Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9586808.8604 | 72626.2684 | -9659435.1288 | 32310000.1754 | -12457163.0016 | 44767163.177 |
Total P&L (%) | -9586.8089 | 72.6263 | -9659.4351 | 32310.0002 | -12457.163 | 44767.1632 |
Avg Daily Profit (%) | -4.2307 | 0.0321 | -4.2628 | 0.2554 | 0 | 0.2698 |
Buy And Hold Return (%) | 9800.2246 | 9800.2246 | 9800.2246 | 9800.2246 | 9800.2246 | 9800.2246 |
Max Trade Drawdown | -9680105 | -45062 | -9718069 | -57970046 | -30236786 | -57409506 |
Profit Factor | 0.0438 | 1.5156 | 0.0228 | 1.2507 | 0.7869 | 1.6356 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 57 | 29 | 28 | 29 | 14 | 15 |
Losing Trades | 13 | 6 | 7 | 41 | 21 | 20 |
Profitability (%) | 81.4286 | 82.8571 | 80 | 41.4286 | 40 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.01 | 0.3136 | 0.0057 | 1.7682 | 1.1803 | 2.1808 |
Largest Winning Trade | 24299 | 24299 | 20036 | 63980948 | 19692323 | 63980948 |
Largest Losing Trade | -9604984 | -45062 | -9604984 | -17257340 | -9441282 | -17257340 |
Avg Bars in Trades | 59 | 65 | 53 | 59 | 65 | 53 |
Avg Bars in Winners | 30 | 38 | 23 | 78 | 89 | 67 |
Avg Bars in Losers | 186 | 198 | 177 | 46 | 50 | 43 |
Bars Traded | 4188 | 2301 | 1887 | 4188 | 2301 | 1887 |
Profit Streak | 130.2821 | 130.2821 | 230.7821 | 130.2821 | 130.2821 | 350.2821 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -673865 | -310999 | -575543 | -94168 | -582050 | 309236 |
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{ "first_band": { "type": "ssf", "factors": { "length": 8, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 81, "offset": 0, "a": 0.04714 } } }
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{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4532, "evaluation_days": 2266, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1565784000000, "last_datapoint_time": 1758067200000, "evaluation_time": 1758091569677, "expiration_time": 1763940672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 8, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 81, "offset": 0, "a": 0.04714 } } }
# | 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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