Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7580861.2292 | 330592.0698 | -7911453.299 | 603110336.3955 | -154509710.5243 | 757620046.9198 |
Total P&L (%) | -7580.8612 | 330.5921 | -7911.4533 | 603110.3364 | -154509.7105 | 757620.0469 |
Avg Daily Profit (%) | -3.3414 | 0.1457 | -3.4871 | 0.3844 | 0 | 0.3945 |
Buy And Hold Return (%) | 9993.0516 | 9993.0516 | 9993.0516 | 9993.0516 | 9993.0516 | 9993.0516 |
Max Trade Drawdown | -7975439 | -78301 | -8022137 | -479251133 | -415361404 | -218923428 |
Profit Factor | 0.0936 | 3.2124 | 0.0369 | 1.7364 | 0.7187 | 3.8083 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 41 | 20 | 21 | 35 | 20 | 15 |
Losing Trades | 23 | 12 | 11 | 29 | 12 | 17 |
Profitability (%) | 64.0625 | 62.5 | 65.625 | 54.6875 | 62.5 | 46.875 |
Ratio Avg Win / Avg Loss | 0.0525 | 1.9274 | 0.0193 | 1.4387 | 0.4312 | 4.3161 |
Largest Winning Trade | 114031 | 114031 | 48120 | 724246104 | 89266948 | 724246104 |
Largest Losing Trade | -7968713 | -45138 | -7968713 | -174852837 | -174852837 | -60437112 |
Avg Bars in Trades | 135 | 148 | 122 | 135 | 148 | 122 |
Avg Bars in Winners | 101 | 123 | 79 | 138 | 142 | 132 |
Avg Bars in Losers | 196 | 190 | 203 | 132 | 159 | 112 |
Bars Traded | 8672 | 4763 | 3909 | 8672 | 4763 | 3909 |
Profit Streak | 65.8984 | 131.3984 | 65.8984 | 65.8984 | 131.3984 | 65.8984 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -721071 | -155217 | -578226 | -129714 | -577838 | 573566 |
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9075, "evaluation_days": 2268.75, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1566669600000, "last_datapoint_time": 1758326400000, "evaluation_time": 1758339223925, "expiration_time": 1764207000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 218, "offset": 201, "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": [ [ -7580861.229176002, 330592.0698103391, -7911453.298986339, 603110336.3955193, -154509710.5242772, 757620046.9197967 ], [ -7580.861229, 330.59207, -7911.453299, 603110.336396, -154509.710524, 757620.04692 ], [ -3.341426, 0.145716, -3.487142, 0.384422, 0, 0.394513 ], [ 9993.051636, 9993.051636, 9993.051636, 9993.051636, 9993.051636, 9993.051636 ], [ -7975439, -78301, -8022137, -479251133, -415361404, -218923428 ], [ 0.093607, 3.212402, 0.036873, 1.736357, 0.718698, 3.808281 ], [ 64, 32, 32, 64, 32, 32 ], [ 41, 20, 21, 35, 20, 15 ], [ 23, 12, 11, 29, 12, 17 ], [ 64.0625, 62.5, 65.625, 54.6875, 62.5, 46.875 ], [ 0.052511, 1.927441, 0.019314, 1.438696, 0.431219, 4.316052 ], [ 114031, 114031, 48120, 724246104, 89266948, 724246104 ], [ -7968713, -45138, -7968713, -174852837, -174852837, -60437112 ], [ 135, 148, 122, 135, 148, 122 ], [ 101, 123, 79, 138, 142, 132 ], [ 196, 190, 203, 132, 159, 112 ], [ 8672, 4763, 3909, 8672, 4763, 3909 ], [ 65.898425, 131.398425, 65.898425, 65.898425, 131.398425, 65.898425 ], [ 3, 3, 1, 3, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -721071, -155217, -578226, -129714, -577838, 573566 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9075, "evaluation_days": 2268.75, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1566669600000, "last_datapoint_time": 1758326400000, "evaluation_time": 1758339223925, "expiration_time": 1764207000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 218, "offset": 201, "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) |
---|