Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299138.1989 | 783900.7025 | -484762.5036 | 35180452.2429 | 25904645.245 | 9275806.9979 |
Total P&L (%) | 299.1382 | 783.9007 | -484.7625 | 35180.4522 | 25904.6452 | 9275.807 |
Avg Daily Profit (%) | 0.1313 | 0.3441 | -0.2128 | 0.2578 | 0.2444 | 0.1995 |
Buy And Hold Return (%) | 8229.7486 | 8229.7486 | 8229.7486 | 8229.7486 | 8229.7486 | 8229.7486 |
Max Trade Drawdown | -637582 | -56319 | -685520 | -8517349 | -8517349 | -7708804 |
Profit Factor | 1.3143 | 5.1318 | 0.3639 | 2.3931 | 2.6047 | 2.0183 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 36 | 17 | 19 | 36 | 16 | 20 |
Losing Trades | 24 | 13 | 11 | 24 | 14 | 10 |
Profitability (%) | 60 | 56.6667 | 63.3333 | 60 | 53.3333 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.8762 | 3.9243 | 0.2107 | 1.5954 | 2.2791 | 1.0091 |
Largest Winning Trade | 314644 | 314644 | 50333 | 23457502 | 23457502 | 8513736 |
Largest Losing Trade | -488064 | -24005 | -488064 | -8517349 | -8517349 | -5771720 |
Avg Bars in Trades | 145 | 156 | 135 | 145 | 156 | 135 |
Avg Bars in Winners | 181 | 201 | 163 | 183 | 206 | 164 |
Avg Bars in Losers | 92 | 97 | 87 | 89 | 98 | 77 |
Bars Traded | 8756 | 4686 | 4069 | 8756 | 4686 | 4069 |
Profit Streak | 0 | 238.8909 | 0 | 0 | 238.8909 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -357213 | -146827 | -579097 | -161090 | 423408 | -113362 |
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9113, "evaluation_days": 2278.25, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1564639200000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759159376822, "expiration_time": 1765052424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 108, "offset": 0, "a": 0.76097 } }, "second_band": { "type": "sinwma", "factors": { "length": 76, "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": [ [ 299138.1989054102, 783900.702479514, -484762.5035741038, 35180452.24291302, 25904645.24502156, 9275806.997891469 ], [ 299.138199, 783.900702, -484.762504, 35180.452243, 25904.645245, 9275.806998 ], [ 0.131302, 0.34408, -0.212778, 0.257806, 0.244383, 0.199506 ], [ 8229.748598, 8229.748598, 8229.748598, 8229.748598, 8229.748598, 8229.748598 ], [ -637582, -56319, -685520, -8517349, -8517349, -7708804 ], [ 1.31429, 5.131798, 0.363884, 2.393136, 2.604681, 2.018253 ], [ 60, 30, 30, 60, 30, 30 ], [ 36, 17, 19, 36, 16, 20 ], [ 24, 13, 11, 24, 14, 10 ], [ 60, 56.666667, 63.333333, 60, 53.333333, 66.666667 ], [ 0.876193, 3.924316, 0.21067, 1.595424, 2.279096, 1.009126 ], [ 314644, 314644, 50333, 23457502, 23457502, 8513736 ], [ -488064, -24005, -488064, -8517349, -8517349, -5771720 ], [ 145, 156, 135, 145, 156, 135 ], [ 181, 201, 163, 183, 206, 164 ], [ 92, 97, 87, 89, 98, 77 ], [ 8756, 4686, 4069, 8756, 4686, 4069 ], [ 0, 238.890935, 0, 0, 238.890935, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -357213, -146827, -579097, -161090, 423408, -113362 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9113, "evaluation_days": 2278.25, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1564639200000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759159376822, "expiration_time": 1765052424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 108, "offset": 0, "a": 0.76097 } }, "second_band": { "type": "sinwma", "factors": { "length": 76, "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) |
---|