| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2692406.3711 | 2588432.6984 | 103973.6727 | 81597668.2422 | 60638003.1709 | 20959665.0713 |
| Total P&L (%) | 2692.4064 | 2588.4327 | 103.9737 | 81597.6682 | 60638.0032 | 20959.6651 |
| Avg Daily Profit (%) | 1.2927 | 1.2428 | 0.0499 | 0.3225 | 0.3082 | 0.2572 |
| Buy And Hold Return (%) | 10066.4249 | 10066.4249 | 10066.4249 | 10066.4249 | 10066.4249 | 10066.4249 |
| Max Trade Drawdown | -109510 | -118399 | -31315 | -31376709 | -32818933 | -11064586 |
| Profit Factor | 5.4517 | 7.1303 | 1.5695 | 1.5225 | 1.5454 | 1.4659 |
| Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
| Winning Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Profitability (%) | 60.2484 | 60 | 60.4938 | 60.2484 | 60 | 60.4938 |
| Ratio Avg Win / Avg Loss | 3.597 | 4.7535 | 1.025 | 1.0045 | 1.0302 | 0.9573 |
| Largest Winning Trade | 1669884 | 1669884 | 27654 | 23963229 | 23963229 | 7643796 |
| Largest Losing Trade | -54434 | -54434 | -21623 | -29061735 | -29061735 | -8054290 |
| Avg Bars in Trades | 152 | 289 | 17 | 152 | 289 | 17 |
| Avg Bars in Winners | 118 | 218 | 20 | 118 | 218 | 20 |
| Avg Bars in Losers | 204 | 396 | 13 | 204 | 396 | 13 |
| Bars Traded | 24630 | 23199 | 1431 | 24630 | 23199 | 1431 |
| Profit Streak | 1.4703 | 0 | 39.6369 | 1.4703 | 0 | 39.6369 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -144424 | -161583 | -298905 | 365793 | -7989 | -6997 |
{
"trading_pair": "DOGE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24993,
"evaluation_days": 2082.75,
"actual_first_datapoint_time": 1578542400000,
"first_datapoint_time": 1579730400000,
"last_datapoint_time": 1758556800000,
"evaluation_time": 1758561431963,
"expiration_time": 1765034985600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 44,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 166,
"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": [
[
2692406.371097492,
2588432.6984465886,
103973.6726509008,
81597668.2422,
60638003.17092676,
20959665.071273297
],
[
2692.406371,
2588.432698,
103.973673,
81597.668242,
60638.003171,
20959.665071
],
[
1.292717,
1.242796,
0.049921,
0.322478,
0.3082,
0.257199
],
[
10066.424853,
10066.424853,
10066.424853,
10066.424853,
10066.424853,
10066.424853
],
[
-109510,
-118399,
-31315,
-31376709,
-32818933,
-11064586
],
[
5.451723,
7.13025,
1.569526,
1.522472,
1.545367,
1.465887
],
[
161,
80,
81,
161,
80,
81
],
[
97,
48,
49,
97,
48,
49
],
[
64,
32,
32,
64,
32,
32
],
[
60.248447,
60,
60.493827,
60.248447,
60,
60.493827
],
[
3.597013,
4.7535,
1.024997,
1.004517,
1.030245,
0.957314
],
[
1669884,
1669884,
27654,
23963229,
23963229,
7643796
],
[
-54434,
-54434,
-21623,
-29061735,
-29061735,
-8054290
],
[
152,
289,
17,
152,
289,
17
],
[
118,
218,
20,
118,
218,
20
],
[
204,
396,
13,
204,
396,
13
],
[
24630,
23199,
1431,
24630,
23199,
1431
],
[
1.470277,
0,
39.636944,
1.470277,
0,
39.636944
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-144424,
-161583,
-298905,
365793,
-7989,
-6997
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24993,
"evaluation_days": 2082.75,
"actual_first_datapoint_time": 1578542400000,
"first_datapoint_time": 1579730400000,
"last_datapoint_time": 1758556800000,
"evaluation_time": 1758561431963,
"expiration_time": 1765034985600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 44,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 166,
"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) |
|---|