
Total P&L (%) | 2580.1751 | 2509.1284 | 71.0467 | 45345.3185 | 49958.5004 | -4613.1818 |
Avg Daily Profit (%) | 1.1359 | 1.1046 | 0.0313 | 0.2697 | 0.274 | 0 |
Buy And Hold Return (%) | 6826.5471 | 6826.5471 | 6826.5471 | 6826.5471 | 6826.5471 | 6826.5471 |
Max Trade Drawdown | -73001 | -65766 | -57826 | -23800936 | -10812318 | -25146388 |
Profit Factor | 9.4764 | 19.4356 | 1.4222 | 1.6727 | 2.8474 | 0.8857 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 48.3333 | 46.6667 | 50 | 48.3333 | 46.6667 | 50 |
Ratio Avg Win / Avg Loss | 10.13 | 22.2122 | 1.4222 | 1.7881 | 3.2542 | 0.8857 |
Largest Winning Trade | 1832267 | 1832267 | 48993 | 37777188 | 37777188 | 16284769 |
Largest Losing Trade | -38391 | -20640 | -38391 | -18450441 | -5350495 | -18450441 |
Avg Bars in Trades | 73 | 70 | 76 | 73 | 70 | 76 |
Avg Bars in Winners | 112 | 115 | 109 | 112 | 115 | 109 |
Avg Bars in Losers | 36 | 30 | 42 | 36 | 30 | 42 |
Bars Traded | 4387 | 2100 | 2287 | 4387 | 2100 | 2287 |
Profit Streak | 0 | 246.1646 | 0 | 0 | 246.1646 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -317939 | -144191 | -316098 | -162583 | 494414 | -580825 |
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4543, "evaluation_days": 2271.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1562587200000, "last_datapoint_time": 1758542400000, "evaluation_time": 1758556619473, "expiration_time": 1764430128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 165, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 7, "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": [ [ 2580175.0654132646, 2509128.3532406413, 71046.7121726227, 45345318.54131177, 49958500.36502531, -4613181.823713541 ], [ 2580.175065, 2509.128353, 71.046712, 45345.318541, 49958.500365, -4613.181824 ], [ 1.13589, 1.104613, 0.031277, 0.269749, 0.274017, 0 ], [ 6826.547137, 6826.547137, 6826.547137, 6826.547137, 6826.547137, 6826.547137 ], [ -73001, -65766, -57826, -23800936, -10812318, -25146388 ], [ 9.476424, 19.435648, 1.422163, 1.672745, 2.847394, 0.885701 ], [ 60, 30, 30, 60, 30, 30 ], [ 29, 14, 15, 29, 14, 15 ], [ 31, 16, 15, 31, 16, 15 ], [ 48.333333, 46.666667, 50, 48.333333, 46.666667, 50 ], [ 10.129971, 22.21217, 1.422163, 1.788106, 3.254165, 0.885701 ], [ 1832267, 1832267, 48993, 37777188, 37777188, 16284769 ], [ -38391, -20640, -38391, -18450441, -5350495, -18450441 ], [ 73, 70, 76, 73, 70, 76 ], [ 112, 115, 109, 112, 115, 109 ], [ 36, 30, 42, 36, 30, 42 ], [ 4387, 2100, 2287, 4387, 2100, 2287 ], [ 0, 246.164577, 0, 0, 246.164577, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -317939, -144191, -316098, -162583, 494414, -580825 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4543, "evaluation_days": 2271.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1562587200000, "last_datapoint_time": 1758542400000, "evaluation_time": 1758556619473, "expiration_time": 1764430128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 165, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 7, "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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