Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2650550.7373 | 2571826.3998 | 78724.3375 | 57801187.2744 | 37088764.1947 | 20712423.0797 |
Total P&L (%) | 2650.5507 | 2571.8264 | 78.7243 | 57801.1873 | 37088.7642 | 20712.4231 |
Avg Daily Profit (%) | 1.1705 | 1.1357 | 0.0348 | 0.2813 | 0.2617 | 0.236 |
Buy And Hold Return (%) | 9873.3683 | 9873.3683 | 9873.3683 | 9873.3683 | 9873.3683 | 9873.3683 |
Max Trade Drawdown | -137541 | -126036 | -39017 | -14585928 | -13595391 | -14585928 |
Profit Factor | 7.2195 | 11.0704 | 1.461 | 2.235 | 2.3913 | 2.0282 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 48.2759 | 48.8372 | 47.7273 | 48.2759 | 48.8372 | 47.7273 |
Ratio Avg Win / Avg Loss | 7.7352 | 11.5976 | 1.6001 | 2.3947 | 2.5052 | 2.2214 |
Largest Winning Trade | 1662149 | 1662149 | 38261 | 34906630 | 34906630 | 14737774 |
Largest Losing Trade | -31316 | -31316 | -20916 | -14585928 | -13595391 | -14585928 |
Avg Bars in Trades | 49 | 74 | 25 | 49 | 74 | 25 |
Avg Bars in Winners | 61 | 84 | 37 | 61 | 84 | 37 |
Avg Bars in Losers | 39 | 65 | 13 | 39 | 65 | 13 |
Bars Traded | 4330 | 3214 | 1116 | 4330 | 3214 | 1116 |
Profit Streak | 0 | 110.2371 | 0 | 0 | 110.2371 | 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 | -144200 | -143631 | -310599 | 424241 | 390342 | 194964 |
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4529, "evaluation_days": 2264.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1566086400000, "last_datapoint_time": 1757937600000, "evaluation_time": 1757958085606, "expiration_time": 1763807184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 154, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 88, "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": [ [ 2650550.737347587, 2571826.399845634, 78724.3375019501, 57801187.27439278, 37088764.194731295, 20712423.07966148 ], [ 2650.550737, 2571.8264, 78.724338, 57801.187274, 37088.764195, 20712.42308 ], [ 1.170479, 1.135715, 0.034765, 0.28131, 0.261706, 0.236009 ], [ 9873.368342, 9873.368342, 9873.368342, 9873.368342, 9873.368342, 9873.368342 ], [ -137541, -126036, -39017, -14585928, -13595391, -14585928 ], [ 7.219475, 11.07044, 1.460954, 2.235024, 2.391323, 2.028193 ], [ 87, 43, 44, 87, 43, 44 ], [ 42, 21, 21, 42, 21, 21 ], [ 45, 22, 23, 45, 22, 23 ], [ 48.275862, 48.837209, 47.727273, 48.275862, 48.837209, 47.727273 ], [ 7.735152, 11.597604, 1.600092, 2.394668, 2.505196, 2.221354 ], [ 1662149, 1662149, 38261, 34906630, 34906630, 14737774 ], [ -31316, -31316, -20916, -14585928, -13595391, -14585928 ], [ 49, 74, 25, 49, 74, 25 ], [ 61, 84, 37, 61, 84, 37 ], [ 39, 65, 13, 39, 65, 13 ], [ 4330, 3214, 1116, 4330, 3214, 1116 ], [ 0, 110.237102, 0, 0, 110.237102, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -144200, -143631, -310599, 424241, 390342, 194964 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4529, "evaluation_days": 2264.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1566086400000, "last_datapoint_time": 1757937600000, "evaluation_time": 1757958085606, "expiration_time": 1763807184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 154, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 88, "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) |
---|