Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2175114.3359 | 2093873.1877 | 81241.1481 | 48595090.7463 | 31403561.7396 | 17191529.0066 |
Total P&L (%) | 2175.1143 | 2093.8732 | 81.2411 | 48595.0907 | 31403.5617 | 17191.529 |
Avg Daily Profit (%) | 0.9571 | 0.9214 | 0.0358 | 0.2727 | 0.2535 | 0.227 |
Buy And Hold Return (%) | 7778.27 | 7778.27 | 7778.27 | 7778.27 | 7778.27 | 7778.27 |
Max Trade Drawdown | -140774 | -80076 | -85318 | -13693887 | -9004900 | -8100029 |
Profit Factor | 6.9202 | 14.2351 | 1.3883 | 2.656 | 2.9712 | 2.2816 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 44.7761 | 39.3939 | 50 | 44.7761 | 39.3939 | 50 |
Ratio Avg Win / Avg Loss | 8.5349 | 21.9002 | 1.3883 | 3.2757 | 4.5711 | 2.2816 |
Largest Winning Trade | 1244705 | 1244705 | 47111 | 20012908 | 20012908 | 12615358 |
Largest Losing Trade | -57049 | -28281 | -57049 | -3112726 | -3112726 | -2935407 |
Avg Bars in Trades | 65 | 63 | 68 | 65 | 63 | 68 |
Avg Bars in Winners | 99 | 103 | 95 | 99 | 103 | 95 |
Avg Bars in Losers | 38 | 37 | 40 | 38 | 37 | 40 |
Bars Traded | 4417 | 2104 | 2313 | 4417 | 2104 | 2313 |
Profit Streak | 0 | 235.465 | 0 | 0 | 235.465 | 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 | -267256 | -147154 | -310310 | -110085 | 316923 | 255863 |
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{ "first_band": { "type": "ssf", "factors": { "length": 108, "offset": 0, "poles": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 63, "offset": 0 } } }
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{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4545, "evaluation_days": 2272.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1565006400000, "last_datapoint_time": 1758628800000, "evaluation_time": 1758668977643, "expiration_time": 1764519120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 108, "offset": 0, "poles": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 63, "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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