Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 13870920.4201 | 13888104.9603 | -17184.5402 | 4955951.8108 | 4753642.7096 | 202309.1013 |
Total P&L (%) | 13870.9204 | 13888.105 | -17.1845 | 4955.9518 | 4753.6427 | 202.3091 |
Avg Daily Profit (%) | 6.1358 | 6.1434 | -0.0076 | 0.1737 | 0.1719 | 0.0489 |
Buy And Hold Return (%) | 8497.8617 | 8497.8617 | 8497.8617 | 8497.8617 | 8497.8617 | 8497.8617 |
Max Trade Drawdown | -160272 | -127909 | -57386 | -7761815 | -6236697 | -2182173 |
Profit Factor | 34.3097 | 52.817 | 0.8842 | 1.3565 | 1.4616 | 1.0561 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 41.7476 | 37.2549 | 46.1538 | 41.7476 | 37.2549 | 46.1538 |
Ratio Avg Win / Avg Loss | 47.874 | 88.955 | 1.0316 | 1.8928 | 2.4616 | 1.2322 |
Largest Winning Trade | 13790871 | 13790871 | 29438 | 7508533 | 7508533 | 1317902 |
Largest Losing Trade | -55760 | -55760 | -20920 | -3704394 | -3704394 | -688741 |
Avg Bars in Trades | 124 | 218 | 32 | 124 | 218 | 32 |
Avg Bars in Winners | 151 | 295 | 37 | 151 | 295 | 37 |
Avg Bars in Losers | 105 | 172 | 29 | 105 | 172 | 29 |
Bars Traded | 12853 | 11144 | 1709 | 12853 | 11144 | 1709 |
Profit Streak | 0 | 87.1024 | 0 | 0 | 87.1024 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439074 | -169308 | -760662 | -159359 | -340251 | -633634 |
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13564, "evaluation_days": 2260.67, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1564963200000, "last_datapoint_time": 1757664000000, "evaluation_time": 1757672843638, "expiration_time": 1763523648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 184, "offset": 0, "a": 0.62367 } }, "second_band": { "type": "dcu", "factors": { "length": 110, "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": [ [ 13870920.420123953, 13888104.960287085, -17184.540163136, 4955951.810842024, 4753642.709582893, 202309.1012591284 ], [ 13870.92042, 13888.10496, -17.18454, 4955.951811, 4753.64271, 202.309101 ], [ 6.135756, 6.143358, -0.007602, 0.17369, 0.17188, 0.048948 ], [ 8497.861706, 8497.861706, 8497.861706, 8497.861706, 8497.861706, 8497.861706 ], [ -160272, -127909, -57386, -7761815, -6236697, -2182173 ], [ 34.309724, 52.817049, 0.884202, 1.356512, 1.461602, 1.056149 ], [ 103, 51, 52, 103, 51, 52 ], [ 43, 19, 24, 43, 19, 24 ], [ 60, 32, 28, 60, 32, 28 ], [ 41.747573, 37.254902, 46.153846, 41.747573, 37.254902, 46.153846 ], [ 47.874033, 88.95503, 1.031569, 1.892808, 2.461646, 1.232174 ], [ 13790871, 13790871, 29438, 7508533, 7508533, 1317902 ], [ -55760, -55760, -20920, -3704394, -3704394, -688741 ], [ 124, 218, 32, 124, 218, 32 ], [ 151, 295, 37, 151, 295, 37 ], [ 105, 172, 29, 105, 172, 29 ], [ 12853, 11144, 1709, 12853, 11144, 1709 ], [ 0, 87.102357, 0, 0, 87.102357, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 439074, -169308, -760662, -159359, -340251, -633634 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13564, "evaluation_days": 2260.67, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1564963200000, "last_datapoint_time": 1757664000000, "evaluation_time": 1757672843638, "expiration_time": 1763523648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 184, "offset": 0, "a": 0.62367 } }, "second_band": { "type": "dcu", "factors": { "length": 110, "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) |
---|