Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1406242.5507 | 1358918.3472 | 47324.2035 | 21360588.3025 | 26180366.0161 | -4819777.7136 |
Total P&L (%) | 1406.2426 | 1358.9183 | 47.3242 | 21360.5883 | 26180.366 | -4819.7777 |
Avg Daily Profit (%) | 0.622 | 0.601 | 0.0209 | 0.2377 | 0.2467 | 0 |
Buy And Hold Return (%) | 7365.8696 | 7365.8696 | 7365.8696 | 7365.8696 | 7365.8696 | 7365.8696 |
Max Trade Drawdown | -104436 | -119491 | -27771 | -30583551 | -19733273 | -12316861 |
Profit Factor | 5.36 | 6.5266 | 1.6175 | 1.3578 | 1.6025 | 0.7034 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Profitability (%) | 68.1818 | 66.6667 | 69.697 | 68.1818 | 66.6667 | 69.697 |
Ratio Avg Win / Avg Loss | 2.5014 | 3.2633 | 0.7032 | 0.6336 | 0.8012 | 0.3058 |
Largest Winning Trade | 512625 | 512625 | 16177 | 24071961 | 24071961 | 3292009 |
Largest Losing Trade | -57023 | -57023 | -27771 | -18266689 | -18266689 | -12316861 |
Avg Bars in Trades | 132 | 255 | 8 | 132 | 255 | 8 |
Avg Bars in Winners | 61 | 118 | 7 | 61 | 118 | 7 |
Avg Bars in Losers | 282 | 530 | 10 | 282 | 530 | 10 |
Bars Traded | 8723 | 8438 | 285 | 8723 | 8438 | 285 |
Profit Streak | 60.8718 | 60.8718 | 293.3718 | 60.8718 | 60.8718 | 293.3718 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -270825 | -143088 | -326617 | -120820 | 315702 | -577003 |
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9044, "evaluation_days": 2261, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1562544000000, "last_datapoint_time": 1757656800000, "evaluation_time": 1757667327335, "expiration_time": 1763517312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 11, "offset": 0, "scalar": 5 } }, "second_band": { "type": "ssf", "factors": { "length": 151, "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": [ [ 1406242.5506626796, 1358918.347185261, 47324.203477419, 21360588.30250964, 26180366.016084068, -4819777.7135744225 ], [ 1406.242551, 1358.918347, 47.324203, 21360.588303, 26180.366016, -4819.777714 ], [ 0.621956, 0.601025, 0.020931, 0.237735, 0.246717, 0 ], [ 7365.869571, 7365.869571, 7365.869571, 7365.869571, 7365.869571, 7365.869571 ], [ -104436, -119491, -27771, -30583551, -19733273, -12316861 ], [ 5.360038, 6.52663, 1.617452, 1.357787, 1.602479, 0.703355 ], [ 66, 33, 33, 66, 33, 33 ], [ 45, 22, 23, 45, 22, 23 ], [ 21, 11, 10, 21, 11, 10 ], [ 68.181818, 66.666667, 69.69697, 68.181818, 66.666667, 69.69697 ], [ 2.501351, 3.263315, 0.70324, 0.633634, 0.801239, 0.305806 ], [ 512625, 512625, 16177, 24071961, 24071961, 3292009 ], [ -57023, -57023, -27771, -18266689, -18266689, -12316861 ], [ 132, 255, 8, 132, 255, 8 ], [ 61, 118, 7, 61, 118, 7 ], [ 282, 530, 10, 282, 530, 10 ], [ 8723, 8438, 285, 8723, 8438, 285 ], [ 60.871844, 60.871844, 293.371844, 60.871844, 60.871844, 293.371844 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -270825, -143088, -326617, -120820, 315702, -577003 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9044, "evaluation_days": 2261, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1562544000000, "last_datapoint_time": 1757656800000, "evaluation_time": 1757667327335, "expiration_time": 1763517312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 11, "offset": 0, "scalar": 5 } }, "second_band": { "type": "ssf", "factors": { "length": 151, "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) |
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