Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6137984.5558 | 246700.6868 | -6384685.2427 | 73695278.3793 | -79427614.5949 | 153122892.9742 |
Total P&L (%) | -6137.9846 | 246.7007 | -6384.6852 | 73695.2784 | -79427.6146 | 153122.893 |
Avg Daily Profit (%) | -2.7135 | 0.1091 | -2.8226 | 0.2924 | 0 | 0.3248 |
Buy And Hold Return (%) | 11577.6493 | 11577.6493 | 11577.6493 | 11577.6493 | 11577.6493 | 11577.6493 |
Max Trade Drawdown | -6330595 | -70495 | -6427673 | -155147228 | -107514966 | -60234180 |
Profit Factor | 0.1084 | 2.222 | 0.0445 | 1.2271 | 0.6183 | 2.3157 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 52 | 24 | 28 | 56 | 28 | 28 |
Losing Trades | 60 | 32 | 28 | 56 | 28 | 28 |
Profitability (%) | 46.4286 | 42.8571 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 0.125 | 2.9626 | 0.0445 | 1.2271 | 0.6183 | 2.3157 |
Largest Winning Trade | 106650 | 106650 | 39800 | 211594334 | 60774283 | 211594334 |
Largest Losing Trade | -6329948 | -39362 | -6329948 | -67597271 | -67597271 | -28647883 |
Avg Bars in Trades | 57 | 60 | 53 | 57 | 60 | 53 |
Avg Bars in Winners | 60 | 72 | 51 | 57 | 69 | 46 |
Avg Bars in Losers | 54 | 52 | 56 | 56 | 52 | 61 |
Bars Traded | 6418 | 3402 | 3016 | 6418 | 3402 | 3016 |
Profit Streak | 0 | 0 | 54.2327 | 0 | 0 | 54.2327 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -581869 | -391771 | -760270 | 300246 | -760833 | -165979 |
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6786, "evaluation_days": 2262, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1568678400000, "last_datapoint_time": 1757721600000, "evaluation_time": 1757741706845, "expiration_time": 1763584704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 108, "offset": 0, "poles": 3 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 221 } } }
{ "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": [ [ -6137984.555845893, 246700.6868408609, -6384685.24268675, 73695278.37930647, -79427614.59487076, 153122892.97417727 ], [ -6137.984556, 246.700687, -6384.685243, 73695.278379, -79427.614595, 153122.892974 ], [ -2.713521, 0.109063, -2.822584, 0.292375, 0, 0.324774 ], [ 11577.649302, 11577.649302, 11577.649302, 11577.649302, 11577.649302, 11577.649302 ], [ -6330595, -70495, -6427673, -155147228, -107514966, -60234180 ], [ 0.108356, 2.221964, 0.044496, 1.227113, 0.618326, 2.31567 ], [ 112, 56, 56, 112, 56, 56 ], [ 52, 24, 28, 56, 28, 28 ], [ 60, 32, 28, 56, 28, 28 ], [ 46.428571, 42.857143, 50, 50, 50, 50 ], [ 0.125026, 2.962619, 0.044496, 1.227113, 0.618326, 2.31567 ], [ 106650, 106650, 39800, 211594334, 60774283, 211594334 ], [ -6329948, -39362, -6329948, -67597271, -67597271, -28647883 ], [ 57, 60, 53, 57, 60, 53 ], [ 60, 72, 51, 57, 69, 46 ], [ 54, 52, 56, 56, 52, 61 ], [ 6418, 3402, 3016, 6418, 3402, 3016 ], [ 0, 0, 54.232718, 0, 0, 54.232718 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -581869, -391771, -760270, 300246, -760833, -165979 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6786, "evaluation_days": 2262, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1568678400000, "last_datapoint_time": 1757721600000, "evaluation_time": 1757741706845, "expiration_time": 1763584704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 108, "offset": 0, "poles": 3 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 221 } } }
# | 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) |
---|