| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 13037274.1962 | 13081958.9547 | -44684.7585 | 2825871.0972 | 3355300.8054 | -529429.7082 |
| Total P&L (%) | 13037.2742 | 13081.959 | -44.6848 | 2825.8711 | 3355.3008 | -529.4297 |
| Avg Daily Profit (%) | 5.7734 | 5.7932 | -0.0198 | 0.1496 | 0.157 | 0 |
| Buy And Hold Return (%) | 8483.9536 | 8483.9536 | 8483.9536 | 8483.9536 | 8483.9536 | 8483.9536 |
| Max Trade Drawdown | -136021 | -134424 | -50035 | -5011886 | -5171729 | -1761187 |
| Profit Factor | 15.6579 | 24.4728 | 0.8655 | 1.1111 | 1.2073 | 0.9428 |
| Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
| Winning Trades | 125 | 53 | 72 | 125 | 53 | 72 |
| Losing Trades | 172 | 95 | 77 | 172 | 95 | 77 |
| Profitability (%) | 42.0875 | 35.8108 | 48.3221 | 42.0875 | 35.8108 | 48.3221 |
| Ratio Avg Win / Avg Loss | 21.5452 | 43.8664 | 0.9256 | 1.5289 | 2.1641 | 1.0083 |
| Largest Winning Trade | 12959359 | 12959359 | 12748 | 5933978 | 5933978 | 644573 |
| Largest Losing Trade | -31500 | -31500 | -17517 | -1493914 | -1493914 | -869164 |
| Avg Bars in Trades | 44 | 77 | 12 | 44 | 77 | 12 |
| Avg Bars in Winners | 66 | 141 | 10 | 66 | 141 | 10 |
| Avg Bars in Losers | 28 | 41 | 13 | 28 | 41 | 13 |
| Bars Traded | 13215 | 11421 | 1794 | 13215 | 11421 | 1794 |
| Profit Streak | 0 | 75.6035 | 0 | 0 | 75.6035 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 466946 | 353311 | -581312 | -257414 | -162194 | -579645 |
{
"trading_pair": "DOGE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13549,
"evaluation_days": 2258.17,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1563940800000,
"last_datapoint_time": 1757448000000,
"evaluation_time": 1757456946381,
"expiration_time": 1763301168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 113,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 16,
"offset": 0,
"std": 4.67961
}
}
}
{
"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": [
[
13037274.19621621,
13081958.954669038,
-44684.758452821,
2825871.0971997576,
3355300.8053753227,
-529429.7081755705
],
[
13037.274196,
13081.958955,
-44.684758,
2825.871097,
3355.300805,
-529.429708
],
[
5.77338,
5.793168,
-0.019788,
0.149621,
0.156998,
0
],
[
8483.953622,
8483.953622,
8483.953622,
8483.953622,
8483.953622,
8483.953622
],
[
-136021,
-134424,
-50035,
-5011886,
-5171729,
-1761187
],
[
15.657853,
24.472814,
0.865454,
1.111089,
1.207345,
0.9428
],
[
297,
148,
149,
297,
148,
149
],
[
125,
53,
72,
125,
53,
72
],
[
172,
95,
77,
172,
95,
77
],
[
42.087542,
35.810811,
48.322148,
42.087542,
35.810811,
48.322148
],
[
21.545206,
43.866364,
0.925555,
1.528858,
2.164109,
1.008272
],
[
12959359,
12959359,
12748,
5933978,
5933978,
644573
],
[
-31500,
-31500,
-17517,
-1493914,
-1493914,
-869164
],
[
44,
77,
12,
44,
77,
12
],
[
66,
141,
10,
66,
141,
10
],
[
28,
41,
13,
28,
41,
13
],
[
13215,
11421,
1794,
13215,
11421,
1794
],
[
0,
75.603546,
0,
0,
75.603546,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
466946,
353311,
-581312,
-257414,
-162194,
-579645
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13549,
"evaluation_days": 2258.17,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1563940800000,
"last_datapoint_time": 1757448000000,
"evaluation_time": 1757456946381,
"expiration_time": 1763301168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 113,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 16,
"offset": 0,
"std": 4.67961
}
}
}
| # | 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) |
|---|