Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2717832.6675 | 2645831.7334 | 72000.9341 | 50307031.9474 | 60442511.4761 | -10135479.5287 |
Total P&L (%) | 2717.8327 | 2645.8317 | 72.0009 | 50307.0319 | 60442.5115 | -10135.4795 |
Avg Daily Profit (%) | 1.2015 | 1.1697 | 0.0318 | 0.2755 | 0.2836 | 0 |
Buy And Hold Return (%) | 7510.3977 | 7510.3977 | 7510.3977 | 7510.3977 | 7510.3977 | 7510.3977 |
Max Trade Drawdown | -77239 | -71148 | -66954 | -23395502 | -11714227 | -28565957 |
Profit Factor | 7.7772 | 16.1351 | 1.3183 | 1.5755 | 2.949 | 0.8203 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 38.0435 | 36.9565 | 39.1304 | 38.0435 | 36.9565 | 39.1304 |
Ratio Avg Win / Avg Loss | 12.6657 | 27.5246 | 2.0507 | 2.5658 | 5.0307 | 1.276 |
Largest Winning Trade | 1956929 | 1956929 | 50623 | 39656374 | 39656374 | 18253702 |
Largest Losing Trade | -31111 | -18047 | -31111 | -18496585 | -4898917 | -18496585 |
Avg Bars in Trades | 47 | 45 | 49 | 47 | 45 | 49 |
Avg Bars in Winners | 92 | 97 | 88 | 92 | 97 | 88 |
Avg Bars in Losers | 19 | 15 | 24 | 19 | 15 | 24 |
Bars Traded | 4383 | 2105 | 2278 | 4383 | 2105 | 2278 |
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 | -148139 | -148761 | -318989 | 250418 | 337862 | -583264 |
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4524, "evaluation_days": 2262, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1562328000000, "last_datapoint_time": 1757721600000, "evaluation_time": 1757762635630, "expiration_time": 1763584704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 175, "offset": 0, "poles": 3 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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": [ [ 2717832.6674617995, 2645831.733356142, 72000.9341056551, 50307031.9473893, 60442511.476136215, -10135479.528746929 ], [ 2717.832667, 2645.831733, 72.000934, 50307.031947, 60442.511476, -10135.479529 ], [ 1.201518, 1.169687, 0.031831, 0.275477, 0.283599, 0 ], [ 7510.397664, 7510.397664, 7510.397664, 7510.397664, 7510.397664, 7510.397664 ], [ -77239, -71148, -66954, -23395502, -11714227, -28565957 ], [ 7.777211, 16.135119, 1.318291, 1.575519, 2.949038, 0.820293 ], [ 92, 46, 46, 92, 46, 46 ], [ 35, 17, 18, 35, 17, 18 ], [ 57, 29, 28, 57, 29, 28 ], [ 38.043478, 36.956522, 39.130435, 38.043478, 36.956522, 39.130435 ], [ 12.665743, 27.524614, 2.050675, 2.565846, 5.030713, 1.276012 ], [ 1956929, 1956929, 50623, 39656374, 39656374, 18253702 ], [ -31111, -18047, -31111, -18496585, -4898917, -18496585 ], [ 47, 45, 49, 47, 45, 49 ], [ 92, 97, 88, 92, 97, 88 ], [ 19, 15, 24, 19, 15, 24 ], [ 4383, 2105, 2278, 4383, 2105, 2278 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -148139, -148761, -318989, 250418, 337862, -583264 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4524, "evaluation_days": 2262, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1562328000000, "last_datapoint_time": 1757721600000, "evaluation_time": 1757762635630, "expiration_time": 1763584704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 175, "offset": 0, "poles": 3 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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) |
---|