Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8799239.4598 | 177189.5017 | -8976428.9615 | 124888262.7357 | -99463018.2302 | 224351280.9659 |
Total P&L (%) | -8799.2395 | 177.1895 | -8976.429 | 124888.2627 | -99463.0182 | 224351.281 |
Avg Daily Profit (%) | -3.8986 | 0.0785 | -3.9772 | 0.3164 | 0 | 0.3425 |
Buy And Hold Return (%) | 9209.4284 | 9209.4284 | 9209.4284 | 9209.4284 | 9209.4284 | 9209.4284 |
Max Trade Drawdown | -8975996 | -60598 | -9046396 | -223794687 | -160770107 | -140414321 |
Profit Factor | 0.0643 | 2.1257 | 0.0292 | 1.311 | 0.5858 | 2.3893 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 56 | 27 | 29 | 38 | 18 | 20 |
Losing Trades | 22 | 12 | 10 | 40 | 21 | 19 |
Profitability (%) | 71.7949 | 69.2308 | 74.359 | 48.7179 | 46.1538 | 51.2821 |
Ratio Avg Win / Avg Loss | 0.0253 | 0.9448 | 0.0101 | 1.38 | 0.6834 | 2.2698 |
Largest Winning Trade | 47542 | 47542 | 39538 | 234235685 | 40275126 | 234235685 |
Largest Losing Trade | -8957046 | -47820 | -8957046 | -64144927 | -64144927 | -17777136 |
Avg Bars in Trades | 53 | 57 | 50 | 53 | 57 | 50 |
Avg Bars in Winners | 31 | 36 | 26 | 57 | 64 | 52 |
Avg Bars in Losers | 111 | 103 | 120 | 49 | 51 | 48 |
Bars Traded | 4202 | 2234 | 1968 | 4202 | 2234 | 1968 |
Profit Streak | 122.0515 | 122.0515 | 235.5515 | 122.0515 | 122.0515 | 590.0515 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -615494 | -249564 | -576244 | -29133 | -581687 | 553575 |
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{ "first_band": { "type": "t3", "factors": { "length": 3, "offset": 0, "a": 0.32509 } }, "second_band": { "type": "dcm", "factors": { "length": 19, "offset": 113 } } }
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{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4514, "evaluation_days": 2257, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1567987200000, "last_datapoint_time": 1757289600000, "evaluation_time": 1757294051301, "expiration_time": 1763139744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 3, "offset": 0, "a": 0.32509 } }, "second_band": { "type": "dcm", "factors": { "length": 19, "offset": 113 } } }
# | 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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