| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 3877773.9491 | 3875870.0909 | 1903.8582 | 12049005.5762 | 33313421.7843 | -21264416.2081 |
| Total P&L (%) | 3877.7739 | 3875.8701 | 1.9039 | 12049.0056 | 33313.4218 | -21264.4162 |
| Avg Daily Profit (%) | 1.862 | 1.8611 | 0.0009 | 0.2307 | 0.2794 | 0 |
| Buy And Hold Return (%) | 10228.6268 | 10228.6268 | 10228.6268 | 10228.6268 | 10228.6268 | 10228.6268 |
| Max Trade Drawdown | -141765 | -116800 | -60761 | -38755879 | -20123629 | -25946691 |
| Profit Factor | 11.5558 | 16.9545 | 1.0153 | 1.1788 | 1.9594 | 0.3494 |
| Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
| Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
| Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
| Profitability (%) | 57.5342 | 50 | 64.8649 | 57.5342 | 50 | 64.8649 |
| Ratio Avg Win / Avg Loss | 8.5293 | 16.9545 | 0.55 | 0.87 | 1.9594 | 0.1892 |
| Largest Winning Trade | 3126747 | 3126747 | 25126 | 36596533 | 36596533 | 1824681 |
| Largest Losing Trade | -66323 | -66323 | -57918 | -24772570 | -12103051 | -24772570 |
| Avg Bars in Trades | 326 | 649 | 11 | 326 | 649 | 11 |
| Avg Bars in Winners | 210 | 475 | 11 | 210 | 475 | 11 |
| Avg Bars in Losers | 482 | 822 | 12 | 482 | 822 | 12 |
| Bars Traded | 23807 | 23364 | 443 | 23807 | 23364 | 443 |
| Profit Streak | 12.8484 | 0 | 13.5984 | 12.8484 | 0 | 13.5984 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -217574 | -143164 | -559916 | -202086 | 343936 | -577966 |
{
"trading_pair": "DOGE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24991,
"evaluation_days": 2082.58,
"actual_first_datapoint_time": 1578722400000,
"first_datapoint_time": 1580400000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758946900017,
"expiration_time": 1765200067200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 38,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 234,
"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": [
[
3877773.9491446572,
3875870.090930805,
1903.8582138524,
12049005.576210078,
33313421.78434051,
-21264416.208130423
],
[
3877.773949,
3875.870091,
1.903858,
12049.005576,
33313.421784,
-21264.416208
],
[
1.862005,
1.861091,
0.000914,
0.230741,
0.279445,
0
],
[
10228.626765,
10228.626765,
10228.626765,
10228.626765,
10228.626765,
10228.626765
],
[
-141765,
-116800,
-60761,
-38755879,
-20123629,
-25946691
],
[
11.55583,
16.954516,
1.015301,
1.178754,
1.959424,
0.349376
],
[
73,
36,
37,
73,
36,
37
],
[
42,
18,
24,
42,
18,
24
],
[
31,
18,
13,
31,
18,
13
],
[
57.534247,
50,
64.864865,
57.534247,
50,
64.864865
],
[
8.529303,
16.954516,
0.549955,
0.870033,
1.959424,
0.189246
],
[
3126747,
3126747,
25126,
36596533,
36596533,
1824681
],
[
-66323,
-66323,
-57918,
-24772570,
-12103051,
-24772570
],
[
326,
649,
11,
326,
649,
11
],
[
210,
475,
11,
210,
475,
11
],
[
482,
822,
12,
482,
822,
12
],
[
23807,
23364,
443,
23807,
23364,
443
],
[
12.84838,
0,
13.59838,
12.84838,
0,
13.59838
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-217574,
-143164,
-559916,
-202086,
343936,
-577966
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24991,
"evaluation_days": 2082.58,
"actual_first_datapoint_time": 1578722400000,
"first_datapoint_time": 1580400000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758946900017,
"expiration_time": 1765200067200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 38,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 234,
"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) |
|---|