Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10615810.6631 | 107746.8298 | -10723557.4928 | 95563089.5436 | -17206508.6698 | 112769598.2134 |
Total P&L (%) | -10615.8107 | 107.7468 | -10723.5575 | 95563.0895 | -17206.5087 | 112769.5982 |
Avg Daily Profit (%) | -4.6999 | 0.0477 | -4.7476 | 0.3043 | 0 | 0.3117 |
Buy And Hold Return (%) | 8285.277 | 8285.277 | 8285.277 | 8285.277 | 8285.277 | 8285.277 |
Max Trade Drawdown | -10764684 | -47372 | -10845810 | -86481778 | -47261598 | -79771300 |
Profit Factor | 0.064 | 1.6777 | 0.0411 | 1.3931 | 0.8302 | 1.7954 |
Total Trades | 305 | 153 | 152 | 305 | 153 | 152 |
Winning Trades | 244 | 118 | 126 | 138 | 70 | 68 |
Losing Trades | 61 | 35 | 26 | 167 | 83 | 84 |
Profitability (%) | 80 | 77.1242 | 82.8947 | 45.2459 | 45.7516 | 44.7368 |
Ratio Avg Win / Avg Loss | 0.016 | 0.4976 | 0.0085 | 1.6858 | 0.9844 | 2.2178 |
Largest Winning Trade | 19507 | 19105 | 19507 | 89996587 | 30762815 | 89996587 |
Largest Losing Trade | -10701712 | -43836 | -10701712 | -14504741 | -12296697 | -14504741 |
Avg Bars in Trades | 28 | 10 | 45 | 28 | 10 | 45 |
Avg Bars in Winners | 10 | 5 | 15 | 31 | 12 | 51 |
Avg Bars in Losers | 97 | 28 | 190 | 25 | 9 | 40 |
Bars Traded | 8592 | 1676 | 6916 | 8592 | 1676 | 6916 |
Profit Streak | 77.1227 | 77.1227 | 96.3727 | 77.1227 | 77.1227 | 96.3727 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573597 | -289576 | -574608 | 436883 | -580941 | 434584 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 148, "offset": 0, "scalar": 3 } } }
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{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9035, "evaluation_days": 2258.75, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1565503200000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757472997107, "expiration_time": 1763317080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 148, "offset": 0, "scalar": 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) |
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