Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2035588.1918 | 1958727.4339 | 76860.7579 | 41189617.2961 | 31675780.2276 | 9513837.0685 |
Total P&L (%) | 2035.5882 | 1958.7274 | 76.8608 | 41189.6173 | 31675.7802 | 9513.8371 |
Avg Daily Profit (%) | 0.9008 | 0.8668 | 0.034 | 0.2669 | 0.2553 | 0.2023 |
Buy And Hold Return (%) | 8099.6575 | 8099.6575 | 8099.6575 | 8099.6575 | 8099.6575 | 8099.6575 |
Max Trade Drawdown | -70594 | -53910 | -106048 | -18939519 | -7570452 | -13283320 |
Profit Factor | 5.6643 | 12.2316 | 1.2933 | 1.8462 | 2.3164 | 1.3865 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 48.6486 | 45.9459 | 51.3514 | 48.6486 | 45.9459 | 51.3514 |
Ratio Avg Win / Avg Loss | 5.979 | 14.3901 | 1.2253 | 1.9487 | 2.7252 | 1.3135 |
Largest Winning Trade | 1102335 | 1102335 | 51484 | 26785150 | 26785150 | 16851202 |
Largest Losing Trade | -54761 | -25437 | -54761 | -13016994 | -5922524 | -13016994 |
Avg Bars in Trades | 88 | 88 | 88 | 88 | 88 | 88 |
Avg Bars in Winners | 134 | 136 | 132 | 134 | 136 | 132 |
Avg Bars in Losers | 45 | 48 | 42 | 45 | 48 | 42 |
Bars Traded | 6576 | 3291 | 3285 | 6576 | 3291 | 3285 |
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 | -213545 | -145596 | -313008 | -58466 | 325744 | -102608 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6779, "evaluation_days": 2259.67, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1564704000000, "last_datapoint_time": 1757520000000, "evaluation_time": 1757533643455, "expiration_time": 1763377056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 182, "offset": 0, "poles": 3 } }, "second_band": { "type": "hma", "factors": { "length": 77, "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": [ [ 2035588.1918131895, 1958727.433881211, 76860.7579319784, 41189617.29611899, 31675780.22762899, 9513837.068489986 ], [ 2035.588192, 1958.727434, 76.860758, 41189.617296, 31675.780228, 9513.837068 ], [ 0.900834, 0.86682, 0.034014, 0.266908, 0.255287, 0.20226 ], [ 8099.657534, 8099.657534, 8099.657534, 8099.657534, 8099.657534, 8099.657534 ], [ -70594, -53910, -106048, -18939519, -7570452, -13283320 ], [ 5.664281, 12.231583, 1.293333, 1.846155, 2.316419, 1.386482 ], [ 74, 37, 37, 74, 37, 37 ], [ 36, 17, 19, 36, 17, 19 ], [ 38, 20, 18, 38, 20, 18 ], [ 48.648649, 45.945946, 51.351351, 48.648649, 45.945946, 51.351351 ], [ 5.978963, 14.390097, 1.225262, 1.94872, 2.725199, 1.31351 ], [ 1102335, 1102335, 51484, 26785150, 26785150, 16851202 ], [ -54761, -25437, -54761, -13016994, -5922524, -13016994 ], [ 88, 88, 88, 88, 88, 88 ], [ 134, 136, 132, 134, 136, 132 ], [ 45, 48, 42, 45, 48, 42 ], [ 6576, 3291, 3285, 6576, 3291, 3285 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -213545, -145596, -313008, -58466, 325744, -102608 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6779, "evaluation_days": 2259.67, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1564704000000, "last_datapoint_time": 1757520000000, "evaluation_time": 1757533643455, "expiration_time": 1763377056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 182, "offset": 0, "poles": 3 } }, "second_band": { "type": "hma", "factors": { "length": 77, "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) |
---|