Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1591645.2893 | 1521662.5381 | 69982.7512 | 37605845.94 | 61265326.3115 | -23659480.3714 |
Total P&L (%) | 1591.6453 | 1521.6625 | 69.9828 | 37605.8459 | 61265.3263 | -23659.4804 |
Avg Daily Profit (%) | 0.7026 | 0.6717 | 0.0309 | 0.2622 | 0.2838 | 0 |
Buy And Hold Return (%) | 9071.551 | 9071.551 | 9071.551 | 9071.551 | 9071.551 | 9071.551 |
Max Trade Drawdown | -135912 | -148818 | -61502 | -85396167 | -85996677 | -56047214 |
Profit Factor | 4.4908 | 6.1881 | 1.4302 | 1.1734 | 1.4585 | 0.7158 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 29 | 18 | 11 | 29 | 18 | 11 |
Profitability (%) | 61.8421 | 52.6316 | 71.0526 | 61.8421 | 52.6316 | 71.0526 |
Ratio Avg Win / Avg Loss | 2.7709 | 5.5693 | 0.5827 | 0.724 | 1.3127 | 0.2916 |
Largest Winning Trade | 517801 | 517801 | 28509 | 57349869 | 57349869 | 12390178 |
Largest Losing Trade | -47169 | -47169 | -41774 | -48683442 | -48683442 | -36280586 |
Avg Bars in Trades | 176 | 322 | 30 | 176 | 322 | 30 |
Avg Bars in Winners | 99 | 195 | 28 | 99 | 195 | 28 |
Avg Bars in Losers | 301 | 462 | 36 | 301 | 462 | 36 |
Bars Traded | 13415 | 12247 | 1168 | 13415 | 12247 | 1168 |
Profit Streak | 53.9216 | 66.9216 | 0 | 53.9216 | 66.9216 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -197425 | -144267 | -315440 | -76371 | 379970 | -578035 |
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{ "first_band": { "type": "kcl", "factors": { "length": 57, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 195, "offset": 0, "poles": 3 } } }
{ "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": [ [ 1591645.2893173373, 1521662.538073572, 69982.7512437649, 37605845.94001037, 61265326.31145708, -23659480.37144673 ], [ 1591.645289, 1521.662538, 69.982751, 37605.84594, 61265.326311, -23659.480371 ], [ 0.702558, 0.671667, 0.030891, 0.262201, 0.283758, 0 ], [ 9071.550985, 9071.550985, 9071.550985, 9071.550985, 9071.550985, 9071.550985 ], [ -135912, -148818, -61502, -85396167, -85996677, -56047214 ], [ 4.490783, 6.188102, 1.430245, 1.173407, 1.458534, 0.715812 ], [ 76, 38, 38, 76, 38, 38 ], [ 47, 20, 27, 47, 20, 27 ], [ 29, 18, 11, 29, 18, 11 ], [ 61.842105, 52.631579, 71.052632, 61.842105, 52.631579, 71.052632 ], [ 2.770909, 5.569292, 0.582692, 0.724017, 1.31268, 0.291627 ], [ 517801, 517801, 28509, 57349869, 57349869, 12390178 ], [ -47169, -47169, -41774, -48683442, -48683442, -36280586 ], [ 176, 322, 30, 176, 322, 30 ], [ 99, 195, 28, 99, 195, 28 ], [ 301, 462, 36, 301, 462, 36 ], [ 13415, 12247, 1168, 13415, 12247, 1168 ], [ 53.921636, 66.921636, 0, 53.921636, 66.921636, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -197425, -144267, -315440, -76371, 379970, -578035 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13593, "evaluation_days": 2265.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1563134400000, "last_datapoint_time": 1758081600000, "evaluation_time": 1758089229377, "expiration_time": 1763953776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 57, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 195, "offset": 0, "poles": 3 } } }
# | 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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