| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 13727730.6571 | 13751508.7807 | -23778.1236 | 4074275.108 | 5308653.0826 | -1234377.9746 |
| Total P&L (%) | 13727.7307 | 13751.5088 | -23.7781 | 4074.2751 | 5308.6531 | -1234.378 |
| Avg Daily Profit (%) | 6.0805 | 6.091 | -0.0105 | 0.1654 | 0.1769 | 0 |
| Buy And Hold Return (%) | 8541.4676 | 8541.4676 | 8541.4676 | 8541.4676 | 8541.4676 | 8541.4676 |
| Max Trade Drawdown | -103827 | -105176 | -40055 | -8466873 | -7924782 | -1832806 |
| Profit Factor | 30.8536 | 38.0784 | 0.7327 | 1.1808 | 1.284 | 0.6788 |
| Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
| Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
| Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
| Profitability (%) | 45.2555 | 41.1765 | 49.2754 | 45.2555 | 41.1765 | 49.2754 |
| Ratio Avg Win / Avg Loss | 37.3229 | 54.3978 | 0.7543 | 1.4284 | 1.8344 | 0.6988 |
| Largest Winning Trade | 13652616 | 13652616 | 6949 | 10479108 | 10479108 | 296891 |
| Largest Losing Trade | -39199 | -39199 | -13019 | -2132309 | -2132309 | -608597 |
| Avg Bars in Trades | 93 | 182 | 5 | 93 | 182 | 5 |
| Avg Bars in Winners | 112 | 243 | 4 | 112 | 243 | 4 |
| Avg Bars in Losers | 77 | 139 | 6 | 77 | 139 | 6 |
| Bars Traded | 12752 | 12378 | 374 | 12752 | 12378 | 374 |
| Profit Streak | 141.4898 | 142.4898 | 141.4898 | 141.4898 | 142.4898 | 141.4898 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 535137 | -96945 | -681778 | -179764 | -268767 | -681778 |
{
"trading_pair": "DOGE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13546,
"evaluation_days": 2257.67,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1565740800000,
"last_datapoint_time": 1757404800000,
"evaluation_time": 1757418322692,
"expiration_time": 1763256672000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 238,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 68
}
}
}
{
"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": [
[
13727730.657106347,
13751508.78072918,
-23778.1236228261,
4074275.1079743328,
5308653.0825927295,
-1234377.9746183988
],
[
13727.730657,
13751.508781,
-23.778124,
4074.275108,
5308.653083,
-1234.377975
],
[
6.080486,
6.091018,
-0.010532,
0.165419,
0.176913,
0
],
[
8541.467601,
8541.467601,
8541.467601,
8541.467601,
8541.467601,
8541.467601
],
[
-103827,
-105176,
-40055,
-8466873,
-7924782,
-1832806
],
[
30.853632,
38.078431,
0.732705,
1.180816,
1.284047,
0.678827
],
[
137,
68,
69,
137,
68,
69
],
[
62,
28,
34,
62,
28,
34
],
[
75,
40,
35,
75,
40,
35
],
[
45.255474,
41.176471,
49.275362,
45.255474,
41.176471,
49.275362
],
[
37.322942,
54.397758,
0.754255,
1.428407,
1.834353,
0.698793
],
[
13652616,
13652616,
6949,
10479108,
10479108,
296891
],
[
-39199,
-39199,
-13019,
-2132309,
-2132309,
-608597
],
[
93,
182,
5,
93,
182,
5
],
[
112,
243,
4,
112,
243,
4
],
[
77,
139,
6,
77,
139,
6
],
[
12752,
12378,
374,
12752,
12378,
374
],
[
141.489846,
142.489846,
141.489846,
141.489846,
142.489846,
141.489846
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
535137,
-96945,
-681778,
-179764,
-268767,
-681778
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13546,
"evaluation_days": 2257.67,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1565740800000,
"last_datapoint_time": 1757404800000,
"evaluation_time": 1757418322692,
"expiration_time": 1763256672000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 238,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 68
}
}
}
| # | 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) |
|---|