Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1342934.2885 | 1327062.0082 | 15872.2803 | 17258576.1357 | 31716487.27 | -14457911.1343 |
Total P&L (%) | 1342.9343 | 1327.062 | 15.8723 | 17258.5761 | 31716.4873 | -14457.9111 |
Avg Daily Profit (%) | 0.5927 | 0.5857 | 0.007 | 0.2279 | 0.2547 | 0 |
Buy And Hold Return (%) | 10231.5343 | 10231.5343 | 10231.5343 | 10231.5343 | 10231.5343 | 10231.5343 |
Max Trade Drawdown | -84254 | -69638 | -90669 | -30531766 | -21846144 | -31951013 |
Profit Factor | 3.6698 | 6.5543 | 1.0601 | 1.1627 | 1.5652 | 0.7106 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 50.5618 | 50 | 51.1111 | 50.5618 | 50 | 51.1111 |
Ratio Avg Win / Avg Loss | 3.5882 | 6.5543 | 1.014 | 1.1369 | 1.5652 | 0.6797 |
Largest Winning Trade | 458381 | 458381 | 45712 | 28091781 | 28091781 | 7048483 |
Largest Losing Trade | -42779 | -41273 | -42779 | -11270964 | -11209820 | -11270964 |
Avg Bars in Trades | 73 | 91 | 56 | 73 | 91 | 56 |
Avg Bars in Winners | 96 | 116 | 77 | 96 | 116 | 77 |
Avg Bars in Losers | 49 | 65 | 34 | 49 | 65 | 34 |
Bars Traded | 6540 | 4004 | 2536 | 6540 | 4004 | 2536 |
Profit Streak | 0 | 103.1824 | 0 | 0 | 103.1824 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147253 | -145295 | -503446 | -41954 | 321023 | -580567 |
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{ "first_band": { "type": "linreg", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 56, "offset": 0 } } }
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{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6797, "evaluation_days": 2265.67, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1568736000000, "last_datapoint_time": 1758038400000, "evaluation_time": 1758054160941, "expiration_time": 1763911008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 56, "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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