| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 12960148.6835 | 13001360.6626 | -41211.9791 | 3736868.0379 | 4127673.8078 | -390805.7699 |
| Total P&L (%) | 12960.1487 | 13001.3607 | -41.212 | 3736.868 | 4127.6738 | -390.8058 |
| Avg Daily Profit (%) | 5.7068 | 5.725 | -0.0181 | 0.1607 | 0.165 | 0 |
| Buy And Hold Return (%) | 8320.8856 | 8320.8856 | 8320.8856 | 8320.8856 | 8320.8856 | 8320.8856 |
| Max Trade Drawdown | -152301 | -136540 | -59903 | -9156680 | -8475377 | -3329443 |
| Profit Factor | 22.8392 | 32.0217 | 0.7636 | 1.1445 | 1.2197 | 0.9448 |
| Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
| Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
| Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Profitability (%) | 40.7767 | 39.2157 | 42.3077 | 40.7767 | 39.2157 | 42.3077 |
| Ratio Avg Win / Avg Loss | 33.1712 | 49.6337 | 1.0413 | 1.6622 | 1.8906 | 1.2884 |
| Largest Winning Trade | 12885825 | 12885825 | 20263 | 8984553 | 8984553 | 1834708 |
| Largest Losing Trade | -36065 | -36065 | -18752 | -1870089 | -1870089 | -885587 |
| Avg Bars in Trades | 127 | 227 | 28 | 127 | 227 | 28 |
| Avg Bars in Winners | 203 | 394 | 29 | 203 | 394 | 29 |
| Avg Bars in Losers | 74 | 120 | 27 | 74 | 120 | 27 |
| Bars Traded | 13093 | 11616 | 1477 | 13093 | 11616 | 1477 |
| Profit Streak | 0 | 92.8235 | 0 | 0 | 92.8235 | 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 | 407545 | -169023 | -761880 | -221886 | -341024 | -761880 |
{
"trading_pair": "DOGE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13626,
"evaluation_days": 2271,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1563984000000,
"last_datapoint_time": 1758556800000,
"evaluation_time": 1758714347270,
"expiration_time": 1764443232000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 51,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 107,
"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": [
[
12960148.683523037,
13001360.662587719,
-41211.9790646806,
3736868.0378538547,
4127673.8077592626,
-390805.7699054056
],
[
12960.148684,
13001.360663,
-41.211979,
3736.868038,
4127.673808,
-390.80577
],
[
5.706803,
5.72495,
-0.018147,
0.16073,
0.165008,
0
],
[
8320.88563,
8320.88563,
8320.88563,
8320.88563,
8320.88563,
8320.88563
],
[
-152301,
-136540,
-59903,
-9156680,
-8475377,
-3329443
],
[
22.839155,
32.021747,
0.7636,
1.144471,
1.219745,
0.944817
],
[
103,
51,
52,
103,
51,
52
],
[
42,
20,
22,
42,
20,
22
],
[
61,
31,
30,
61,
31,
30
],
[
40.776699,
39.215686,
42.307692,
40.776699,
39.215686,
42.307692
],
[
33.171153,
49.633709,
1.041273,
1.662207,
1.890605,
1.288387
],
[
12885825,
12885825,
20263,
8984553,
8984553,
1834708
],
[
-36065,
-36065,
-18752,
-1870089,
-1870089,
-885587
],
[
127,
227,
28,
127,
227,
28
],
[
203,
394,
29,
203,
394,
29
],
[
74,
120,
27,
74,
120,
27
],
[
13093,
11616,
1477,
13093,
11616,
1477
],
[
0,
92.823464,
0,
0,
92.823464,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
407545,
-169023,
-761880,
-221886,
-341024,
-761880
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13626,
"evaluation_days": 2271,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1563984000000,
"last_datapoint_time": 1758556800000,
"evaluation_time": 1758714347270,
"expiration_time": 1764443232000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 51,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 107,
"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) |
|---|