Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1705747.8306 | 1587488.8804 | 118258.9501 | 62694410.4211 | 52641070.5035 | 10053339.9176 |
Total P&L (%) | 1705.7478 | 1587.4889 | 118.259 | 62694.4104 | 52641.0705 | 10053.3399 |
Avg Daily Profit (%) | 0.7555 | 0.7031 | 0.0524 | 0.2857 | 0.278 | 0.2048 |
Buy And Hold Return (%) | 8209.0561 | 8209.0561 | 8209.0561 | 8209.0561 | 8209.0561 | 8209.0561 |
Max Trade Drawdown | -81010 | -65373 | -124311 | -55749225 | -30243891 | -44778910 |
Profit Factor | 3.0352 | 5.5019 | 1.2436 | 1.3586 | 1.6374 | 1.109 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 122 | 56 | 66 | 122 | 56 | 66 |
Losing Trades | 100 | 55 | 45 | 100 | 55 | 45 |
Profitability (%) | 54.955 | 50.4505 | 59.4595 | 54.955 | 50.4505 | 59.4595 |
Ratio Avg Win / Avg Loss | 2.4879 | 5.4037 | 0.8479 | 1.1136 | 1.6082 | 0.7561 |
Largest Winning Trade | 506470 | 506470 | 42161 | 51680052 | 51680052 | 17425803 |
Largest Losing Trade | -62485 | -18524 | -62485 | -32853212 | -16273006 | -32853212 |
Avg Bars in Trades | 59 | 57 | 62 | 59 | 57 | 62 |
Avg Bars in Winners | 71 | 71 | 72 | 71 | 71 | 72 |
Avg Bars in Losers | 45 | 42 | 48 | 45 | 42 | 48 |
Bars Traded | 13280 | 6328 | 6952 | 13280 | 6328 | 6952 |
Profit Streak | 0 | 0 | 25.981 | 0 | 0 | 25.981 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145390 | -145477 | -289166 | 396613 | 403657 | -188572 |
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13547, "evaluation_days": 2257.83, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1564761600000, "last_datapoint_time": 1757419200000, "evaluation_time": 1757431958356, "expiration_time": 1763271504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 177, "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": [ [ 1705747.8305738284, 1587488.8804263545, 118258.950147474, 62694410.42109198, 52641070.50345723, 10053339.917634726 ], [ 1705.747831, 1587.48888, 118.25895, 62694.410421, 52641.070503, 10053.339918 ], [ 0.755481, 0.703104, 0.052377, 0.285746, 0.277996, 0.204848 ], [ 8209.056145, 8209.056145, 8209.056145, 8209.056145, 8209.056145, 8209.056145 ], [ -81010, -65373, -124311, -55749225, -30243891, -44778910 ], [ 3.035204, 5.501949, 1.243582, 1.358645, 1.63739, 1.109014 ], [ 222, 111, 111, 222, 111, 111 ], [ 122, 56, 66, 122, 56, 66 ], [ 100, 55, 45, 100, 55, 45 ], [ 54.954955, 50.45045, 59.459459, 54.954955, 50.45045, 59.459459 ], [ 2.487872, 5.4037, 0.847897, 1.113643, 1.608151, 0.756146 ], [ 506470, 506470, 42161, 51680052, 51680052, 17425803 ], [ -62485, -18524, -62485, -32853212, -16273006, -32853212 ], [ 59, 57, 62, 59, 57, 62 ], [ 71, 71, 72, 71, 71, 72 ], [ 45, 42, 48, 45, 42, 48 ], [ 13280, 6328, 6952, 13280, 6328, 6952 ], [ 0, 0, 25.980999, 0, 0, 25.980999 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -145390, -145477, -289166, 396613, 403657, -188572 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13547, "evaluation_days": 2257.83, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1564761600000, "last_datapoint_time": 1757419200000, "evaluation_time": 1757431958356, "expiration_time": 1763271504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 177, "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) |
---|