Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165427.8271 | 758640.0464 | -593212.2193 | 103869097.8273 | 60537586.2777 | 43331511.5496 |
Total P&L (%) | 165.4278 | 758.64 | -593.2122 | 103869.0978 | 60537.5863 | 43331.5116 |
Avg Daily Profit (%) | 0.0733 | 0.336 | -0.2627 | 0.3081 | 0.2842 | 0.2694 |
Buy And Hold Return (%) | 11116.1079 | 11116.1079 | 11116.1079 | 11116.1079 | 11116.1079 | 11116.1079 |
Max Trade Drawdown | -731290 | -54776 | -798651 | -49003067 | -53291458 | -12160176 |
Profit Factor | 1.149 | 4.853 | 0.3508 | 1.8067 | 1.6371 | 2.2846 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 41 | 20 | 21 | 41 | 19 | 22 |
Losing Trades | 25 | 13 | 12 | 25 | 14 | 11 |
Profitability (%) | 62.1212 | 60.6061 | 63.6364 | 62.1212 | 57.5758 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.7006 | 3.1544 | 0.2004 | 1.1016 | 1.2062 | 1.1423 |
Largest Winning Trade | 327270 | 327270 | 39669 | 81857018 | 81857018 | 22949023 |
Largest Losing Trade | -407953 | -33449 | -407953 | -36243447 | -36243447 | -7683118 |
Avg Bars in Trades | 97 | 109 | 85 | 97 | 109 | 85 |
Avg Bars in Winners | 111 | 123 | 100 | 113 | 126 | 103 |
Avg Bars in Losers | 74 | 88 | 59 | 71 | 87 | 50 |
Bars Traded | 6447 | 3622 | 2825 | 6447 | 3622 | 2825 |
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 | -446177 | -147540 | -579035 | -115650 | 384013 | 420900 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6774, "evaluation_days": 2258, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1569398400000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757378757062, "expiration_time": 1763228736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 58, "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": [ [ 165427.8271030845, 758640.0464412537, -593212.2193381692, 103869097.82730894, 60537586.2777164, 43331511.54959252 ], [ 165.427827, 758.640046, -593.212219, 103869.097827, 60537.586278, 43331.51155 ], [ 0.073263, 0.335979, -0.262716, 0.308121, 0.284172, 0.269351 ], [ 11116.107889, 11116.107889, 11116.107889, 11116.107889, 11116.107889, 11116.107889 ], [ -731290, -54776, -798651, -49003067, -53291458, -12160176 ], [ 1.14895, 4.852976, 0.35078, 1.80669, 1.63705, 2.284596 ], [ 66, 33, 33, 66, 33, 33 ], [ 41, 20, 21, 41, 19, 22 ], [ 25, 13, 12, 25, 14, 11 ], [ 62.121212, 60.606061, 63.636364, 62.121212, 57.575758, 66.666667 ], [ 0.700579, 3.154434, 0.200446, 1.10164, 1.206247, 1.142298 ], [ 327270, 327270, 39669, 81857018, 81857018, 22949023 ], [ -407953, -33449, -407953, -36243447, -36243447, -7683118 ], [ 97, 109, 85, 97, 109, 85 ], [ 111, 123, 100, 113, 126, 103 ], [ 74, 88, 59, 71, 87, 50 ], [ 6447, 3622, 2825, 6447, 3622, 2825 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -446177, -147540, -579035, -115650, 384013, 420900 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6774, "evaluation_days": 2258, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1569398400000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757378757062, "expiration_time": 1763228736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 58, "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) |
---|