Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1888990.4947 | 1782659.6949 | 106330.7998 | 69549016.1496 | 54687416.39 | 14861599.7595 |
Total P&L (%) | 1888.9905 | 1782.6597 | 106.3308 | 69549.0162 | 54687.4164 | 14861.5998 |
Avg Daily Profit (%) | 0.833 | 0.7861 | 0.0469 | 0.2891 | 0.2785 | 0.2211 |
Buy And Hold Return (%) | 9308.8704 | 9308.8704 | 9308.8704 | 9308.8704 | 9308.8704 | 9308.8704 |
Max Trade Drawdown | -111914 | -99078 | -73082 | -48987659 | -36362247 | -18697304 |
Profit Factor | 3.1452 | 4.4753 | 1.2892 | 1.2892 | 1.3857 | 1.1505 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 117 | 55 | 62 | 117 | 55 | 62 |
Losing Trades | 149 | 78 | 71 | 149 | 78 | 71 |
Profitability (%) | 43.985 | 41.3534 | 46.6165 | 43.985 | 41.3534 | 46.6165 |
Ratio Avg Win / Avg Loss | 4.0054 | 6.3468 | 1.4764 | 1.6417 | 1.9652 | 1.3175 |
Largest Winning Trade | 649751 | 649751 | 29958 | 42750439 | 42750439 | 20779207 |
Largest Losing Trade | -28229 | -26368 | -28229 | -17200817 | -17200817 | -10694766 |
Avg Bars in Trades | 50 | 73 | 27 | 50 | 73 | 27 |
Avg Bars in Winners | 70 | 113 | 32 | 70 | 113 | 32 |
Avg Bars in Losers | 34 | 44 | 23 | 34 | 44 | 23 |
Bars Traded | 13424 | 9751 | 3673 | 13424 | 9751 | 3673 |
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 | -147520 | -148884 | -297285 | 323287 | 220063 | -57555 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 22, "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": [ [ 1888990.4947353094, 1782659.69492943, 106330.7998058801, 69549016.14955679, 54687416.3900164, 14861599.759540383 ], [ 1888.990495, 1782.659695, 106.3308, 69549.01615, 54687.41639, 14861.59976 ], [ 0.833009, 0.78612, 0.04689, 0.289086, 0.278472, 0.221091 ], [ 9308.870362, 9308.870362, 9308.870362, 9308.870362, 9308.870362, 9308.870362 ], [ -111914, -99078, -73082, -48987659, -36362247, -18697304 ], [ 3.145209, 4.475323, 1.289245, 1.289154, 1.385691, 1.15052 ], [ 266, 133, 133, 266, 133, 133 ], [ 117, 55, 62, 117, 55, 62 ], [ 149, 78, 71, 149, 78, 71 ], [ 43.984962, 41.353383, 46.616541, 43.984962, 41.353383, 46.616541 ], [ 4.005437, 6.346822, 1.476394, 1.641743, 1.965161, 1.317531 ], [ 649751, 649751, 29958, 42750439, 42750439, 20779207 ], [ -28229, -26368, -28229, -17200817, -17200817, -10694766 ], [ 50, 73, 27, 50, 73, 27 ], [ 70, 113, 32, 70, 113, 32 ], [ 34, 44, 23, 34, 44, 23 ], [ 13424, 9751, 3673, 13424, 9751, 3673 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -147520, -148884, -297285, 323287, 220063, -57555 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13606, "evaluation_days": 2267.67, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1563811200000, "last_datapoint_time": 1758268800000, "evaluation_time": 1758271451126, "expiration_time": 1764146592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 22, "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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