Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1794373.7523 | 1708184.3767 | 86189.3756 | 51005278.9027 | 33450048.2679 | 17555230.6348 |
Total P&L (%) | 1794.3738 | 1708.1844 | 86.1894 | 51005.2789 | 33450.0483 | 17555.2306 |
Avg Daily Profit (%) | 0.7934 | 0.7553 | 0.0381 | 0.2761 | 0.2575 | 0.229 |
Buy And Hold Return (%) | 8992.3098 | 8992.3098 | 8992.3098 | 8992.3098 | 8992.3098 | 8992.3098 |
Max Trade Drawdown | -73605 | -81951 | -80318 | -30555454 | -31632950 | -5270146 |
Profit Factor | 4.4472 | 6.4878 | 1.4119 | 1.6521 | 1.5661 | 1.9178 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 50.4505 | 50.9091 | 50 | 50.4505 | 50.9091 | 50 |
Ratio Avg Win / Avg Loss | 4.3678 | 6.2561 | 1.4119 | 1.6226 | 1.5102 | 1.9178 |
Largest Winning Trade | 763955 | 763955 | 27754 | 39273307 | 39273307 | 8617431 |
Largest Losing Trade | -43059 | -39602 | -43059 | -18434485 | -18434485 | -2501655 |
Avg Bars in Trades | 79 | 111 | 48 | 79 | 111 | 48 |
Avg Bars in Winners | 115 | 160 | 69 | 115 | 160 | 69 |
Avg Bars in Losers | 44 | 60 | 28 | 44 | 60 | 28 |
Bars Traded | 8867 | 6134 | 2733 | 8867 | 6134 | 2733 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144924 | -324402 | -487055 | 406282 | -171058 | -175335 |
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{ "first_band": { "type": "t3", "factors": { "length": 98, "offset": 0, "a": 0.74768 } }, "second_band": { "type": "midprice", "factors": { "length": 134, "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": [ [ 1794373.7523077799, 1708184.3766802524, 86189.3756275273, 51005278.90272892, 33450048.267918218, 17555230.634810723 ], [ 1794.373752, 1708.184377, 86.189376, 51005.278903, 33450.048268, 17555.230635 ], [ 0.793444, 0.755332, 0.038112, 0.276148, 0.257489, 0.229031 ], [ 8992.309753, 8992.309753, 8992.309753, 8992.309753, 8992.309753, 8992.309753 ], [ -73605, -81951, -80318, -30555454, -31632950, -5270146 ], [ 4.447221, 6.487826, 1.411878, 1.652146, 1.566139, 1.917828 ], [ 111, 55, 56, 111, 55, 56 ], [ 56, 28, 28, 56, 28, 28 ], [ 55, 27, 28, 55, 27, 28 ], [ 50.45045, 50.909091, 50, 50.45045, 50.909091, 50 ], [ 4.367806, 6.256118, 1.411878, 1.622643, 1.510205, 1.917828 ], [ 763955, 763955, 27754, 39273307, 39273307, 8617431 ], [ -43059, -39602, -43059, -18434485, -18434485, -2501655 ], [ 79, 111, 48, 79, 111, 48 ], [ 115, 160, 69, 115, 160, 69 ], [ 44, 60, 28, 44, 60, 28 ], [ 8867, 6134, 2733, 8867, 6134, 2733 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -144924, -324402, -487055, 406282, -171058, -175335 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9046, "evaluation_days": 2261.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1565200800000, "last_datapoint_time": 1757700000000, "evaluation_time": 1757702633729, "expiration_time": 1763561808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 98, "offset": 0, "a": 0.74768 } }, "second_band": { "type": "midprice", "factors": { "length": 134, "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) |
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