Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -978565.8985 | 727675.4761 | -1706241.3747 | 457701174.3122 | -533023439.0412 | 990724613.3534 |
Total P&L (%) | -978.5659 | 727.6755 | -1706.2414 | 457701.1743 | -533023.439 | 990724.6134 |
Avg Daily Profit (%) | -0.4316 | 0.321 | -0.7526 | 0.3725 | 0 | 0.4067 |
Buy And Hold Return (%) | 11172.2309 | 11172.2309 | 11172.2309 | 11172.2309 | 11172.2309 | 11172.2309 |
Max Trade Drawdown | -1773281 | -55950 | -1795873 | -806524775 | -600541429 | -297295219 |
Profit Factor | 0.5618 | 5.319 | 0.1737 | 1.3148 | 0.4389 | 2.9662 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 61 | 31 | 30 | 45 | 24 | 21 |
Losing Trades | 39 | 19 | 20 | 55 | 26 | 29 |
Profitability (%) | 61 | 62 | 60 | 45 | 48 | 42 |
Ratio Avg Win / Avg Loss | 0.3592 | 3.26 | 0.1158 | 1.607 | 0.4755 | 4.0961 |
Largest Winning Trade | 459452 | 459452 | 39636 | 1039196421 | 120364795 | 1039196421 |
Largest Losing Trade | -1773281 | -29962 | -1773281 | -357144307 | -357144307 | -103904748 |
Avg Bars in Trades | 86 | 88 | 83 | 86 | 88 | 83 |
Avg Bars in Winners | 84 | 86 | 81 | 98 | 97 | 99 |
Avg Bars in Losers | 89 | 93 | 85 | 76 | 81 | 71 |
Bars Traded | 8620 | 4445 | 4175 | 8620 | 4445 | 4175 |
Profit Streak | 70.8606 | 76.1106 | 0 | 70.8606 | 76.1106 | 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 | -578527 | -326619 | -759537 | 348381 | -761053 | -167697 |
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{ "first_band": { "type": "ema", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 10, "offset": 249, "poles": 2 } } }
{ "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": [ [ -978565.8985439538, 727675.4761344461, -1706241.3746784, 457701174.3122272, -533023439.04120445, 990724613.3534318 ], [ -978.565899, 727.675476, -1706.241375, 457701.174312, -533023.439041, 990724.613353 ], [ -0.431609, 0.320951, -0.75256, 0.372465, 0, 0.406652 ], [ 11172.230921, 11172.230921, 11172.230921, 11172.230921, 11172.230921, 11172.230921 ], [ -1773281, -55950, -1795873, -806524775, -600541429, -297295219 ], [ 0.561831, 5.318952, 0.173661, 1.31482, 0.438903, 2.966166 ], [ 100, 50, 50, 100, 50, 50 ], [ 61, 31, 30, 45, 24, 21 ], [ 39, 19, 20, 55, 26, 29 ], [ 61, 62, 60, 45, 48, 42 ], [ 0.359203, 3.260003, 0.115774, 1.607002, 0.475478, 4.096135 ], [ 459452, 459452, 39636, 1039196421, 120364795, 1039196421 ], [ -1773281, -29962, -1773281, -357144307, -357144307, -103904748 ], [ 86, 88, 83, 86, 88, 83 ], [ 84, 86, 81, 98, 97, 99 ], [ 89, 93, 85, 76, 81, 71 ], [ 8620, 4445, 4175, 8620, 4445, 4175 ], [ 70.860606, 76.110606, 0, 70.860606, 76.110606, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578527, -326619, -759537, 348381, -761053, -167697 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9069, "evaluation_days": 2267.25, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1567706400000, "last_datapoint_time": 1758196800000, "evaluation_time": 1758206356342, "expiration_time": 1764073512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 10, "offset": 249, "poles": 2 } } }
# | 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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